Ranking the methods to improve asset-liability management in commercial banks of Iran using the hybrid MCDM approach (case study: Tehran branches of Sepah Bank)
Purpose: The main objective of this study is to rank methods of improving debt-asset management at branches of Bank Sepah in Tehran.Methodology: Questionnaires were the tool to collect data, and statistical sample is 146 managers and experts of Bank Sepah in Tehran that have been selected by the sim...
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Ayandegan Institute of Higher Education, Tonekabon,
2023-09-01
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| Series: | تصمیم گیری و تحقیق در عملیات |
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| Online Access: | https://www.journal-dmor.ir/article_162707_2d69d37a72add79b25acb4a4e97fd1d4.pdf |
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| author | Seyed Fakhreddin Fakhrhosseini Meysam Kaviani |
| author_facet | Seyed Fakhreddin Fakhrhosseini Meysam Kaviani |
| author_sort | Seyed Fakhreddin Fakhrhosseini |
| collection | DOAJ |
| description | Purpose: The main objective of this study is to rank methods of improving debt-asset management at branches of Bank Sepah in Tehran.Methodology: Questionnaires were the tool to collect data, and statistical sample is 146 managers and experts of Bank Sepah in Tehran that have been selected by the simple random sampling method. In this study, by using Multiple Criteria Decision-Making (MCDM) techniques of fuzzy TOPSIS, we have ranked the goals of debt asset management in Bank Sepah.Findings: Based on the results, among the main criteria for Asset and Liability Management (ALM) goals, “the risk management of interest rate” with a weight of 3. 83 is at the first priority, then the “maintenance of adequate capital” with a weight of 3. 67 is in the second place and then “liquidity risk management” with a weight of 3. 41 is in the third priority. Also, according to Friedman test results؛ there are differences between the achievements for each of the major debt-asset management in Bank Sepah in Tehran.Originality/Value: This study is a mixed method (Delphi (qualitative) and survey (quantitative)) in terms of performance and in terms of data collection. By using MCDM techniques, we have ranked the major objectives of asset-debt management in Bank Sepah. In addition, the results could be used in the planning process of banks and financial institutions. |
| format | Article |
| id | doaj-art-05441db0c18a4be294bbae0849c99bf2 |
| institution | Kabale University |
| issn | 2538-5097 2676-6159 |
| language | fas |
| publishDate | 2023-09-01 |
| publisher | Ayandegan Institute of Higher Education, Tonekabon, |
| record_format | Article |
| series | تصمیم گیری و تحقیق در عملیات |
| spelling | doaj-art-05441db0c18a4be294bbae0849c99bf22025-01-30T15:03:27ZfasAyandegan Institute of Higher Education, Tonekabon,تصمیم گیری و تحقیق در عملیات2538-50972676-61592023-09-018373674810.22105/dmor.2022.335597.1593162707Ranking the methods to improve asset-liability management in commercial banks of Iran using the hybrid MCDM approach (case study: Tehran branches of Sepah Bank)Seyed Fakhreddin Fakhrhosseini0Meysam Kaviani1Department of Accounting and Management, Tonekabon Branch, Islamic Azad University, Tonekabon, Iran.Department of Financial and Accounting, Karaj Branch, Islamic Azad University, Karaj, Iran.Purpose: The main objective of this study is to rank methods of improving debt-asset management at branches of Bank Sepah in Tehran.Methodology: Questionnaires were the tool to collect data, and statistical sample is 146 managers and experts of Bank Sepah in Tehran that have been selected by the simple random sampling method. In this study, by using Multiple Criteria Decision-Making (MCDM) techniques of fuzzy TOPSIS, we have ranked the goals of debt asset management in Bank Sepah.Findings: Based on the results, among the main criteria for Asset and Liability Management (ALM) goals, “the risk management of interest rate” with a weight of 3. 83 is at the first priority, then the “maintenance of adequate capital” with a weight of 3. 67 is in the second place and then “liquidity risk management” with a weight of 3. 41 is in the third priority. Also, according to Friedman test results؛ there are differences between the achievements for each of the major debt-asset management in Bank Sepah in Tehran.Originality/Value: This study is a mixed method (Delphi (qualitative) and survey (quantitative)) in terms of performance and in terms of data collection. By using MCDM techniques, we have ranked the major objectives of asset-debt management in Bank Sepah. In addition, the results could be used in the planning process of banks and financial institutions.https://www.journal-dmor.ir/article_162707_2d69d37a72add79b25acb4a4e97fd1d4.pdfasset-liability managementliquidity riskinterest rate riskcapital managemenhybrid mcdm |
| spellingShingle | Seyed Fakhreddin Fakhrhosseini Meysam Kaviani Ranking the methods to improve asset-liability management in commercial banks of Iran using the hybrid MCDM approach (case study: Tehran branches of Sepah Bank) تصمیم گیری و تحقیق در عملیات asset-liability management liquidity risk interest rate risk capital managemen hybrid mcdm |
| title | Ranking the methods to improve asset-liability management in commercial banks of Iran using the hybrid MCDM approach (case study: Tehran branches of Sepah Bank) |
| title_full | Ranking the methods to improve asset-liability management in commercial banks of Iran using the hybrid MCDM approach (case study: Tehran branches of Sepah Bank) |
| title_fullStr | Ranking the methods to improve asset-liability management in commercial banks of Iran using the hybrid MCDM approach (case study: Tehran branches of Sepah Bank) |
| title_full_unstemmed | Ranking the methods to improve asset-liability management in commercial banks of Iran using the hybrid MCDM approach (case study: Tehran branches of Sepah Bank) |
| title_short | Ranking the methods to improve asset-liability management in commercial banks of Iran using the hybrid MCDM approach (case study: Tehran branches of Sepah Bank) |
| title_sort | ranking the methods to improve asset liability management in commercial banks of iran using the hybrid mcdm approach case study tehran branches of sepah bank |
| topic | asset-liability management liquidity risk interest rate risk capital managemen hybrid mcdm |
| url | https://www.journal-dmor.ir/article_162707_2d69d37a72add79b25acb4a4e97fd1d4.pdf |
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