IMD-6-0339 © 2011
Tsikriktsis, Nikos
An analyst for Geneva Bank, Marianne, has been requested by her boss, Laura, to research the yields from loan interests. She uses linear programming to get more insights about the dilemma and she walks with nothing else but a printout of the Solver susceptibility report into Laura’s office.
Learning objectives: The minicase tries to help pupils understand how to use the sensitivity report supplied by Solver in order to discuss different scenarios and places emphasis on going beyond the optimal solution.
Subjects: Optimization; Linear programming; Sensitivity analysis; Shadow prices
Settings: Switzerland ; Banking
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