Quarterly Studies in Banking Management and Islamic Banking

Abstract Asset portfolio management as a concept in Financial Management, in a wide range of markets, is the notion of calculating correlation between various assets and the total assets portfolio and portfolio analysis using Beta factor of Capital Assets Pricing Model (CAPM). In this article, we have tried to perform correlation analyses in a commercial bank and its branches using CAPM. Therefore, a bank is assumed as an asset portfolio of its various branches and the correlation of each branch to the whole is calculated. Due to the importance of non-performing loans in the behavior and correlation analyses of each branch, it is considered as the basis for calculating Beta factor and conditions of the branches to select an optimal portfolio for better supervision of the branches. Based on behavioral sensitivity, 5 portfolios of branches are formed and the optimal portfolio of the bank is analyzed and suggestions for better supervision and control of the branches are proposed.

Abstract Currently, Islamic banking is a well-developed and well-formed industry, and there are different experiences of its application across the world. In this article, we made an attempt to draw a comparison between Islamic banking system and its process in Iran with some other Islamic countries like Turkey, Saudi Arabia, Pakistan, Bahrain, Indonesia, and Malaysia. The research method is descriptive-analytical; key performance indexes during 2003-2008 were extracted from IBI (Islamic Banking Intelligence) system, for the aforementioned comparison. In addition to affirming the variety of performances of Islamic banking in these countries, the results clearly indicate the efficiency and correspondence of the procedure of the application of different indexes of Islamic banking like different contracts with Islamic Sharia in these countries.