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Optimal allocation of banking resources with the approach of maximizing profit and reducing credit risk in Iran's banking system
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Mahdi Shafei1   , Heidar Mohamadzadeh salteh 2, Hossein Jahangirnia3 |
1- PhD student, Management Department, Qom Branch, Islamic Azad University, Qom; Iran
2- Associate Professor, Department of Accounting, Marand Branch, Islamic Azad University, Marand, Iran , Salteh2008@gmail.com
3- Assistant Professor, Department of Accounting, Qom Branch, Islamic Azad University, Qom, Iran |
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Abstract: (169 Views) |
Purpose: The current research seeks to investigate the design of a decision support system for allocating bank resources with the genetic algorithm approach, in other words, it seeks to investigate whether it is possible to use the genetic algorithm model to design a decision support system. Did the bank managers help for the optimal allocation of bank resources? Methodology: From the point of view of the goal, the research method is research-applied, and from the point of view of the type and process of conducting the research, it is a field-survey research. The statistical sample size of this research includes 20 private and public banks of the country. The collection of information and statistics necessary to conduct the research in the field and in the library is done through face-to-face interviews with the elites, as well as the distribution of questionnaires among bank managers and experts, and for analysis Data analysis has been done by MATLAB program and by entering resource allocation information and genetic algorithm. Also, in the design of the decision support system model for allocating bank resources with the genetic algorithm approach, we use the research synthesis method to analyze the information.
Results: The results of the research showed that by combining neural networks based on time series and genetic algorithm, active companies in the field of e-commerce can provide a high-precision model for predicting credit card customer defaults based on customer financial transaction records. Also, using the time dependencies of customer transactions in their credit scoring process can increase the accuracy of predicting the payment default process.
Innovation: The optimal allocation of bank resources based on the assessment of credit risk and the possibility of default in payment is considered an important issue for research in the field of financial risk management. Therefore, the improvement of decision-making regarding the granting of loans to customers is one of the most important issues of the country's financial organizations today. Due to the fact that most banks are faced with outstanding claims, by using a payment default prediction model and credit risk assessment, they can identify customers who can settle with the bank in any way in the future.
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Article number: 10 |
| Keywords: genetic algorithm. Allocation of bank resources- support system |
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Full-Text [PDF 982 kb]
(68 Downloads)
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Article type: Research |
Subject:
Special
Received: 2024/05/5 | Accepted: 2024/07/6 | Published: 2024/12/30
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