List of Articles مدیریت دارایی و بدهی

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  1 - Examining the Effects of Healthy Banking Indicators in Determining the Asset-Liability Management (ALM) Strategy by Focusing on Capital Adequacy Ratio (CAR) Index
  Mohammad Hossein Setayesh Mohammad Hossein Fatheh
  The aim of the present study is to examine the impact of healthy banking indicators in determining the asset-liability management (ALM) strategy. In order to achieve this objective, 20 bank branches with specific considerations were studied between 2009 and 2014. Pearso More

  The aim of the present study is to examine the impact of healthy banking indicators in determining the asset-liability management (ALM) strategy. In order to achieve this objective, 20 bank branches with specific considerations were studied between 2009 and 2014. Pearson correlation and multivariate regression model were used to analyze the data. The bank size (bank balance and trade volumes) was considered as the asset/liability index, and the indicators of a healthy banking system such as asset quality, management (efficiency), profitability and liquidity were considered as independent variables. The results of this study suggest that indicators of capital adequacy, return on assets and return on capital have a positive and significant impact on asset and liability management. Management (efficiency) and liquidity indexes showed no significant effects. Manuscript profile
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  2 - Using the Utility Theory for Finding an Optimal Structure of Bank Asset Liability
  M. E. Pourzarand M. Alborzi F. Hosseinzade Lotfi M. Shahriari
  A classic bank Asset - Liability problem tries to find an optimal solution that maximize the return and minimize the risk simoltaneously. But there is an obvious conflict between these objectives that makes it impossible. Based on this situation, there are too many stud More

  A classic bank Asset - Liability problem tries to find an optimal solution that maximize the return and minimize the risk simoltaneously. But there is an obvious conflict between these objectives that makes it impossible. Based on this situation, there are too many studies that try to propose some helpful method; But most of them lie on decision makers empirical ideas. This paper proposes a novel method that use a utility theory as a more quantitative approach for solving the problem. At first, it measures the utility function of the related managers and then the problem reduce to a solvable one for finding the optimal solution.   Manuscript profile
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  3 - Designing the optimal asset-liability model using the multi-objective decision-making method with the approach of liquidity, credit, balance sheet, and capital adequacy risks.
  mostafa khosroyani Gholamreza zomorodian mirfiz fallahshams
  In this research, asset and liability management, which is one of the most important things done by banks, is examined. The methods and complexity of the process used to manage assets and liabilities depend on the size and complexity of the portfolio. Bank Mellat, as on More

  In this research, asset and liability management, which is one of the most important things done by banks, is examined. The methods and complexity of the process used to manage assets and liabilities depend on the size and complexity of the portfolio. Bank Mellat, as one of the most central banks in the country, in line with its organizational goals and missions, needs accurate economic planning and high-yield investments in order to maintain the value of depositors' reserves and provide the necessary resources to fulfill its long-term and short-term obligations. According to the stated content, the main problem of this research consists in the fact that due to the importance of asset and liability management with the approach of liquidity risks, credit, balance sheet, capital structure as a comprehensive approach that includes different types of important risks and It includes the important, it should be noted. In this research, we consider asset and debt management with more important factors in this matter, so that the model is more efficient than the previous models presented, which has been taken into account with the approach of goal programming. Manuscript profile
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  4 - مدیریت داراییها و بدهیهای بانکی به کمک برنامه ریزی
  نادر نقشینه فرهاد حنیفی حمیدرضا کردلویی
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