International Journal of Scientific and Research Publications

IJSRP, Volume 4, Issue 8, August 2014 Edition [ISSN 2250-3153]


A Prediction Model for Bank’s Liquidity Management to Study on the Impact of Internet Banking in Iran
      Fahime Kianian, Amirmehdi Parhamfar, Seyedhamidreza Shahabi Haghighic, Maryam Khojania
Abstract: Bank managements are interested in determining the rate of liquidity based on a strategy for meeting this need. Lack of sufficient liquidity might impose heavy costs and even lead to bankruptcy. On the other hand, surplus liquidity will result in losing investment opportunities and reduction in productivity and profit ability of banks. In this research, efforts are taken to use the most affecting factors by investigation on important factors effective on the liquidity rate. The data used are chosen from 573 real values of banking operations. The variables are NEII , RTGS and clear transaction and the outcome of these variables is bank liquidity. In this research, two methods of ARIMA and multiple regressions are applied for predicting the future liquidity data and two mathematical models are introduced. The model introduced can predict liquidity rate based on two years data effectively. The results showed that the mean deviations between output of model and actual results are about 9% and 2.46% in first and second year respectively. This means the people preferred to use the internet in second year more than first year.

Reference this Research Paper (copy & paste below code):

Fahime Kianian, Amirmehdi Parhamfar, Seyedhamidreza Shahabi Haghighic, Maryam Khojania (2018); A Prediction Model for Bank’s Liquidity Management to Study on the Impact of Internet Banking in Iran; Int J Sci Res Publ 4(8) (ISSN: 2250-3153). http://www.ijsrp.org/research-paper-0814.php?rp=P322994
©️ Copyright 2011-2022 IJSRP - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.