Provide an Efficient Financial Portfolio for Financial and Credit Institutions Using the Game Theory Mechanism

Document Type : Original Article

Author

Department of Industrial Engineering, Aliabad Katoul Branch, Islamic Azad University, Aliabad Katoul, Iran

10.30495/ijfma.2023.67561.1856

Abstract

Objective: The two main pillars of any financial and credit institution are equip-ping resources and paying bank loans. Financial and credit institutions are always looking for the best combination of resources and uses to have an acceptable financial balance. In this research, by implementing the game theory structure to combine resources and uses, an acceptable portfolio is presented.
Method: Income and expenses are two competitors and the factors for finding income and expenses are banking resources and uses. Therefore, resources and uses can be considered as two competing personalities, and the balance point for these two characters in the role of player will be an acceptable answer for the financial portfolio. there are different types of deposits, and the variety of combi-nations of these deposits, is a set of strategies for the player-source. on the other hand, there are different types of loans with different rates, the various combina-tions, is a set of strategies for the player-uses.
Findings: A different view of banks' financial portfolio and placing it in the form of game theory is the main finding of this study. Providing a balanced financial portfolio, despite its limitations, is the result of research. In this research, the opportunity to show the results of deviation from the equilibrium point as a stra-tegic map is provided.

Keywords

References

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International Journal of Finance & Managerial Accounting
Volume 10, Issue 36
January 2025
Pages 139-152

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