Return of Investment has always been an interesting area of research among academics as well as investors. Although capital asset pricing model (CAPM) is capable of estimating risk of investment, many people argue that CAPM is not able to predict long-term return, properly. This paper presents an empirical investigation to find the effects of different financial figures including systematic risk (Beta), size of firm, ratio of book value to market share, volume of trade and the ratio of price/earnings (P/E) on return of private banks in Iran. The study gathers the necessary information over the period 2005-2011 from private banks in Iran. The study uses multiple regression technique to find the effects of mentioned variables on return of private banks. The results indicate that there are some meaningful and positive relationship between return of banks and systematic risk (Beta), size, volume of trade and P/E. The study also finds some meaningful and reverse relationship between bank return and book value on market value.

An integrated risk management is a process, which enables banks to measure and manage all risks, simultaneously. The recent turbulent chaos on banking industry has increase the relative importance of risk management, more than before. This paper investigates the relationship between credit risk and liquidity risk among Iranian banks. The proposed study includes all private and governmental banks as population over the period 2005-2012. The results Pearson correlation has disclosed a positive and meaningful relationship between credit and liquidity risks. Bank size also impacts on two mentioned risk factors but we there seems to be no relationship between financial chaos and type of ownership with risk factors.