چکیده:
Different types of risks threaten financial and credit institutions. Therefore, managers of organizations must identify and manage the existing risks. The risk that directly affects the profitability of financial and credit institutions is called financial risk. Financial risks include: balance sheet structure risks, income and profitability structure, capital adequacy, credit risk, liquidity risk, interest rate risk, market risk and exchange rate risk. Banking industry is one of the most sifnificant and critical section of economics which faces many sorts of risk. Financial structur risk is the most threating one that in case of non centrolling will lead to bankruptcy . the purpose of study is modeling risk in compaliance with finance structure in money market based of probabilistic decition theory. The populational of the research is experts and bank fanciancial statements after reviewing the literature all the aspects of risks and also financial ratios are being identifined. After gathering data ANP techinques are being app;ied . resuls show that the srquence of risks are, market , credit, liquidity, capital. The significance of risks are as follow: credit, capital, liquidity, income disturbution, market and systematic.
خلاصه ماشینی:
Modeling the Risk of Financial Structure according to Decision Theory via ANP Hamidreza Irani 1 2 Date of receipt: 99/06/14 Date of acceptance: 99/07/19 Hamidreza Kordlouie Fereydoon Rahnamaee Roodposhti 3 Narges Yazdanian 4 Abstract Financial risk is a risk that accompanies the occurrence of disruption in the financial system; in addition, individual participants react to the dynamics of the entire market that they collectively create.
Evaluating information obtained from companies' financial reports based on risk assessment models, which are of particular importance, provides significant advantages for investors and borrowers; the ability to manage risk depends on its existence.
The rapid spread of inefficiencies in these institutions due to their systemic connection to each other has proven to everyone that existing weaknesses in the country's banking system, whether developed or developing, can threaten financial stability domestically and internationally; therefore, modeling financial structure risk with the help of probabilistic decision theory becomes necessary.
Accordingly, the hypothesis of the present research is as follows: it is possible to model risk proportional to the financial structure in the money market based on probabilistic decision theory.
Li and Wang 25 (2018) presented a new financial risk assessment model for companies based on heterogeneous information and historical data collected in Australia between 2016 and 2017.
Table 2: Identified factors for performing the Analytic Network Process (Refer to the page image) 378 All the risks identified in Table (2) are prioritized for risk modeling appropriate to the financial supply structure in the money market, based on probabilistic decision theory.
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