استراتيجيات الائتمان المصرفي و تأثيرها في القيمة السوقية باستعمال نموذج (ARIMA)

Rp-Bank Credit Strategies and Their Impact on Market Value Using the (ARIMA) Model.pdf

The study aimed to identify bank credit and market value strategies and how to forecast through a series of historical data for a sample of Iraqi commercial banks listed on the Iraqi Stock Exchange using Forecasting model (ARIMA) for better investment decision making by investors. Due to the lack of studies that determine the credit strategies that the bank can follow to face crises and regular and irregular risks, the study was keen to apply the model through the data obtained from the Iraqi Securities Commission and from the reports of the Iraqi Stock Exchange for the study sample represented by commercial banks and By (14) banks for the period from (2004) to (2022) using a number of financial indicators and statistical and mathematical methods. ‌The study reached a number of conclusions. Before using the ARIMA model, there was no relationship between credit strategies and market value, but after using the ARIMA model, there was a relationship between credit strategies and market value. When presenting a comparison between the values before and after using the (ARIMA) model for banks with their variables of strategies and market value, the study sample, the data after (ARIMA) achieved good values compared to the values before (ARIMA) under the same criteria and based on the banks’ annual data. The study came out with a number of recommendations, the most important of which is defining strategies for commercial banks to deal with the continuous volatility of the financial market, such as a growth strategy, a strategy for increasing market share, a strategy for survival and preservation, and a strategy for focusing in the market and harvesting, using the (ARIMA) model to predict the best strategy in the future.