التسيير الاستراتيجي للمخاطر البنكية النظامية : حالة البنوك الخليجية

Abstract EN

This study aims to address the problems of banking systemic risks management under uncertainty of financial markets, it allows us test the validity of Markowitz model in management and valuation of efficients banking investment portfolios at the Gulf stock markets, by this we try to show the benefit of the diversification in such investment, as was the modern portfolio theory (1990) claims .

The choice of the optimal portfolio is one of the most basic models used in modern financial markets that have a high risk rate.

In order to test hypotheses of the study, we have estimate and measurement of return and risk of banking investments portfolios sample from Gulf stock Markets then we have determined the optimal portfolio between 2007-2009 Using Quadratic Programming.