Integrated Optimal Risk-Based Liquidity Management Model Design in Specialized Holdings of Social Security Investment Corporation (SHASTA)
Subject Areas : Journal of Investment Knowledge
Gholamreza Zomorodian
1
(
Assistant Professor, Faculty Member, Department of Financial Management, Central Tehran Branch, Islamic Azad University, Tehran, Iran. (Corresponding author)
)
Mohammad Reza Rostami
2
(
Professor, Faculty Member, Department of Financial Management, Alzahra University, Tehran, Iran
)
Robabeh Bahramian
3
(
Ph.D. student of financial management, Central Tehran Branch, Islamic Azad University, Tehran, Iran
)
Keywords: Price fluctuations, Expected yield fluctuations, Risk sensitivity, liquidity risk, Liquidity management,
Abstract :
The purpose of the present research is to design a seamless optimized risk-based liquidity management model. The statistical population of this research is in the special holdings of social security investment company (SHASTA), Due to the limited statistical population, the total statistical society including the company holdings in the period 1391-1396 was considered as an example. The method of collecting information is library and field. Data analysis was performed using the multivariate regression model presented in the study using Eviews software. The results of the hypothesis test showed that there is a significant relationship between risk sensitivity, price fluctuations, expected returns fluctuations, liquidity risk, and liquidity risk with liquidity management.
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