Preferred Language
Articles
/
jpgiafs-971
Value at risk simulation in a fixed return stock portfolio using the Monte Carlo simulation model The concept of a bond portfolio
...Show More Authors

This research aims to predict the value of the maximum daily loss that the fixed-return securities portfolio may suffer in Qatar National Bank - Syria, and for this purpose data were collected for risk factors that affect the value of the portfolio represented by the time structure of interest rates in the United States of America over the extended period Between 2017 and 2018, in addition to data related to the composition of the bonds portfolio of Qatar National Bank of Syria in 2017, And then employing Monte Carlo simulation models to predict the maximum loss that may be exposed to this portfolio in the future. The results of the Monte Carlo simulation showed the possibility of decreasing the value at risk in the future due to the decrease in the intensity of fluctuations in medium-term interest rates across maturity periods.

View Publication Preview PDF
Quick Preview PDF
Publication Date
Sun Dec 04 2016
Journal Name
Baghdad Science Journal
Estimating Parametersof Gumbel Distribution For Maximum Values By using Simulation
...Show More Authors

In this research estimated the parameters of Gumbel distribution Type 1 for Maximum values through the use of two estimation methods:- Moments (MoM) and Modification Moments(MM) Method. the Simulation used for comparison between each of the estimation methods to reach the best method to estimate the parameters where the simulation was to generate random data follow Gumbel distributiondepending on three models of the real values of the parameters for different sample sizes with samples of replicate (R=500).The results of the assessment were put in tables prepared for the purpose of comparison, which made depending on the mean squares error (MSE).

View Publication Preview PDF
Crossref
Publication Date
Mon Jun 30 2008
Journal Name
Iraqi Journal Of Chemical And Petroleum Engineering
Simulation of Wiped Film Evaporator
...Show More Authors

A mathematical model and associated computer program were developed to simulate the steady state operation of wiped film evaporators for the concentration of glycerol-water solution. In this model, various assumptions were made to facilitate the mathematical model of the wiped film evaporator. The fundamental phenomena described were: sensible heating of the solution and vaporization of water. Physical property data were coded into the computer program, which performs the calculations of this model. Randomly selected experiments were carried out in a small scale wiped film evaporator from ALVAL COMPANY, using different concentrations of the glycerol solution (10, 30 and 50 Wt. %) for different feed rates (30, 50, 80, 100 and 120 l/h) and

... Show More
View Publication Preview PDF
Publication Date
Sun Oct 01 2023
Journal Name
Baghdad Science Journal
Watermark Based on Singular Value Decomposition
...Show More Authors

Watermarking operation can be defined as a process of embedding special wanted and reversible information in important secure files to protect the ownership or information of the wanted cover file based on the proposed singular value decomposition (SVD) watermark. The proposed method for digital watermark has very huge domain for constructing final number and this mean protecting watermark from conflict. The cover file is the important image need to be protected. A hidden watermark is a unique number extracted from the cover file by performing proposed related and successive operations, starting by dividing the original image into four various parts with unequal size. Each part of these four treated as a separate matrix and applying SVD

... Show More
View Publication Preview PDF
Scopus (5)
Crossref (1)
Scopus Crossref
Publication Date
Tue Dec 01 2009
Journal Name
Journal Of Economics And Administrative Sciences
The moral dimension of generating and destroying value Through the implementation of the Balanced Scorecard
...Show More Authors

يسعى المجتمع من خلال الوحدات الإقتصادية إلى الوصول إلى تحقيق أفضل الإنجازات التي لا تتمثل بالسلع والخدمات حسب وإنما بما يتحقق من مردود لكافة الاطراف المعنية بالوحدات الإقتصادية على ان لايتم ذلك على حساب قيم المجتمع وأخلاقياته وآدابه العامة. وعليه تصبح الوحدات الإقتصادية مسرحاً لصراعات قوى متعددة كل منها له قيمه الأخلاقية سواء كان فرداً أومجموعة افراد أو وحدة إقتصادية أو أي جهة أُخرى، وبحكم مسؤولياته

... Show More
View Publication Preview PDF
Crossref
Publication Date
Fri Jun 01 2012
Journal Name
Journal Of Economics And Administrative Sciences
Analysis of financial investments using financial indicators Applied in the Middle East Bank of Iraq for investment For the fiscal period 2007-2009
...Show More Authors

The research explain the analysis of finance investments through  analyze the finance tables for commercial banks, by using the pointers to indicate the limits of economical benefit for these investments, and fix the negative deviations and as well positive, for the purpose of  diagnostic the negative (disadvantage) and develop the advantage deviation, For the importance of finance investments in the development operation and economical growth, further to that the finance investments is represent one of the most activities in the commercial banks in which aim the adequate incomes as a result of the commercial banks act to receipt the banks deposits and then make it growth and develop through  commercial advantage o

... Show More
View Publication Preview PDF
Crossref
Publication Date
Tue Nov 09 2021
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
Banking Liberalization and its impact on Attracting Customers: applied research in a sample of Iraqi banks listed on the Iraq Stock Exchange
...Show More Authors

The research aims to shed light on banking liberalization and explain its impact on attracting customers, especially since Iraq adopted this policy after (2003) due to the changes that occurred, as the Central Bank of Iraq granted flexibility to banks in setting the interest rate on deposits and loans as well as allowing the entry of foreign banks in the local environment. The research relied on the analytical method for the dimensions of banking liberalization represented by (liberating interest rates, liberating credit, legal reserve requirements, entering foreign banks, privatization) as well as the factors affecting the attraction of customers, and a number of Iraqi banks listed in the Iraqi Stock Exchange were selected as a

... Show More
View Publication Preview PDF
Publication Date
Sat Jul 01 2023
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
The impact of financing structure on bank profits : Applied research on a sample of commercial banks listed in the Iraq Stock Exchange for the period (2011-2020)
...Show More Authors

The research aims to identify the concept of financing structure and what are the determinants that affect it and the goals achieved by financing in commercial banks in addition to the sources upon which the financing structure depends consisting of internal financing sources and external financing sources and their connection to the profits of commercial banks. Baghdad, Khaleeji Commercial Bank) registered in the Iraq Stock Exchange during the period for the years (2011-2020) published in the Iraq Stock Exchange from and the research relied on financial analysis tools to analyze the independent variable the following financing structure (the ratio of equity to total assets, the ratio of deposits to Total liabilities, the ratio of loans

... Show More
View Publication Preview PDF
Publication Date
Sat Jan 01 2022
Journal Name
Journal Of The Mechanical Behavior Of Materials
Numerical simulation to the effect of applying rationing system on the stability of the Earth canal: Birmana canal in Iraq as a case study
...Show More Authors
Abstract<p>Extreme conditions will cause the water level of high fill canal segment to change suddenly, which will affect the velocity and pore pressure of the slope. A 9 km irrigation earth canal in the city of Alsyahy, 15 km away from Al-Hilla city, and branching off from the left side of Shatt Al-Hilla at 57 km, was studied. The aim of this work is to study and analyze the effect of rationing system on the Birmana earthen canal during rapid drawdown case. Finite element modeling with Geo-Studio software was used in the present study to analyze the combined seepage and slope stability for three cycles. The resulting minimum safety factor obtained from the analysis using the saturated and</p> ... Show More
View Publication
Scopus (8)
Crossref (6)
Scopus Clarivate Crossref
Publication Date
Sat Oct 29 2022
Journal Name
Current Trends In Geotechnical Engineering And Construction (pp.52-61)
Simulation of Residual Chlorine in Al-Yarmouk Drinking Water System Using WaterGEMS
...Show More Authors

Abstract To ensure that the distribution system has safe drinking water. It is necessary to know the residual chlorine concentrations at various points in the network. A chlorine photometer device was used to measure twenty points taken every day for a week at a selected time in the distribution system. Both pressures and flows in the network were measured using bourdon gauge and Tuf-2000H Handheld Digital ultrasonic flow meters. WaterGEMS CONNECT Edition update one software was used to simulate the flow in the network. The Baghdad water department provided the data about the network, such as the lengths of pipes, the layout of the network, and pipes diameters. The network calibrated consists of 781 pipes of different lengths and 542 juncti

... Show More
Crossref
Publication Date
Thu Nov 01 2018
Journal Name
Journal Of Economics And Administrative Sciences
Use A State Space Model and Forecast House Prices in Baghdad.
...Show More Authors

The purchase of a home and access to housing is one of the most important requirements for the life of the individual and the stability of living and the development of the prices of houses in general and in Baghdad in particular affected by several factors, including the basic area of the house, the age of the house, the neighborhood in which the housing is available and the basic services, Where the statistical model SSM model was used to model house prices over a period of time from 2000 to 2018 and forecast until 2025 The research is concerned with enhancing the importance of this model and describing it as a standard and important compared to the models used in the analysis of time series after obtaining the

... Show More
View Publication Preview PDF
Crossref