文章基本信息

标题：Effective factors on optimizing banks’ balance sheet using fuzzy analytical hierarchy process
本地全文：下载
作者：Shoja Rezaei ; Kianoush Nazari Ameleh ; Ali Ramezanzadeh 等
期刊名称：Management Science Letters
印刷版ISSN：1923-9335
电子版ISSN：1923-9343
出版年度：2013
卷号：3
期号：11
页码：2781-2786
DOI：10.5267/j.msl.2013.09.032
出版社：Growing Science
摘要：Every bank seeks methods to optimize its assets and liabilities, thus the main subject is managing assets-liabilities in the balance sheet and the main question is by which factor banks will be enabled to have an optimized combination of assets and liabilities in a common level of risk to get the most return. This case study is dedicated to Refah bank and is an applicable study. The data has collected from the headquarter by a questionnaire and finally effective factors weight on optimizing bank balance sheet determined by using Fuzzy analytical hierarchy process. Results showed that revenue has more effect on optimizing for %39.5 and also loan to deposit ratio for %.74, regarding revenue as a symbol of efficiency in banks, it seems to be the most important factor and goal in banking industry. Furthermore banks need to have some liquidity to respond customers demand to cover one of the most important risks of banking. This factor importance determined to be %18 in Refah Bank by using model and experts view.
关键词：Fuzzy analytical hierarchy process (FAHP); Balance sheet; Asset; Liability; Paired comparison; Refah Bank