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Management Science Letters

ISSN 1923-9343 (Online) - ISSN 1923-9335 (Print)
Quarterly Publication
Volume 3 Issue 11 pp. 2781-2786 , 2013

Effective factors on optimizing banks’ balance sheet using fuzzy analytical hierarchy process Pages 2781-2786 Right click to download the paper Download PDF

Authors: Shoja Rezaei, Kianoush Nazari Ameleh, Ali Ramezanzadeh, Mohammad Hassan Nasrabadi, Behnam Rezaei

Keywords: Asset, Balance sheet, Fuzzy analytical hierarchy process (FAHP), Liability, Paired comparison, Refah Bank

Abstract: 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.

How to cite this paper
Rezaei, S., Ameleh, K., Ramezanzadeh, A., Nasrabadi, M & Rezaei, B. (2013). Effective factors on optimizing banks’ balance sheet using fuzzy analytical hierarchy process.Management Science Letters , 3(11), 2781-2786.

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Journal: Management Science Letters | Year: 2013 | Volume: 3 | Issue: 11 | Views: 1965 | Reviews: 0

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