نشریه مطالعاتی در مدیریت بانکی و بانکداری اسلامی
پیاپی 12 (بهار و تابستان 1398)

By Collecting economic activists' savings banks can obtain huge capitals, and if directed properly, this can lead to production prosperity. Given the competitiveness in financial markets, the correct pricing of facilities and credits, and especially a correct evaluation of risks regarding the receivers of financial facilities, the optimized allocation of risk costs for various kinds of facilities receivers based on risk is of utmost importance. Therefore, given the existing complexities in the activities and economic environments, the banks and other credit institutions should design and choose appropriate models to evaluate their clients' credit rates. In this paper, we focus on the financial criteria of the customers' credit risk as well as the relationships between the credit risks' criteria and measures and collecting debts. Thus, according to the theoretical fundamentals, as well as the empirical studies, using the financial ratios based on the interviews with elites, Bank Mellat managers, university experts, and some active organizations in the field of banking, we evaluate the credit volume allocated to the enterprise. Then, using the analytic hierarchy process (AHP), the components affecting the credits are ranked and analyzed based on a fuzzy expert system.

Nowadays, the increase in bank debts has become one of the country's severe economic crises, and collecting these debts has turned into one of the major concerns for the country's banking network. Therefore, the question arises as to the reasons for the failure of banks to collect these debts. According to the findings of this study, the disruption in the set of laws and regulations governing debt collection of the credit institutions is the leading cause of this critical situation, and at the same time, improper interpretation and misapplication of minimum rules by courts and some negligence in bank branches intensifies this dilemma. The first step to improve this situation is to provide banking facilities supported by easy-to-sell collaterals; a solution that has been seriously threatened in the laws passed in the 80's. The second step is the implementation of Note 4 supplementary to the Article 34 of the Registration Law, approved in 2015, and the obligation of the judiciary to amend the bylaws for the implementation of the provisions of official documents in this regard and also the annulment of the verdict No. 266 of the General Assembly of Administrative Justice Court, which, by misinterpreting the tax laws in practice, has eliminated the right of priority arising from a bank mortgage. The third step is to remove barriers to the collection of banks' debts in courts, including the possibility of referring bank cases to arbitration, establishing specialized branches across the country and amending bankruptcy regulations with the goal of preventing the formation of fictitious bankruptcies by bank debtors.

Nowadays, with the advances in technology, offering various bank services besides the traditional role of the banks (depository and lending) has taken on tremendous importance; as a result many banks formulate their revenue-increasing and marketing strategies so as to increase their own share of such revenue. Therefore, studying the effect of this type of income on the banks’ performance can be of considerable importance for both the banks and banking sector supervisor in order to establish apt and clear policies in this area. The present study uses panel data econometric method, financial statements and statistics of 17 domestic banks in order to investigate the effect of income diversity and non-interest income on the banks’ performance from 2006 to 2017. The results show that increasing in the income diversity improves the performance of the banks. Also, an increase in the share of non-interest income from banks' revenue is directly correlated with their performance.

One of the essential steps that the banking system needs to take for achieving the objectives of national economy is to provide facilities and, in other words, manage credit portfolio in order to reduce the risks, decrease the overall cost of facilities, prevent the freeze of resources, and employ up to date international standards. Accordingly, in this paper, the optimization of the credit portfolio of Melli Bank has been investigated over the period of 2014-2018 using by minimizing the risk of expected output. The results show that during the period under investigation, the Bank Melli has acted as a risk tolerant agency and the trend of facility shares, in almost all periods, has been compatible with the optimized correlation of risk and output; that means, during the periods of high risk levels, Bank Melli has allocated more facilities to the economic section in order to gain a better output. Also, in order to reduce the cost of given facilities during the period under review, it was better for Bank Melli to pay its given facilities in a way that would account for 43% of industry, 31% of services, 27% of construction.

Asset-liability management has led banks to optimize the balance between profitability, risk, liquidity, and other uncertainties. An optimal balance between these factors would not be possible without recognizing the importance of the interrelationship between the debt structure and the bank capital and combination of assets. This study examines the asset/ liability correlation structure of the Alpha Bank during the period beginning in April 2014 and ending in March 2016 at a monthly level. To apply this approach, the two sides of the Alpha Bank balance sheet were divided into six categories based on interest rate risk (period of one-year perspective). The results of data analysis show that there is a high correlation between the assets and liability structure of the Alpha Bank during the period under investigation. Additionally, the maturity reconciliation was not done properly during this period.

Depreciation of national currency has been one of the most important issues in Iranian economy throughout the recent years. The government has always tried to maintain stability and control this macroeconomic variable. One of the most important aims for the central banks all around the world is to preserve the value of the national currency; hence, they must implement proper policies that do not result in reducing the purchasing power of national currency. Alongside economic enhancement, the value of currency could be appreciated in regard to the relations between such variables as GDP, inflation, employment rates, and etc. Accordingly, the present study using a series of data in the period of 1973 to 2018 and applying the quantile regression investigates the effect of some macroeconomic variables such as bank interest rate, inflation, and GDP on the depreciation of currency in Iranian economy. The results show that bank interest rates and inflation have a positive and significant effect and GDP has a negative and significant effect on the depreciation of the national currency. Therefore, it is necessary for policymakers to help increase national production in the long run by controlling the real rates of interest in the banking system. It is obvious that increasing production will enhance the value of the national currency over time. Thus, governments can achieve the main goal of the economy that is economic growth.