Asset-liability management is one of the solutions for implementing banking policies in the economy. This study is aimed to determine the parameters, variables, and constraints of multi-objective modelling for asset-liability management of banks. The research field of this study is the investigation of the asset-liability management system of banks to determine the optimal composition of their balance sheets. This research is an applied study. According to the research findings, the most important influential variables are the variables associated with the standard balance sheet of banks. Therefore, the standard balance sheet of Bank A, which is one of the branches of a state-owned bank in Iran, was reviewed at the end of its fiscal year in 2017. Using the Delphi technique, a linear multi-objective model was presented, the most significant feature of which was the inclusion of new constraints and strategic goals, such as increasing joint income, increasing the share of low-cost deposits, and increasing productive assets. To solve that model, Microsoft Excel was used through the lexicography method. By solving the model, the optimal values of balance sheet variables were calculated for bank A.

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