Degree
Master of Business Administration Executive
Faculty / School
School of Business Studies (SBS)
Year of Award
2023
Advisor/Supervisor
Dr. Fawad Ahmed, Assistant Professor and Head of ELP (Experiential Learning Project)
Project Type
MBA Executive Research Project
Access Type
Restricted Access
Keywords
Fixed Income Markets, Pakistani Banking Sector, Islamic Banking Sector, Interest Rates, Classification, Duration, Treasury Bills, Sukuk, Pakistan Investment Bonds
Executive Summary
This report provides an in-depth study of the sovereign investment portfolio of Conventional Banking Industry, Islamic Banking Industry and Development financial institutes (DFIs) in Pakistan from 2010 and 2022. The analysis of investments is done in high interest rate regime, low interest rate regime and stable interest rate regime with classification, investment type, duration, and profitability as the dependent variables. A granular analysis is done of classification, investment type and duration with profitability. The total population includes 44 institutes whose relevant notes for dependent variables from annual report are extracted and analyzed. The population are categorized into 6 categorizes which are conventional banking, Islamic banking, hybrid banking, pure Islamic banks, pure conventional banks and DFIs. The analysis is done using descriptive statistics and ANOVA. Our results are mostly significant for the dependent variables across the different interest rate regimes and are also significant between different population types but are not significant for similar types of populations. This shows that the populations behave differently in different interest rate regimes while smaller populations such as DFIs and pure conventional banks are more risk averse as compared to the overall industry. The Islamic banking industry also behaves differently in comparison to the conventional banking industry. The trends also show that the populations have adapted to the market changes in the sovereign fixed income market of Pakistan.
Pages
vi, 77
Link to Catalog Record
https://ils.iba.edu.pk/cgi-bin/koha/opac-detail.pl?biblionumber=119744
Recommended Citation
Owais, S., & Zargham, S. (2023). Determining the Sovereign Investment Portfolio Composition of Conventional Banks, Islamic Banks, And Development Financial Institutions during Different Interest Rate Regimes in Pakistan from 2010 to 2022 (Unpublished graduate research project). Institute of Business Administration, Pakistan. Retrieved from https://ir.iba.edu.pk/research-projects-emba/658
The full text of this document is only accessible to authorized users.
