The current research aims to study and analyze the investment portfolio in banks and how to manage, study and analysis on the Iraqi banks period 2010-2018 to show the impact of the efficiency of the management of investment portfolio on the profitability of commercial banks listed on the Iraqi Stock Exchange. The study was conducted on all Iraqi commercial banks listed in the Iraqi financial market, where the researcher first calculated the 2012 index and the risk of the investment portfolio and the return of the investment portfolio, the banks, which represent the independent variable, return on investment and return on equity, and the risk-free return as control and subsidiary variables. A financial analysis aimed at identifying the effect of the efficiency of the management of the investment portfolio on the profitability of commercial banks. The results of the analysis were identical with the results of the statistical analysis, which was performed using the simple regression equation and multiple regression to identify the effect and correlation coefficient Pearson to identify the relationship between the independent variable and the dependent variable. The main results of the study were the absence of statistically significant impact on the level of risk-free return on The return on investment and the return on equity and the absence of statistically significant impact at the same level of return on the investment portfolio on both the return on investment and the return on equity and the existence of a statistical impact at the same time Wei risk investment portfolio on both return on investment and return on equity.
Keywords
Efficiency of Portfolio Management; Risk-Free Return; Portfolio Risk; Investment Risk; Iraqi Commercial Banks; Royalties on Property Rights; Investment.
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Author(s) thanks to Tongji University for research support.
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Fathy Al Gamel
Fathy Al Gamel
College of Business, Alfaisal University, Riyadh, 11533, Kingdom of Saudi Arabia.
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Cite this article
Shibu Thomas Refai and Fathy Al Gamel, “Study and Analysis of Optimal Portfolio of Investment in Banks”, Journal of Enterprise and Business Intelligence, vol.1, no.2, pp. 071-078, April 2021. doi: 10.53759/5181/JEBI202101009.
