Log in

Relevant bibliographies by topics / Loan and investment portfolio / Journal articles

To see the other types of publications on this topic, follow the link: Loan and investment portfolio.

Journal articles on the topic 'Loan and investment portfolio'

Author: Grafiati

Published: 30 May 2022

Last updated: 31 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 journal articles for your research on the topic 'Loan and investment portfolio.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse journal articles on a wide variety of disciplines and organise your bibliography correctly.

1

Ogboi, Charles, Ogunwale Olurotimi, Ogunwole Joshua Olatunde, and Emordi Nwabunwnne Blessing. "Application of Linear Programming Model in Investment Portfolio and Loan Portfolio Optimization." International Journal of Economics, Business and Management Research 09, no. 05 (2025): 447–63. https://doi.org/10.51505/ijebmr.2025.9529.

Full text

Abstract:

Optimizing investment and loan portfolios is paramount for institutions aiming to maximize returns while mitigating risks. Linear programming (LP) as a mathematical optimization technique, offers a structured approach to address these challenges by determining the best allocation of limited resources under given constraints. Despite its advantages, the application of LP in financial portfolio optimization is not without challenges. The accuracy of LP models heavily relies on the precision of input data, such as expected returns, risk assessments, and correlation coefficients. Extant literature

APA, Harvard, Vancouver, ISO, and other styles

2

Suyarov, Kamoliddin Jamol ugli. "INVESTMENT LOANS OF BANKS AND THEIR PLACE IN BANK CREDIT PORTFOLIO." INTERNATIONAL BULLETIN OF APPLIED SCIENCE AND TECHNOLOGY 3, no. 8 (2023): 203–5. https://doi.org/10.5281/zenodo.8285990.

Full text

Abstract:

Each bank has a specialist who keeps accounts of the loan portfolio.  This will allow you to assess the financial situation of the company and make important decisions regarding the return of funds, if necessary.  This article examines what innovative loans and loan portfolios of banks are and how they happen.

APA, Harvard, Vancouver, ISO, and other styles

3

Febrina, Dian. "Analisis Pengaruh Portofolio Kredit Terhadap Kualitas Kredit dan Profitabilitas pada BPR Konvensional di Riau." Jurnal Daya Saing 3, no. 1 (2017): 1–11. http://dx.doi.org/10.35446/dayasaing.v3i1.75.

Full text

Abstract:

Abstract: The present research was conducted at Riau Province. The purpose of this research is to influence of credit portfolio to non perfoming loan (NPL) and profitability (ROA) in Bank Perkreditan Rakyat (BPR) Convensional in Riau. The population of this research is a Bank Perkreditan Rakyat Convensional from annual report are listed in Perbarindo Riau during 2009-2013 with the number of saturation samples are 33 BPR in Riau. This research apply on using portofolio credit based on a type of used that is working capital loan, investment loan and consumer loan as an exogenous variable, credit

APA, Harvard, Vancouver, ISO, and other styles

4

Adzobu, Lydia Dzidzor, Elipkimi Komla Agbloyor, and Anthony Aboagye. "The effect of loan portfolio diversification on banks’ risks and return." Managerial Finance 43, no. 11 (2017): 1274–91. http://dx.doi.org/10.1108/mf-10-2016-0292.

Full text

Abstract:

Purpose The purpose of this paper is to test whether diversification of credit portfolios across economic sectors leads to improved profitability and reduced credit risks for Ghanaian banks that have been characterized by high non-performing loans in recent times (IMF, 2011). Design/methodology/approach Static and dynamic estimations, namely Prais-Winsten, fixed and random effect estimators, feasible generalized least squares as well as the system generalized methods of moments are employed on the annual data of 30 Ghanaian banks that operated between 2007 and 2014 to determine the effect of l

APA, Harvard, Vancouver, ISO, and other styles

5

Zemlyakova, Irina A. "Formation of an Optimal Loan Portfolio Using a Fuzzy-Multiple Approach." UNIVERSITY NEWS. NORTH-CAUCASIAN REGION. NATURAL SCIENCES SERIES, no. 1 (March 29, 2024): 17–21. http://dx.doi.org/10.18522/1026-2237-2024-1-17-21.

Full text

Abstract:

The problem of profit maximization from lending to a financial organization is considered. A set of loan con-tracts forms a loan portfolio, which makes it possible to use the portfolio theory in the study of the designated problem. We will consider the formation of a loan portfolio as the formation of an investment portfolio. The problem arises of redistributing the funds of the investment portfolio in order to minimize its possible risk and maximize profitability. This problem in classical formulation can be solved according to Markowitz risk diversification. Thus, the problem of risk minimiz

APA, Harvard, Vancouver, ISO, and other styles

6

Thomas, Acholla Ongallo, Rachael Gesami Prof., and Gillian Mwaniki Dr. "Loan Portfolio Quality Diversification Factor, Loan Syndication and Financial Performance of Commercial Banks in Kenya." American Based Research Journal 8, no. 5 (2019): 61–68. https://doi.org/10.5281/zenodo.3456925.

Full text

Abstract:

<em>Existing literature has demonstrated that loan syndication factors can affect banks performance. Good financial performance rewards the shareholders for their investment efforts and in turn, motivates them for additional investment and enables economic growth. On the other hand, underperformance can lead to banking failure and crisis which have negative repercussions on the economic growth. This study sought to determine the influence of loan syndication factor on the financial performance of commercial banks in Kenya. This study specific objective sought to determine the influen

APA, Harvard, Vancouver, ISO, and other styles

7

GOOBERMAN, LEON, and TREVOR BOYNS. "Public Venture Capital in a Regional Economy: The Welsh Development Agency, 1976–1994." Enterprise & Society 20, no. 4 (2019): 978–1006. http://dx.doi.org/10.1017/eso.2019.15.

Full text

Abstract:

Between 1976 and 1994 the UK Government’s Welsh Development Agency made 2,304 loan and equity investments totaling £117.8 million. The agency aimed to address difficulties faced by firms in obtaining finance, and such intervention was justified by the market failure and spillover hypotheses. This article assesses the agency’s investment activities against both justifications. It finds that while some investments succeeded, the portfolio’s financial performance was poor, and the agency did not address widespread market failure. Evidence of spillover returns existed, but cannot be quantified acc

APA, Harvard, Vancouver, ISO, and other styles

8

Ndonye, Paul, and Jagongo Ambrose. "A research agenda on portfolio diversification, government regulations, and the financial performance of deposit-taking SACCOs in Nairobi County, Kenya." International Journal of Research in Business and Social Science (2147- 4478) 12, no. 4 (2023): 238–44. http://dx.doi.org/10.20525/ijrbs.v12i4.2621.

Full text

Abstract:

The purpose of this study is to examine the relationship between portfolio diversification, government regulations, and the financial performance of DT SACCOs in Nairobi County, Kenya. It aims to determine the impact of financial asset investment on the financial performance of deposit-taking SACCOs in Nairobi County, Kenya; the impact of loan portfolios on the financial performance of deposit-taking SACCOs in Nairobi County; and the moderating effect of government regulations on the relationship between portfolio diversification and the financial performance of deposit-taking SACCOs in Nairob

APA, Harvard, Vancouver, ISO, and other styles

9

Muhia, Norris Kibe, Prof Agnes Ogada, and Dr Jane Muriithi. "Influence of Portfolio Diversification Practices on the Financial Performance of Investment Firms Trading at the NSE." American Journal of Finance 11, no. 1 (2025): 24–35. https://doi.org/10.47672/ajf.2661.

Full text

Abstract:

Purpose: Portfolio diversification plays a pivotal role in determining firms' financial performance. However, there is limited evidence of studies specifically focusing on how portfolio diversification influences the financial performance of investment firms in Kenya. This study, therefore, sought to provide a comprehensive analysis of the firm factors influencing the financial performance of investment firms trading at the NSE. Materials and Methods: Using a correlational research methodology and positivist philosophy, this study looked at how firm-specific characteristics affected the financ

APA, Harvard, Vancouver, ISO, and other styles

10

Makushina, Elena. "Identification of Dependence Between Financial Instruments for Structuring a Venture Round of Financing and the Portfolio Company’s Investment Stage of Development." Vestnik Volgogradskogo gosudarstvennogo universiteta. Ekonomika, no. 4 (February 2022): 163–79. http://dx.doi.org/10.15688/ek.jvolsu.2021.4.13.

Full text

Abstract:

The purpose of this article is to identify the financial instruments that a venture capital fund uses when structuring а round of financing and the investment stages of development of a portfolio company. Based on a systematic literature review we investigated the portfolio companies’ investment stages, at which venture capital investments are made: seed stage, start-up stage, early stage, expansion stage. As a result of this study the definition of “venture investments” has been clarified. This article examines the financial instruments that venture capital funds use to structure a deal with

APA, Harvard, Vancouver, ISO, and other styles

11

SOLOVEI, Nadiia, and Ihor SKRYPNYCHENKO. "Problems of qualitative evaluation of commercial bank loan." Economics. Finances. Law, no. 1/2 (January 31, 2020): 15–19. http://dx.doi.org/10.37634/efp.2020.1(2).3.

Full text

Abstract:

The article defines the nature of the loan portfolio, as well as the problems in the assessment and analysis of the commercial bank loan portfolio. In order to improve the existing credit portfolio of the bank, the dynamics, categories of the borrower ratio and the quality of the loan portfolio are analyzed, based on the obtained data, significant factors influencing the formation and management of the analyzed bank's loan portfolio are determined. Generation of a loan portfolio is usually subject to issuance of loans with maximum yield on the same terms. The profitability of a loan transactio

APA, Harvard, Vancouver, ISO, and other styles

12

Knapp, Morris, and Alan Gart. "Post-merger changes in bank credit risk: 1991-2006." Managerial Finance 40, no. 1 (2014): 51–71. http://dx.doi.org/10.1108/mf-03-2013-0052.

Full text

Abstract:

Purpose – This paper aims to examine the post-merger changes in the credit risk profile of merging bank holding companies and tests whether there is an increase in credit risk after a merger due to changes in the mix of loans in the portfolio. Design/methodology/approach – The authors use the expected variability of the credit risk of a loan portfolio based on the mix of loan types in the portfolio and the variability of the industry credit losses of each type following the standard Markowitz procedure for finding the standard deviation of an investment portfolio. The authors then test to see

APA, Harvard, Vancouver, ISO, and other styles

13

Malit, E. O., O. Nelson, and A. O. Scholastica. "Effect of Financial Innovations on Banks’ Loan Portfolio: A Case of Commercial Banks in Kenya." International Journal of Finance 8, no. 3 (2023): 22–37. http://dx.doi.org/10.47941/ijf.1305.

Full text

Abstract:

Purpose: The study sought to investigate the effect of financial innovations on loan portfolio of Commercial Banks in Kenya. The main problem was that even though banks have implemented financial innovations, the level of loans uptake in terms of volume and quality remains unclear as indicated by opposing findings by different studies. Most past studies on Kenya have covered relatively shorter study periods which may not reliably capture the financial trends, more so given the short shelf life of financial studies caused by rapid changes in the financial sector.  Methodology: This study

APA, Harvard, Vancouver, ISO, and other styles

14

Oraby, Salah Ahmed. "Do Banks in Saudi Arabia Manage Earning Using Discretionary Components?" International Journal of Membrane Science and Technology 10, no. 4 (2023): 875–92. http://dx.doi.org/10.15379/ijmst.v10i4.2165.

Full text

Abstract:

This study aimed to examine whether banks in Saudi Arabia used discretionary components for loan and investment portfolios in managing earnings as this study was conducted on all banks registered on Saudi Arabia Stock Market (TASI) for the period 2013-2022. The study also aimed to determine the impact of the discretionary component of the allocations for loan losses on both profitability metrics and market metrics. To achieve objectives of the study, two metrics were used as proxies for managing earnings. The first metric used both the discretionary components of the allocations for loan losse

APA, Harvard, Vancouver, ISO, and other styles

15

Lekwauwa, Nnenne, and Anita Bans-Akutey. "Commercial banks’ profitability and portfolio management in Ghana." Annals of Management and Organization Research 3, no. 4 (2023): 245–57. http://dx.doi.org/10.35912/amor.v3i4.1420.

Full text

Abstract:

Purpose: The primary goal of the research was to assess the relationship between Ghanaian commercial banks' profitability and portfolio management. Research methodology: All nine of the Ghana Stock Exchange (GSE)'s listed banks were included in the population of this descriptive study. All nine banks were sampled. This study only considered data from financial statements and bank reports covering the five-year period between 2016 and 2021. Results: Results showed that asset investment has a positive effect on the financial performance of commercial banks in Ghana. Additionally, a positive effe

APA, Harvard, Vancouver, ISO, and other styles

16

Carlino, Sydney, Nathan Foley-Fisher, Nathan Heinrich, and Stéphane Verani. "Life Insurers’ Role in the Intermediation Chain of Public and Private Credit to Risky Firms." FEDS Notes, no. 2025-03-21 (March 2025): None. https://doi.org/10.17016/2380-7172.3691.

Full text

Abstract:

This note quantifies life insurers' role in the intermediation of public and private credit to risky firms. Since the 2007-09 financial crisis, the share of life insurers' general account assets exposed to below-investment-grade ('risky') corporate debt has roughly doubled. Life insurers invest directly in risky firms through high-yield corporate bonds and leveraged loans, while also gaining exposure indirectly via broadly syndicated loan (BSL) collateralized loan obligations (CLOs), middle market (MM) CLOs, business development companies (BDCs), and joint venture loan funds (JVLFs). Life insu

APA, Harvard, Vancouver, ISO, and other styles

17

Khan, Muhammad Asif, Majid Ali, and Muhammad Atif Khan. "Gauging Profitability and Liquidity of Islamic Banks: Evidence from Malaysia and Pakistan." International Journal of Accounting and Financial Reporting 1, no. 1 (2015): 75. http://dx.doi.org/10.5296/ijafr.v5i1.6865.

Full text

Abstract:

This study aims at evaluating and comparatively analysing the financial performance of all full-fledged Islamic banks operating in Pakistan and five Islamic banks from Malaysia conveniently chosen, subject to profitability and liquidity. Data has been compiled from annual reports for 2006-11. Famous ratios analysis model has been applied with descriptive and inferential statistics to analyse the results. Empirical results revealed that Malaysian Islamic banks are more profitable, liquid and well ahead to Pakistani Islamic banks in profit margin, profit to expense, earnings per share, cash rati

APA, Harvard, Vancouver, ISO, and other styles

18

Markova, Olga Mikhailovna. "Application of mathematical modeling in creating investment portfolio of commercial bank." Vestnik of Astrakhan State Technical University. Series: Economics 2019, no. 4 (2019): 112–19. http://dx.doi.org/10.24143/2073-5537-2019-4-112-119.

Full text

Abstract:

The article touches upon the most urgent problem of creating the stock portfolio  of a commercial bank, where studying the strategies and tools of the bank’s investment activity and using mathematical models for its assessment help to identify the relationship between profitability and the risk of investing in securities. As a result of applied analysis and modeling of the portfolio structure, the optimal portfolio option is selected, which corresponds to a given level of risk and profitability, as well as to the investment strategy chosen by the bank. There has been analyzed the portfol

APA, Harvard, Vancouver, ISO, and other styles

19

Kovalova, Olena, and Maria Iorgachova. "Peculiarities of Managing Credit Portfolio and Credit Risks of Commercial Bank in the Context of Stimulating Investment Processes in Economy." Economics: time realities 1, no. 71 (2024): 32–39. http://dx.doi.org/10.15276/etr.01.2024.4.

Full text

Abstract:

The article explores the theoretical and methodological aspects of managing the loan portfolio and credit risks of a commercial bank in the context of the need to stimulate investment processes in the economy. The article considers the essential characteristics of the loan portfolio of a commercial bank and allocates its key features with clarification of their economic content in terms of the qualitative aspect of formation and management of the pool of credit assets. The study examines current approaches to assessing the credit portfolio of a commercial bank, taking into account its key char

APA, Harvard, Vancouver, ISO, and other styles

20

Kovalova, Olena, and Maria Iorgachova. "Peculiarities of Managing Credit Portfolio and Credit Risks of Commercial Bank in the Context of Stimulating Investment Processes in Economy." Economics: time realities 1, no. 71 (2024): 32–39. https://doi.org/10.5281/zenodo.10914554.

Full text

Abstract:

The article explores the theoretical and methodological aspects of managing the loan portfolio and credit risks of a commercial bank in the context of the need to stimulate investment processes in the economy. The article considers the essential characteristics of the loan portfolio of a commercial bank and allocates its key features with clarification of their economic content in terms of the qualitative aspect of formation and management of the pool of credit assets. The study examines current approaches to assessing the credit portfolio of a commercial bank, taking into account its key char

APA, Harvard, Vancouver, ISO, and other styles

21

Kasych, Alla, Iryna Tarasenko, and Denys Filipov. "The role of banks in implementing Ukraine’s investment strategy." Economic sustainability and business practices 2, no. 1 (2025): 55–60. https://doi.org/10.21272/esbp.2025.1-07.

Full text

Abstract:

The post-war recovery of Ukraine will depend on the content of the investment strategy, an essential condition for the implementation of which is the active involvement of banks in these processes. As an important element of the economic system, the banking system has a significant impact on the processes of reproduction and growth, providing credit to the real sector of the economy. Investment lending is one of banks’ most important functions; however, even before the war, the banking system did not have sufficient financial resources for this. The ability of banks to direct resources to inve

APA, Harvard, Vancouver, ISO, and other styles

22

Huda, Farzana, and Tanbir Ahmed Chowdhury. "Merchant Banking Operation: A Case Study of Selected Merchant Banks in Bangladesh." Asian Journal of Finance & Accounting 9, no. 1 (2017): 116. http://dx.doi.org/10.5296/ajfa.v9i1.10712.

Full text

Abstract:

In Bangladesh the establishment of merchant bank added value to the stock market which plays a vital role in the progress of economic development. This study tried to analyze the performance of Lanka Bangla Investment Ltd., Prime Finance Capital Management Ltd., IDLC Investment Ltd. and Uttara Finance and Investment Ltd. Seven trend equations have been tested for different activities of the selected merchant banks. It is observed that the selected merchant banks were able to achieve a stable growth of investment in securities, margin loan to clients, brokerage commission, capital gain/loss fro

APA, Harvard, Vancouver, ISO, and other styles

23

Dobrovolskiy, Vladimir. "Optimization of Portfolio of federal loan bonds and RE-PO trades." Economics and the Mathematical Methods 58, no. 3 (2022): 129. http://dx.doi.org/10.31857/s042473880018212-2.

Full text

Abstract:

Within the framework of the considered model, the Investor can make transactions for the buying and sailing of federal loan bonds (OFZ), as well as direct and reverse REPO deals secured by OFZ. Transactions are made for liquidity management and increasing interest income. This paper discusses the problem of constructing an optimal portfolio of such transactions. The paper considers the approach for the generation of scenarios for OFZ price changes, the mathematical formulation of the optimization problem, the assessment of its dimension depending on the number of assets and the number of scena

APA, Harvard, Vancouver, ISO, and other styles

24

Chi, Guotai, Shijie Ding, and Xiankun Peng. "Data-Driven Robust Credit Portfolio Optimization for Investment Decisions in P2P Lending." Mathematical Problems in Engineering 2019 (January 2, 2019): 1–10. http://dx.doi.org/10.1155/2019/1902970.

Full text

Abstract:

Peer-to-Peer (P2P) lending has attracted increasing attention recently. As an emerging micro-finance platform, P2P lending plays roles in removing intermediaries, reducing transaction costs, and increasing the benefits of both borrowers and lenders. However, for the P2P lending investment, there are two major challenges, the deficiency of loans’ historical observations about the certain borrower and the ambiguity problem of estimated loans’ distribution. In order to solve the difficulties, this paper proposes a data-driven robust model of portfolio optimization with relative entropy constraint

APA, Harvard, Vancouver, ISO, and other styles

25

KHUTOROVA, Natal'ya A., and Nikita A. NAZIN. "Analyzing the efficiency of portfolio strategies based on the dividend yield concept: Evidence from the Russian stock market." Financial Analytics: Science and Experience 14, no. 3 (2021): 323–46. http://dx.doi.org/10.24891/fa.14.3.323.

Full text

Abstract:

Subject. The article focuses on the formation and management of the securities portfolio. In developed economies, various strategies are used to manage portfolios. The tendencies permeate the practice of portfolio managers and in the domestic market. Objectives. We analyze the efficiency of portfolio management strategies based on the dividend yield concept in order to find the most appropriate one for the Russian market for mid-term investment. Methods. The study is based on general methods of logic, comparative and statistical analysis, graphical and indicative comparative analysis. Results.

APA, Harvard, Vancouver, ISO, and other styles

26

Gomden, Sushma Tamang, Susmita Chaudhary, Susmita Koirala, Usha Acharya, and Yubraj Ojha. "Impact of Investment Diversification on Profitability of Nepalese Commercial Banks." Nepalese Journal of Economics 8, no. 3 (2024): 159–75. https://doi.org/10.3126/nje.v8i3.79457.

Full text

Abstract:

This study examines the impact of investment diversification on the profitability in the context of Nepalese commercial banks. Return on assets and return on equity are selected as the dependent variables. The selected independent variables are investment on securities, bank capital, loan portfolio, deposit by customer, non-interest income and bank size. The study is based on secondary data of 16 commercial banks with 112 observations for the period from 2016/17 to 2022/23. The data were collected from Bank Supervision Report published by Nepal Rastra Bank (NRB) and annual reports of the selec

APA, Harvard, Vancouver, ISO, and other styles

27

Muller, Grant E., and Peter J. Witbooi. "An Optimal Portfolio and Capital Management Strategy for Basel III Compliant Commercial Banks." Journal of Applied Mathematics 2014 (2014): 1–11. http://dx.doi.org/10.1155/2014/723873.

Full text

Abstract:

We model a Basel III compliant commercial bank that operates in a financial market consisting of a treasury security, a marketable security, and a loan and we regard the interest rate in the market as being stochastic. We find the investment strategy that maximizes an expected utility of the bank’s asset portfolio at a future date. This entails obtaining formulas for the optimal amounts of bank capital invested in different assets. Based on the optimal investment strategy, we derive a model for the Capital Adequacy Ratio (CAR), which the Basel Committee on Banking Supervision (BCBS) introduced

APA, Harvard, Vancouver, ISO, and other styles

28

Kononchuk, Oleg. "Evaluation of financial resources of households of Ukraine: income, costs, investment tools." Market Relations Development in Ukraine 123, no. 10(281) (2024): 110–17. https://doi.org/10.5281/zenodo.14368584.

Full text

Abstract:

Subject of the research – financial resources of Ukrainian households in terms of their incomes, expenses and investment tools in conditions of economic instability and martial law.The aim of the article is to assess the current state of banking services for managing investment resources of households and to propose approaches for their improvement under conditions of financial uncertainty. Methodology – a systematic approach, statistical analysis of the structure of household expenditures and incomes, as well as methods of comparison and generalization were used to identify the ma

APA, Harvard, Vancouver, ISO, and other styles

29

Tagawa, Kiyoharu, and Yukiko Orito. "Simultaneous Optimization of Interest Rate and Portfolio For Diversified Investment using Loan." IEEJ Transactions on Electronics, Information and Systems 140, no. 11 (2020): 1257–63. http://dx.doi.org/10.1541/ieejeiss.140.1257.

Full text

APA, Harvard, Vancouver, ISO, and other styles

30

Boshoff, Douw. "Investigation into the supply of information and measurement of transparency in the listed property sector." Acta Structilia 20, no. 2 (2013): 30–49. https://doi.org/10.38140/as.v20i2.139.

Full text

Abstract:

This article investigates the information that is available to shareholders and the public by listed property companies in order to make investment decisions. It also mentions the usefulness of this information for purposes of mass valuation of the portfolio of properties that are owned by these entities, or to extrapolate to other non-portfolio properties. The study makes use of a multiple regression analysis with empirical testing of property loan stock (PLS) companies in South Africa. It was found that only six of the PLS companies publish any useful information with regards to their proper

APA, Harvard, Vancouver, ISO, and other styles

31

Shaar, Rima, Hassan Kato, and Ryan Fahmi Hikmat. "Predicting Value at Risk in Investment Portfolio Using Monte Carlo Simulation: The Case of The Syrian Internasional Islamic Bank." el-Jizya : Jurnal Ekonomi Islam 13, no. 1 (2025): 115–34. https://doi.org/10.24090/ej.v13i1.13803.

Full text

Abstract:

This study applies a Monte Carlo simulation model to estimate the value at risk (VaR) for the Syrian International Islamic Bank's investment portfolio, aiming to assess potential risks and Information is provided for investment decisions making. Using 2024 portfolio data, the simulation, conducted with R-Studio, calculates the VaR to identify credit risks and guide strategic decision-making. The results indicate that the potential future loss for the portfolio may exceed the projected losses from individual loans. Based on these findings, the study recommends that the Bank reduce its funding i

APA, Harvard, Vancouver, ISO, and other styles

32

Zakiro, Fadilla, Baiq Anggun Hilendri Lestari, Adhitya Bayu Suryantara, and Rini Ridhawati. "Performance Effectiveness Analysis of KOTAKU Activity Management Unit in the Revolving Fund Loan Program in Tanjung Village, Labuhan Haji District, East Lombok Regency." International Journal of Business and Applied Economics 3, no. 2 (2024): 241–50. http://dx.doi.org/10.55927/ijbae.v3i2.7551.

Full text

Abstract:

The research aims to determine the effectiveness of the performance of UPK KOTAKU revolving fund loans in Tanjung Village, Labuhan Haji District, East Lombok Regency in 2022, as seen from Cost Coverage Ratio (CCr), Return On Investment (ROI), Portfolio at Risk (PAR), and Loan at Risk (LAR ), number of women's KSM members. Descriptive research method with a quantitative approach. The KSM research sample consisted of 38 KSM members and female KSM members. Data analysis involved gathering data in the field using CCr, ROI, PAR, LAR, and women's involvement. Research results: (1) Implementation of

APA, Harvard, Vancouver, ISO, and other styles

33

Vitaliy, Zakharchenko, and Velychko Maryna. "Optimization of investment risk using the instigator of its diversification." Economic journal Odessa polytechnic university 1, no. 7 (2019): 13–18. https://doi.org/10.5281/zenodo.3405966.

Full text

Abstract:

An additional explanation is offered to the portfolio theory, which examines the ratio of the yield of a security to the level of risk and allows a rational investor to form an optimal investment portfolio using diversification. Diversification leads to averaging market risk and can significantly reduce entrepreneurial risk. In accordance with the method of forming the optimal investment portfolio, the investor needs to evaluate the expected returns and variances of all the securities in question. Also, all the covariances of these securities must be estimated and the risk-free interest rate d

APA, Harvard, Vancouver, ISO, and other styles

34

Zhou, Ya. "An Investment and Loan Financing Decision Equilibrium in Supply Chain." International Journal of Information Systems and Supply Chain Management 15, no. 1 (2022): 1–22. http://dx.doi.org/10.4018/ijisscm.304090.

Full text

Abstract:

A financing model for bank loan financing, equity financing, and portfolio financing under the manufacturer's capital constraints is constructed, and the manufacturer's capital level and consumers are discussed in green preference on pricing, green input level, market demand for products, and selection strategies of financing methods. Finally, it is verified by numerical analysis. Consumers' green preference is positively correlated with retail prices, wholesale prices and the level of green investment efforts, market demand for products, and equity transfer ratios acceptable to both parties i

APA, Harvard, Vancouver, ISO, and other styles

35

Bhuiyan, Rubaiyat Ahsan, Maya Puspa, Buerhan Saiti, and Gairuzazmi Mat Ghani. "Comparative analysis between global sukuk and bond indices: value-at-risk approach." Journal of Islamic Accounting and Business Research 11, no. 6 (2020): 1245–56. http://dx.doi.org/10.1108/jiabr-02-2018-0019.

Full text

Abstract:

Purpose Sukuk is an innovative financial instrument with a flexible structure based on Islamic financial contracts, unlike a bond which is based on the structure of a loan imposed with interest. With the notion that sukuk differs considerably from the conventional bonds in terms of risks related to investment, this study aims to examine whether the sukuk market is different from conventional bond markets based on the value-at-risk (VaR) approach. Design/methodology/approach The VaR of a portfolio consists of sukuk and bond indices and is undertaken to determine whether there is any reduction i

APA, Harvard, Vancouver, ISO, and other styles

36

Xu, Wensheng, and Shuping Chen. "Optimal consumption/portfolio choice with borrowing rate higher than deposit rate." Journal of the Australian Mathematical Society. Series B. Applied Mathematics 39, no. 4 (1998): 449–62. http://dx.doi.org/10.1017/s0334270000007748.

Full text

Abstract:

AbstractIn this paper, optimal consumption and investment decisions are studied for an investor who has available a bank account and a stock whose price is a log normal diffusion. The bank pays at an interest rate r(t) for any deposit, and vice takes at a larger rate r′(t) for any loan. Optimal strategies are obtained via Hamilton-Jacobi-Bellman (HJB) equation which is derived from dynamic programming principle. For the specific HARA case, we get the optimal consumption and optimal investment explicitly, which coincides with the classical one under the condition r′(t) ≡ r(t)

APA, Harvard, Vancouver, ISO, and other styles

37

Thomas, Acholla Ongallo, Rachael Gesami Prof., and Gillian Mwaniki Dr. "Information Asymmetric Factor, Loan Syndication and Financial Performance of Commercial Banks in Kenya." International Journal of Case Studies 8, no. 5 (2019): 08–15. https://doi.org/10.5281/zenodo.3547091.

Full text

Abstract:

Existing literature has demonstrated that loan syndication factors can affect banks performance. Good financial performance rewards the shareholders for their investment efforts and in turn, motivates them for additional investment and enables economic growth. On the other hand, underperformance can lead to banking failure and crisis which have negative repercussions on the economic growth. This study sought to determine the influence of loan syndication factor on the financial performance of commercial banks in Kenya. This study specific objective sought to determine the influence of informat

APA, Harvard, Vancouver, ISO, and other styles

38

RASTOGI, ADITYA. "A Comparative Study on Public & PVT. Merchant Bank India." INTERNATIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 09, no. 06 (2025): 1–9. https://doi.org/10.55041/ijsrem50486.

Full text

Abstract:

CHAPTER – 1 INTRODUCTION A Merchant Bank in the UK is a financial institution that offers a variety of services, including accepting trade bills, giving advice on mergers and acquisitions, handling foreign exchange, underwriting new issues, and managing investment portfolios. This type of publicly-oriented bank plays a pivotal role as it allows merchants to present various offers aimed at attracting a greater number of clients through unique bundles. “These offers are beneficial for clients as they can take advantage of different packages depending on their specific needs. Essentially, Merchan

APA, Harvard, Vancouver, ISO, and other styles

39

Onyshchenko, Yulia. "The stock market infrastructure development in formation of the investment bank business model in Ukraine." Economics. Ecology. Socium 5, no. 3 (2021): 39–51. http://dx.doi.org/10.31520/2616-7107/2021.5.3-5.

Full text

Abstract:

Introduction. Modern trends in the world economy development cause an objective process of increasing stock market role and stimulate forming of investment bank business model in the domestic financial markets. Aim and tasks. The aim is to determine the role of the stock market infrastructure development in formation of the investment bank business model in Ukraine. It is necessary to perform the following tasks to achieve this goal: to determinate direction of Ukrainian financial market development and to analyze dynamic of the structure of loan and investment bank portfolio in last fiv

APA, Harvard, Vancouver, ISO, and other styles

40

Kizi, Uktamova Nozima Narzulla. "The Problems of Increasing the Income and Quality of Assets of Commercial Banks." International Journal for Research in Applied Science and Engineering Technology 9, no. 12 (2021): 1090–94. http://dx.doi.org/10.22214/ijraset.2021.39481.

Full text

Abstract:

Abstract: This article examines the composition of the assets of commercial banks, its profitability, the quality of bank assets and the factors affecting it. In addition, the existing problems were studied through the analysis of the profitability and quality of banks' assets, and conclusions and recommendations were developed to address them. Keywords: asset, income, efficiency, profitability, asset quality, loan portfolio, profit, investment

APA, Harvard, Vancouver, ISO, and other styles

41

Oladejo, N. K., A. Abolarinwa, and S. O. Salawu. "Linear Programming and Its Application Techniques in Optimizing Portfolio Selection of a Firm." Journal of Applied Mathematics 2020 (December 11, 2020): 1–7. http://dx.doi.org/10.1155/2020/8817909.

Full text

Abstract:

Optimization techniques have been used in this paper to obtain an optimal investment in a selected portfolio that gives maximum returns with minimal inputs based on the secondary data supplied by a particular firm that is examined. Sensitivity analysis is done to ascertain the robustness of the resulting model towards the changes in input parameters to determine a redundant constraint using linear programming. The challenge of determining the available funds and allocating each component of the portfolio to maximize returns and minimize inputs by portfolio holders and managers who are the majo

APA, Harvard, Vancouver, ISO, and other styles

42

Kyenze, Amos Kitua, and Dr Moses Odhiambo Aluoch. "Financial Management Practices and Financial Performance of Deposit Taking Saccos in Nairobi City County, Kenya." American Journal of Finance 7, no. 3 (2022): 51–73. http://dx.doi.org/10.47672/ajf.1274.

Full text

Abstract:

Purpose: The purpose of this study was to examine the effect of financial management practices on financial performance of SACCOs in Nairobi City County, Kenya. Methodology: This study adopted an explanatory research design. The target population consisted of the 215 deposit taking SACCOs in Kenya. A sample of 41 deposit taking Saccos in Nairobi city County registered by SASRA for the period 2015 to 2019 was drawn from the target population. Thus, the 41 deposit taking SACCOs as registered by SASRA and their published financial statements constitute the unit of analysis and unit of obser

APA, Harvard, Vancouver, ISO, and other styles

43

Huang, Zongyuan, and Zhen Wu. "An Application of Dynamic Programming Principle in Corporate International Optimal Investment and Consumption Choice Problem." Mathematical Problems in Engineering 2010 (2010): 1–16. http://dx.doi.org/10.1155/2010/472867.

Full text

Abstract:

This paper is concerned with a kind of corporate international optimal portfolio and consumption choice problems, in which the investor can invest her or his wealth either in a domestic bond (bank account) or in an oversea real project with production. The bank pays a lower interest rate for deposit and takes a higher rate for any loan. First, we show that Bellman's dynamic programming principle still holds in our setting; second, in terms of the foregoing principle, we obtain the investor's optimal portfolio proportion for a general maximizing expected utility problem and give the correspondi

APA, Harvard, Vancouver, ISO, and other styles

44

Gorskiy, Mark, Andrey Rudakov, and Alexander Yemelyanov. "Optimization of Credit Activity of a Commercial Bank Based on a Parametric Model." Academic Journal of Interdisciplinary Studies 11, no. 1 (2022): 28. http://dx.doi.org/10.36941/ajis-2022-0003.

Full text

Abstract:

In the past few decades, a line of research focusing on the financial portfolios of banking structures has been actively developed in the world’s economic science. The interest in deposit-and-loan portfolios is caused by the rapid growth of both the banking sector and the entire capital market in the world. This paper presents empirical research in the field of analysis of the credit and investment activities of a commercial bank with an extended set of criteria. The team of authors considered a certain approach to parametric modelling of the optimal banking portfolio taking into account unreg

APA, Harvard, Vancouver, ISO, and other styles

45

Dr., Salah Ahmed Oraby. "Determinants of Earnings Management Using Discretionary Components of the Loans and Investments Portfolios of Banks: The Case of Saudi Arabia." Global Journal of Arts Humanity and Social Sciences 3, no. 9 (2023): 1046–62. https://doi.org/10.5281/zenodo.8322513.

Full text

Abstract:

This study aimed to examine whether banks in Saudi Arabia use allocations for loan losses in  managing earnings as  this study conducted on  all banks registered on the Saudi Stock Exchange during the period from 2013-2022. The study also aims to determine the impact of the discretionary component of allocations for loan losses on both profitability metrics and market metrics. To achieve the objectives of the research, two metrics were used for earnings management. The first metric uses both the discretionary components of allocations for loan losses and realized gains and losse

APA, Harvard, Vancouver, ISO, and other styles

46

Pyka, Irena, and Jan Pyka. "Policy of green financing of companies." Scientific Papers of Silesian University of Technology. Organization and Management Series 2023, no. 166 (2023): 659–70. http://dx.doi.org/10.29119/1641-3466.2022.166.42.

Full text

Abstract:

Purpose: The policy of green financing of companies, together with the energy crisis caused by Russia’s aggression against Ukraine, has returned as a significant research problem requiring a new opening strategy. The research analyzes the policy of green financing of companies from the perspective of the changing loan portfolio of banks. The fundamental objective of the research is to identify the scale of their involvement in green financing as well as an exegesis of the stimulants and destimulants accompanying the process during periods of financial and economic instability. Design approach:

APA, Harvard, Vancouver, ISO, and other styles

47

Gorskiy, M. A., and V. S. Kolesova. "MANAGEMENT OF A COMMERCIAL BANK’S LOAN AND INVESTMENT PORTFOLIO TAKING INTO ACCOUNT TRANSACTION COSTS." Вестник Алтайской академии экономики и права 2, no. 12 2020 (2020): 257–69. http://dx.doi.org/10.17513/vaael.1504.

Full text

APA, Harvard, Vancouver, ISO, and other styles

48

Rutkauskas, Aleksandras Vytautas, and Gitana Dudzevičiūte. "FOREIGN CAPITAL AND CREDIT MARKET DEVELOPMENT: THE CASE OF LITHUANIA." Journal of Business Economics and Management 6, no. 4 (2005): 219–24. http://dx.doi.org/10.3846/16111699.2005.9636111.

Full text

Abstract:

There have been wide-ranging discussions on whether the investments of foreign banks into the banking sector of the Central and Eastern Europe countries (CEE) lead to greater competition and increase of the loan portfolio of the banks. Several empirical works have shown that a high proportion of foreign capital in the banking sector of CEE countries has generally positive effects on the quality and amount of loan portfolio of the banking sector, but there may also be some adverse effects. Lithuania has an open economy and the credit market is open to international banking competition. The loan

APA, Harvard, Vancouver, ISO, and other styles

49

Hladkyh, Dmytro, and Oleksandr Lyubich. "Factors driving bank lending in Ukraine." Fìnansi Ukraïni 2025, no. 1 (2025): 64–76. https://doi.org/10.33763/finukr2025.01.064.

Full text

Abstract:

Introduction. During 2024, the Ukrainian banking system continued to operate in stressful circumstances, mainly related to the prolongation of the full-scale armed conflict and uncertain forecasts regarding the prospects for its completion. Despite this, the system as a whole managed to avoid a critical deterioration in quality and significant losses of assets, liquidity, resource base, capital, customers, points of sale and functional capacity in general. Instead, some key indicators of bank performance (in particular, net profit) according to the results of 11 months of operation turned out

APA, Harvard, Vancouver, ISO, and other styles

50

Mulyadi, Wahyu, Budi Purwanto, and Nurhidayah Kusumaningrum Fadhilah. "How Does Optimize Peer to Peer Lending Investment." Journal of Economics and Business UBS 13, no. 1 (2024): 269–83. http://dx.doi.org/10.52644/joeb.v13i1.1489.

Full text

Abstract:

This research uses general data about loans in 5 Credit Grades A, B, C, D and E which can be obtained from the KoinWorks P2PL factsheet platform. The research results show that there are 4 combinations of funding assets in the calculation of the optimal portfolio of the Markowitz Model with the lowest risk preferences consisting of funding assets in Credit Grades A, B, D and E with an expected portfolio return of 24.29% for the year and 2.02. % for monthly and the best risk level in a year of 1.39% for annual and 0.11% for monthly. Meanwhile, in the optimal portfolio planning of the Markowitz

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!