جلد 31، شماره 1 - ( 1-1399 )                   جلد 31 شماره 1 صفحات 85-75 | برگشت به فهرست نسخه ها


XML English Abstract Print


Download citation:
BibTeX | RIS | EndNote | Medlars | ProCite | Reference Manager | RefWorks
Send citation to:

Abdollahi H. Multi-Objective Programing for Bank’s Asset-Liability Management: The Case of Iranian Banking Industry. IJIEPR 2020; 31 (1) :75-85
URL: http://ijiepr.iust.ac.ir/article-1-999-fa.html
Multi-Objective Programing for Bank’s Asset-Liability Management: The Case of Iranian Banking Industry. نشریه بین المللی مهندسی صنایع و تحقیقات تولید. 1399; 31 (1) :75-85

URL: http://ijiepr.iust.ac.ir/article-1-999-fa.html


چکیده:   (3470 مشاهده)
Practically, Islamic banking in Iran is not much different from conventional banking principles. Many paradigms of the commercial banking are considered in the Islamic-Iranian banking. Owing to the fact that asset and liability optimization is an important issue in the banking industry, the present paper investigates the balance sheet and income statement to constitute a structure for measuring each asset’s risk. The author uses the method of multiple objective programming to solve the problem of commercial bank's diversified pursuit of low risk and high profit by considering the so-called duration constraint. To test the proposed model, the data were collected from an Iranian commercial bank named Mellat bank from June 2009 to December 2016. The results suggest that Mellat bank, as the biggest private bank in Iran, should reform its asset-liability allocation to achieve the optimal level.
 
     
نوع مطالعه: پژوهشي | موضوع مقاله: Optimization Techniques
دریافت: 1398/9/24 | پذیرش: 1398/12/3 | انتشار: 1398/12/25

ارسال نظر درباره این مقاله : نام کاربری یا پست الکترونیک شما:
CAPTCHA

بازنشر اطلاعات
Creative Commons License این مقاله تحت شرایط Creative Commons Attribution-NonCommercial 4.0 International License قابل بازنشر است.

کلیه حقوق این وب سایت متعلق به نشریه بین المللی مهندسی صنایع و تحقیقات تولید می باشد.

طراحی و برنامه نویسی : یکتاوب افزار شرق

© 2024 CC BY-NC 4.0 | International Journal of Industrial Engineering & Production Research

Designed & Developed by : Yektaweb