Sensitivity Evaluation of Ansar Bank Branches to the Management of Total Bank Receivables using Extended Beta Factor (Case:Ansar Bank Branches)
Asset portfolio management as a concept in Financial Management, in a wide range of markets, is the notion of calculating correlation between various assets and the total assets portfolio and portfolio analysis using Beta factor of Capital Assets Pricing Model (CAPM). In this article, we have tried...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Iran Banking Institute
2016-02-01
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| Series: | مطالعات مالی و بانکداری اسلامی |
| Subjects: | |
| Online Access: | http://jifb.ibi.ac.ir/article_49412_ac7fe3bd3e0398d25826f909a0b50981.pdf |
| Summary: | Asset portfolio management as a concept in Financial Management, in a wide range of markets, is the notion of calculating correlation between various assets and the total assets portfolio and portfolio analysis using Beta factor of Capital Assets Pricing Model (CAPM). In this article, we have tried to perform correlation analyses in a commercial bank and its branches using CAPM. Therefore, a bank is assumed as an asset portfolio of its various branches and the correlation of each branch to the whole is calculated. Due to the importance of non-performing loans in the behavior and correlation analyses of each branch, it is considered as the basis for calculating Beta factor and conditions of the branches to select an optimal portfolio for better supervision of the branches. Based on behavioral sensitivity, 5 portfolios of branches are formed and the optimal portfolio of the bank is analyzed and suggestions for better supervision and control of the branches are proposed. |
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| ISSN: | 2588-3569 2588-4433 |