Mathematical modeling for determining the optimal portfolio composition of facilities granted in financial and credit institutions مقاله

Otomatik Özet:

In this article, a model prepared using operations research techniques to determine the optimal combination (optimal portfolio allocation) of facilities granted by banks and financial and credit institutions is mentioned. Given that the facilities granted by financial and credit institutions and commercial banks are provided to customers in the form of contracts such as Ju'alah, Qard al-Hasan, installment sales, Mudarabah, etc. It is worth mentioning that no research has been conducted among financial and credit institutions so far, but some of the research in which operations research models have been used can be named as follows: in various affairs of banks, government organizations, and investment companies has been used, can be named as follows: a) Designing an optimal liquidity planning model in the country's commercial banks b) Optimal planning models in selecting the optimal investment portfolio c) Designing a cost planning model in the country's government organizations - deterministic and fuzzy approaches 3- Designing a Linear Programming (LP) model for loan portfolios 3-1- Components of the loan portfolio management model Loan portfolio management is not a different subject from the concept of stock portfolio management because the essential components and factors of a portfolio management system are risk and return. In this article, a model was referred to which was prepared using the aforementioned techniques to determine the optimal combination (optimal portfolio allocation) of facilities granted by banks and financial and credit institutions.