دوره 8، شماره 29 - ( 7-1396 )
سال8 شماره 29 صفحات 239-201 |
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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
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. تحقیقات مدلسازی اقتصادی. 1396; 8 (29) :201-239
1- دانشگاه خوارزمی ، hizadbakhsh@khu.ac.ir
2- دانشگاه خوارزمی
3- پژوهشگاه علوم و فناوری اطلاعات ایران (ایرانداک)
2- دانشگاه خوارزمی
3- پژوهشگاه علوم و فناوری اطلاعات ایران (ایرانداک)
چکیده: (8809 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.
واژه‌های کلیدی: مدیریت دارایی- بدهی، پویایی شناسی سیستم ها، سیستم استنتاج فازی، صندوق بازنشستگی، ماتریس ریسک
نوع مطالعه: كاربردي |
موضوع مقاله:
پولی و مالی
دریافت: 1395/7/3 | پذیرش: 1396/6/19 | انتشار: 1396/9/25
دریافت: 1395/7/3 | پذیرش: 1396/6/19 | انتشار: 1396/9/25
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