Application of Linear Programming to Optimal Credit Portfolio: The Case of Akuapem Rural Bank Ltd.
| dc.contributor.author | Kwapong, Samuel Darkwa | |
| dc.date.accessioned | 2014-03-20T09:47:57Z | |
| dc.date.accessioned | 2023-04-20T14:26:35Z | |
| dc.date.available | 2014-03-20T09:47:57Z | |
| dc.date.available | 2023-04-20T14:26:35Z | |
| dc.date.issued | 2013-05 | |
| dc.description | A thesis submitted to the Institute of Distance Learning, Kwame Nkrumah University of Science and Technology in partial fulfilment of the requirement for the award of Master of Science degree in Industrial Mathematics. | en_US |
| dc.description.abstract | Efficient credit portfolio management is a key success factor of bank management. The effective management of credit risk is an essential component of a comprehensive technique to risk management and critical to the long-term success of all banking institutions. This thesis seeks to formulate and solve a linear programming model to maximize expected credit yield subject to capacity and demand, develop risk related scenarios and interpret results in the light of credit management issues. Data was obtained from the credit and finance section of Akuapem Rural Bank Limited, Mamfe Akuapem, Ghana and was analyzed using the management scientist software to ascertain the performance of its portfolio in achieving targets been set in the contest of the LP model. The research revealed a positive relationship between risk and the expected return on each facility of the Bank as the expected return on an asset increases as the risk on the asset also increases. The study showed that an increment in the interest rate of the bank’s products yielded high values and exhibited low risk. | en_US |
| dc.description.sponsorship | KNUST | en_US |
| dc.identifier.uri | https://ir.knust.edu.gh/handle/123456789/5841 | |
| dc.language.iso | en | en_US |
| dc.title | Application of Linear Programming to Optimal Credit Portfolio: The Case of Akuapem Rural Bank Ltd. | en_US |
| dc.type | Thesis | en_US |
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