Determine The Optimum Loan Portfolio Of Commercial Banks Using Quadratic Programming

Authors

  • Rami Mohammad Tishreen University

Abstract

This research aims to determine the optimal loans portfolio of private commercial banks in Syria during the period (2007- 2015), depending on the quadratic programming method and compare it with the Actual loan portfolio of these banks in terms of (rate of return - the degree of risk and the coefficient of variation).

 

The research concludes to:

Optimal loan portfolio achieved a rate of return (11.140%) which is higher than the real yield of the loan portfolio rate (11.07%) of the Syrian Commercial Banks' own place of study.

It achieved the optimum degree of risk of the loan portfolio (2.097%) which is less than the degree of risk (3.858%) real Syrian loans to commercial banks own portfolio under study.

Optimal loan portfolio achieved a variation coefficient (0.188) which is less than the coefficient of variation (0348) for the portfolio of real loans and the Syrian Commercial Banks' own place of study.                                                                                

 

 

 

Author Biography

Rami Mohammad , Tishreen University

Assistant professor, Business Administration Department

 

 

 

Downloads

Published

2021-09-16

How to Cite

1.
محمد ر. Determine The Optimum Loan Portfolio Of Commercial Banks Using Quadratic Programming. Tuj-econ [Internet]. 2021Sep.16 [cited 2025Jan.29];43(4). Available from: https://journal.tishreen.edu.sy/index.php/econlaw/article/view/10881

Issue

Vol. 43 No. 4 (2021): Tishreen University Journal of Research and Scientific Studies - Economic and Legal Sciences Series

Section

Articles

License

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.

  • The authors retain the copyright and grant the right to publish in the magazine for the first time with the transfer of the commercial right to Tishreen University Journal of Research and Scientific Studies - Economic and Legal Sciences

     Under a CC BY- NC-SA 04 license that allows others to share the work with of the work's authorship and initial publication in this journal. Authors can use a copy of their articles in their scientific activity, and on their scientific websites, provided that the place of publication is indicted in  Tishreen University Journal of Research and Scientific Studies - Economic and Legal Sciences   .  The Readers have the right to send, print and subscribe to the initial version of the article, and the title of Tishreen University Journal of Research and Scientific Studies - Economic and Legal Sciences Publisher

  • journal uses a CC BY-NC-SA license which mean

    You are free to:

    • Adapt — remix, transform, and build upon the material
    •  
    • The licensor cannot revoke these freedoms as long as you follow the license terms.

  • Attribution — You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use.

  • NonCommercial — You may not use the material for commercial purposes.

  • ShareAlike — If you remix, transform, or build upon the material, you must distribute your contributions under the same license as the original.

  • No additional restrictions — You may not apply legal terms or technological measures that legally restrict others from doing anything the license permits.