عنوان پایان‌نامه
تعیین ترکیب بهینه سپرده های بانک رفاع براساس برنامه ریزی آرمانی
- رشته تحصیلی
- مدیریت صنعتی
- مقطع تحصیلی
- کارشناسی ارشد
- محل دفاع
- کتابخانه مرکزی -تالار اطلاع رسانی شماره ثبت: 43509
- تاریخ دفاع
- ۲۸ شهریور ۱۳۸۸
- دانشجو
- فاطمه گنجی بابا خانی
- استاد راهنما
- محمدرضا مهرگان
- چکیده
- با توجه به اینکه سپرده های بانکی به عنوان منابع مالی بانک به حساب می آیند و از همین منابع مالی بانکها به ارائه تسهیلات و خدمات می پردازند؛ بنابراین تغییر در هزینه های ناشی از تجهیز منابع منجر به تغییر در سودآوری و قیمت خدمات بانکها می شود.این تحقیق کمک به یافتن مدلی برای کاهش هزینه و ریسک و در نهایت افزایش سود میکند.مدل بر اساس برنامه ریزی آرمانی با تابع هدف کمینه کردن انحرافات نامطلوب می باشد.
- Abstract
- Abstract Since band deposits are financial resources of a bank and they grant their facilities from these financial resources, so changes in costs of resources conclude changes in profitability and price of bank services. Deposits are meaningful for a bank when they are assets generating income. Income obtained from deposits is comparable to income of facilities and investments. Thus, if a bank cannot find a profitable source to utilize amounts, acceptance of deposits will be doubtable. In commerce world, bank is an intermediate between depositors as a loaner and money transferor. Obviously, bank can fulfill its tasks by collecting deposits. Main problem in strategic planning of a bank is debit and asset management, namely evaluation and management of external risks, internal financial transactions, and trade. Goal of this type of management is maximizing profitability through optimal allocation of resources in risk structure. Efficacy management requires maximizing benefits of banks including control and decrement of risks and costs. This multi-purpose problem helps achieving goals like maximizing income, acquiring more resources and market share. Because of growth and evolving new financial institutions, services, market rival conditions, and environment uncertainty, banks are seeking strategies to achieve maximum profitability. This study helps to find a model to decrease costs and risks, and finally maximizing profits. The proposed model is upon ideal planning that has a goal function for minimizing undesired deviations. Its ideals are obtained from bank's perspective. Ideals were prioritized by questionnaires and pair comparisons. This model has obtained optimal debit, asset, and deposit combination using items of balance sheet and profit and loss invoice. Limitations of this model are also related to items of balance sheet and profit and loss invoice. Box and Jenkins method is used for anticipation of model limitations. Model’s data are based on accounts information of Bank Refah from 2002 to 2007. Meanwhile, the model renders debit and asset management annually. Among advantages of this model are calculation of optimal rate of debit and asset liability considering ideal ratios of bank or standard ratios, its application for modification of financial structure of balance sheet so that effects of each change will be traceable regarding to bank’s ideals, and its execution by other banks. This model focuses on types of deposits and show which deposit must be invested to achieve the goals.
