دوره 8، شماره 29 - ( 9-1396 )                   سال8 شماره 29 صفحات 201-239 | برگشت به فهرست نسخه ها

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Izadbakhsh H, Soleymanzadeh A, Davari Ardakani H, Zarinbal M. A Systematic Approach for Asset Liability Management of Pension Funds in a Fuzzy Environment. jemr. 2017; 8 (29) :201-239
URL: http://jemr.khu.ac.ir/article-1-1545-fa.html
ایزدبخش حمیدرضا، سلیمان زاده احمد، داوری اردکانی حامد، زرین‌بال مرضیه. مدیریت دارایی و بدهی در صندوق های بازنشستگی با رویکرد سیستمی در محیط فازی. فصلنامه تحقیقات مدل سازی اقتصادی. 1396; 8 (29) :201-239

URL: http://jemr.khu.ac.ir/article-1-1545-fa.html


چکیده:   (1902 مشاهده)
از آنجا که صندوق های بازنشستگی از جمله نهادهای مهم و تاثیرگذار بر شرایط اقتصادی و اجتماعی جامعه به شمار می روند، مطالعه و بررسی دقیق مسائل پیش روی آن¬ها اجتناب ناپذیر به نظر می رسد. مدیریت دارایی و بدهی ابزاری مفید و اثربخش جهت بررسی و شناخت صندوق بازنشستگی و ذینفعان آن است. در این مقاله سعی شده است عوامل کلیدی تأثیرگذار بر مدیریت دارایی و بدهی در صندوق های بازنشستگی شناسایی شود و توسط پویایی¬شناسی سیستم ها مورد تجزیه و تحلیل قرار گیرد. سپس با استفاده از سیستم استنتاج فازی ریسک های مهم موثر بر مدیریت دارایی و بدهی، ارزیابی شده و در راستای ریسک گرا شدن مدیریت دارایی و بدهی به مدل اضافه گردیده و با آزمون راهکارها و سناریوهای مختلف تاثیر هریک از عوامل و ریسک ها بر مدریت دارایی و بدهی در صندوق های بازنشستگی تعیین شده است. نتایج مؤید این نکته است که کلیدهای موفقیت مدیریت دارایی و بدهی، نگاه یکپارچه به دارایی ها و بدهی ها و منافع ذینفعان  طرح  و توجه به ریسک های جمعیتی و به طور خاص ریسک¬گرایی  است.
متن کامل [PDF 4195 kb]   (576 دریافت)    
نوع مطالعه: كاربردي | موضوع مقاله: پولی و مالی
دریافت: ۱۳۹۵/۷/۳ | پذیرش: ۱۳۹۶/۶/۱۹ | انتشار: ۱۳۹۶/۹/۲۵

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