Search Results for احمد Batal
Abstract
The research aimed to identify how to build models for selecting the optimal mix of investment portfolios, as well as presenting the stock returns of fifty-four companies listed on the Iraq Stock Exchange to facilitate investors' choice of the best investment alternatives by comparing stock returns with the financial market returns. Using monthly data spanning the period from March 2020 to May 2024, the research examined fifty-four companies listed on the Iraq Stock Exchange, covering all traded sectors. The research also demonstrated the importance of beta analysis (β) in classifying stocks into defensive and offensive, which helps investors build balanced financial portfolios that manage risks more effectively. The research reached several conclusions, the most important of which is that the pricing of capital assets depends on two important factors: the risk premium and the beta value. Consequently, any increase in either of these factors will be directly reflected in the prices of corporate assets.
Abstract
The paper aimed to measure the impact of total banking risks and indicate the extent of their impact on economic stability for the period 2004-2021 using the bounds test. Two independent variables were identified to represent banking risks, namely (the ratio of non-performing loans to the total loans, the ratio of non-performing loans to the total capital), as well as Choosing some macroeconomic stability indicators as dependent variables: (bank capital, inflation, net trade balance ratio, net budget ratio, foreign reserves, banking concentration, standard of living). By increasing inflation rates, there is a negative impact of non-performing loans on the total loans and banking spread, as the high default rate of loans leads to a decline in the rate of banking prevalence, and there is a negative impact of non-performing loans on the total loans on the standard of living, as the high default rate of loans leads to To a decline in the average standard of living as a result of not granting loans to the population, and the research recommended that a study of the case of borrowers be considered before granting credit in order to reduce the default rate in loans by providing some guarantees to the banker, the need to use the indicator of the ratio of non-performing loans to total capital as one of the risks Banking that has an impact on the financial soundness of the bank, through what the sum of non-performing loans represents to the capital owned by the bank, and thus gives a clear vision of the capital owned by the bank