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Provide a model to compare the optimal and real structure of assets and liabilities of commercial banks in Iran
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Vahid Mahmoudi *   , Ezatollah Abbasian , Mostafa Emamdoost , Mostafa Emamdoost |
| Faculty of Management, University of Tehran , vmahmodi@ut.ac.ir |
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Abstract: (1577 Views) |
Banks are one of the most important economic pillars of countries that play a significant role in their growth and development. In Iran, due to the expansion of the financial and monetary system, banks have practically taken on the task of collecting and allocating economic resources. One of the important tasks of banks is the optimal management of assets and liabilities with the aim of maximizing returns while minimizing risk. The results of research in this regard show that the optimal allocation of resources leads to increased income and reduced bank risk, will be. In this study, we intend to optimize the real structure by optimizing the structure of assets and liabilities of commercial banks including Mellat, Saderat, Tejarat, Parsian, Pasargad, Eghtesad Novin, Sina, Karafarin, Dey and Middle East using the Mean-Variance model. Letchr('39')s compare the real and optimal structure of banks and then separate the banks into two categories of privatized state-owned banks and fully private banks, examine the effect of management on how to manage the resources and expenses of banks.
The research findings show that the combination of bankschr('39') resources and expenditures on some assets and liabilities, including credit facilities granted to customers and banks, as well as current and investment deposits, is significantly different. It is calculated with the optimal combination. The research results also show that the combination of assets, liabilities and equity of private banks is more similar to the optimal composition than privatized state-owned banks, and these banks have performed better in managing their resources and expenditures. |
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| Keywords: Banks, Optimization, Banks' assets and liabilities |
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Full-Text [PDF 1453 kb]
(608 Downloads)
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Type of Study: Research |
Subject:
Special
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