Providing Optimized Banks Resource Allocation by Emphasizing on the Role of Risk Management (Total Criteria Approach and Sequential Unconstrained Optimization Technique)

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MONJAZEB MOHAMMAD REZA; MOOSAVI SEYED EBRAHIM

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Journal: JOURNAL OF FINANCIAL MANAGEMENT STRATEGY Year:2020 | Volume:8 | Issue:29 Page(s): 23-40

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Title

Providing Optimized Banks Resource Allocation by Emphasizing on the Role of Risk Management (Total Criteria Approach and Sequential Unconstrained Optimization Technique)

Author(s)

MONJAZEB MOHAMMAD REZA | MOOSAVI SEYED EBRAHIM | Issue Writer Certificate

Keywords

Banking Resource AllocationQ1

Non-Performing LoansQ1

Risk ManagementQ2

Total Criteria MethodQ1

Sequential Unconstrained Optimization TechniqueQ1

Abstract

Most important activities of banking system is capital and storage attraction and then its distribution in form of loans and facilities at micro and macro-economic level. If this activity is done on the base of correct plan and macroeconomic object framework, it could cause different economic activity improvement and economic development. Embedded in these issues, we must not forget the role of risk in facilities and loans. So in this research, we try to provide multi objective resource allocation model that emphasize on Risk Management. We present mathematical model with minimizing two objects: minimizing cost of deposits and maximizing facilities profit. In order to solve this model, we use Total Criteria Method by degree 2 that minimized sum squared variance. Finally, we use from Sequential Unconstrained Optimization Technique because of nonlinear characteristic that exist in degree 2 of Total Criteria Method.

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APA: Copy

MONJAZEB, MOHAMMAD REZA, & MOOSAVI, SEYED EBRAHIM. (2020). Providing Optimized Banks Resource Allocation by Emphasizing on the Role of Risk Management (Total Criteria Approach and Sequential Unconstrained Optimization Technique). JOURNAL OF FINANCIAL MANAGEMENT STRATEGY, 8(29 ), 23-40. SID. https://sid.ir/paper/383074/en

Vancouver: Copy

MONJAZEB MOHAMMAD REZA, MOOSAVI SEYED EBRAHIM. Providing Optimized Banks Resource Allocation by Emphasizing on the Role of Risk Management (Total Criteria Approach and Sequential Unconstrained Optimization Technique). JOURNAL OF FINANCIAL MANAGEMENT STRATEGY[Internet]. 2020;8(29 ):23-40. Available from: https://sid.ir/paper/383074/en

IEEE: Copy

MOHAMMAD REZA MONJAZEB, and SEYED EBRAHIM MOOSAVI, “Providing Optimized Banks Resource Allocation by Emphasizing on the Role of Risk Management (Total Criteria Approach and Sequential Unconstrained Optimization Technique),” JOURNAL OF FINANCIAL MANAGEMENT STRATEGY, vol. 8, no. 29 , pp. 23–40, 2020, [Online]. Available: https://sid.ir/paper/383074/en

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