Economic Policies and Research

Current Issue

By Issue

By Author

By Subject

Author Index

Keyword Index

About Journal

Aims and Scope

Editorial Board

Publication Ethics

Indexing and Abstracting

Related Links

FAQ

Peer Review Process

Journal Metrics

News

Optimizing the revenue portfolio of Ansar Bank

Document Type : Original Article

Authors

1 PhD in Economics, Department of Economics, Faculty of Administrative Sciences and Economics, Isfahan University, Isfahan, Iran

2 Master of Economics, Department of Economics, Faculty of Administrative Sciences and Economics, Isfahan University, Isfahan, Iran

3 PhD student in financial management, Department of Management, Faculty of Economics and Administrative Sciences, Ataturk University, Erzurum, Turkey

https://doi.org/10.34785/J025.2022.004

Abstract

The present study aimed to optimize the income basket of Ansar Bank, and for this purpose, the main objective and collective purpose of Ansar Bank has been identified. Then, in sub-descriptions, each objective is considered as a function of income basket items and the coefficients of these substructures were estimated using analytical hierarchy process (AHP) econometric method and linear planning method. The main purpose of the complete linear planning model will form. The results show that the benefit of optimal granting facilities in the Ansar Bank's income basket is 64%, while the benefits of granting facilities in the Ansar Bank's income basket are currently 72%. Also, the profit from investment and optimal deposit in the income basket of Ansar Bank is 22 percent, which is currently 14 in Ansar Bank's income basket now. The requirement for its optimal level in the income basket of the Ansar Zero Bank is obtained, while the boundary in the income basket of Ansar Bank is one percent. There is also an optimal amount of fees in the Ansar Bank's income basket of 11%, in which the Bank of Ansar Bank is 7%,

Keywords

Main Subjects

References
Ebrahimi, S. K., Shahriyari, M., & Mehman-navazan, S. ( 2016). Assay the Effect of revenue Diversification on performance in Accepted Banks in Tehran Stock Exchange. Financial Knowledge of Securities Analysis, 9(30), 67-75. [in Persian]
Engle, R. F., Moshirian, F., Sahgal, S., & Zhang, B. (2014). Banks non- interest income and global financial stability. CIFR Paper, (015).
Farhang, A. A., Esna Ashari, A., Abolhasani, A., Ranjbar Fallah, M. R., & Biabani, J. (2016). Non-Interest Income, Profitability and Risk in Banking Industry. Economical Modeling, 10(35), 47-70. [in Persian]
Georgiev, B. (2014). Constrained mean-variance portfolio optimization with alternative return estimation. Atlantic Economic Journal, 42(1), 91- 107.
Githaiga, P. N. (2020). Revenue diversification and quality of loan portfolio. Journal of Economics & Management, 42, 5-19.
Hoseini, S. F., & Mostafavi, S. F. (2016). The Effects of Size and Revenue Diversification on Systemic Risk for Listed Banks in TSE. Journal of Risk modeling and Financial Engineering, 1(1), 20-36. [in Persian]
Koosha, E., & Gharib, I. (2019). Optimization of Ansar bank's Customer Loan portfolio using genetic algorithm (Case study of Ansar Bank). Financial Management Strategy, 7(4), 125-150. [in Persian]
Krink, T., Mittnik, S., & Paterlini, S. (2009). Differential evolution and combinatorial search for constrained index-tracking. Annals of Operations Research, 172(1), 153-176.
Metawa, N., Hassan, M. K., & Elhoseny, M. (2017). Genetic algorithm based model for optimizing bank lending decisions. Expert Systems with Applications, 80, 75-82.
Miyangaskari, M. K., Yakideh, K., & Gholizadeh, M. H. (2017). Portfolio Optimization (The Application of Value at Risk Model in Cross Efficiency). Journal of Financial Management Strategy, 5(17). [in Persian]
Nguyen, T. C., & Vo, D. V. (2015). Risk and income diversification in the Vietnamese banking system. Journal of Applied Finance and banking, 5(1), 93.
Pagnoncelli, B. K., & Cifuentes, A. (2014). Credit risk assessment of fixed income portfolios using explicit expressions. Finance Research Letters, 11(3), 224-230.
Radović, M., Radukić, S., & Njegomir, V. (2018). The Application of the Markowitz’s Model in Efficient Portfolio Forming on the Capital Market in the Republic of Serbia. Economic Themes, 56(1), 17-34.
Salehi, F., Salehi, M., & Jafari Eskandari, M. (2014). Optimizing the facilities granted by financial institutes with mathematical planning and genetic algorithm (case study of Tejarat Bank), Journal of Development in Monetary and Banking Management, 2(3), 1-22. [in Persian]
Shahchera, M., & Jouzdani, N. (2016). Income diversification and profitability in Iranian banking system. Quarterly Journal of Fiscal and Economic Policies, 4(14), 33-52. [in Persian]
Tan, Y. (2016). The impacts of risk and competition on bank profitability in China. Journal of International Financial Markets, Institutions and Money, 40, 85-110.
Tavassoli, N. (2015). Investigating the Bank's Income Basket Relationship with Profit Management in Private Banks, The First National Conference on Management and Accounting of Iran, 1-17. [in Persian]
Uddin, M. J., Majumder, M. T. H., Akter, A., & Zaman, R. (2021). Do the diversification of income and assets spur bank profitability in Bangladesh? A dynamic panel data analysis. Vilakshan-XIMB Journal of Management.
Zhi-qiang, Y. I. (2012). A Study of the Impact of Non-interest Income on Our Commercial Banks' Profitability: A Perspective from Risk Management. Journal of Nanjing Audit University, 5.
Economic Policies and Research
Volume 1, Issue 1 - Serial Number 1
June 2022
Pages 97-130
Files
Share
How to cite
Statistics