العودة   الموقع العالمي للاقتصاد الإسلامي .. نحو طرح أصيل .. لتميز دائـــم > منتدى الموقع العالمي للاقتصاد الإسلامي > The Islamic Economics Global Department- for English and French Reading

نسيت كلمة السر
 

The Islamic Economics Global Department- for English and French Reading In this section we will put a news, research and studies are useful and diverse.

إضافة رد
 
أدوات الموضوع انواع عرض الموضوع
  #1  
قديم 01-28-2013, 12:47 PM
nafez alhersh nafez alhersh غير متصل
عضو جـديـد
 
تاريخ التسجيل: Mar 2009
المشاركات: 9
افتراضي The Importance of statistical indicators in the treasury and investment management in Islamic banks

The Importance of statistical indicators in the treasury and investment management in Islamic banks
There are many indicators and strategies used by Islamic banks in the Assets & Liabilities management , but the basic concept of investment and treasury should graduate from foundations and the following basic principles:
Matching between assets & liabilities is important role for each currency & maturities for each investment in portfolios. Combining the gaps between assets & liabilities for each currency in maturity basis .That will give the treasurer good indications for the extent of Islamic Bank profitability / rate of return for each time period. Treasurer also should take into consideration the importance of determining volumes of investments and deposit volumes of each type of investment.
Treasury Department rely on some statistical measures appropriate to determine rates of profitability and Exposure Risk according to the following bases:
Evaluation the profitability of the investment portfolio by using the Weighted Average Of Investment (WAI) Which is the most accurate statistical indicators that give the observer with the performance of the investment portfolio real return for the total portfolio and can be used for each type of individual investments. Second Indicator, (ROI) Return On Investment which can be used for each type of investment, whether short or long term investment.
Risk play important role in taking decision..Standard deviation & Coefficient of Variation are the most common of these indicators .Standard deviation is the sum of the squares deviation and dispersion of the values for the middle arithmetic while The Coefficient of Variation measures the standard deviation divided by the arithmetic mean in the event of equality between investments. This can be illustrated by the following examples:
------------------------------------------------
Example: 1
Investment A Investment B
Profitability/ROI 10% 12%

Risk / STD 8% 8%

In the event of equality in Risk between A & B , we will take the higher Return represented by Return On Investment ((12% (Investment B).
----------------------------------------------------------------------------
Example :2
Investment A Investment B
Profitability/ROI
10% 10%

Risk / STD 8% 9%

In the event of equality in Profitability between A & B , we will take the Lower Risk Represented by Standard Deviation 8% (Investment A).
------------------------------------------------------------------------

Example: 3
Investment A Investment B
Profitability/ROI
10% 12%

Risk / STD 8% 9%

In this case coefficient of variation will be used , a statistical measure Equal to STD divided over ROI (Mean) For A= 8/10 (80%) and B = 9/12 (75%) and therefore the decision rule is to accept investment B – the lower Coefficient of Variation.

----------------------------------------------------------------------
Nafith ALHersh Nazzal is an Islamic banking specialist, certified financial and investment advisor and statistical analyst (MBA , ACI Dealing & NLP) in Jordan. He can be contacted at nafez1974@yahoo.com.
رد مع اقتباس
إضافة رد

أدوات الموضوع
انواع عرض الموضوع

ضوابط المشاركة
لا تستطيع إضافة مواضيع جديدة
لا تستطيع الرد على المواضيع
لا يمكنك اضافة مرفقات
لا يمكنك تعديل مشاركاتك

BB code متاحة
كود [IMG] متاحة
كود HTML معطلة

الانتقال السريع


جميع الأوقات بتوقيت GMT +4. الساعة الآن 11:09 PM.


Powered by vBulletin Version 3.8.3
Copyright ©2000 - 2017, Jelsoft Enterprises Ltd.

جميع الآراء المطروحة بالمنتدى لاتعبر بالضرورة عن رأي أصحاب ومالكي الموقع