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Application of panel data analysis to determine the role of macroeconomic variables on banks' risks | ||
| International Journal of Nonlinear Analysis and Applications | ||
| مقاله 28، دوره 15، شماره 9، آذر 2024، صفحه 381-388 اصل مقاله (507.96 K) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22075/ijnaa.2023.31193.4589 | ||
| نویسندگان | ||
| Barzin Badghan1؛ Seyed Ali Mirjalili2؛ Maryam Behifar* 3؛ Elham Moghadamnia3؛ Alireza Ebrahimi4 | ||
| 1Department of Business Management, Faculty of Management, Central Tehran Branch, Islamic Azad University, Tehran, Iran | ||
| 2Department of Psychology, Faculty of Humanities, Islamic Azad University, Central Tehran Branch, Tehran, Iran | ||
| 3Department of Technology Management, Faculty of Management and Economics, Science and Research Branch, Islamic Azad University, Tehran, Iran | ||
| 4Faculty of Management, Payame Noor University, Tehran, Iran | ||
| تاریخ دریافت: 20 بهمن 1401، تاریخ بازنگری: 22 تیر 1402، تاریخ پذیرش: 16 مرداد 1402 | ||
| چکیده | ||
| Investment in and allocating investment resources to business activities is done through financial market and banking credit market is part of this market. The most role of banks in financial market is giving credit to customers. In this matter the capital adequacy assessment and credit risk are important and their control is considered as one of the key effective factors in bank operation and plays a major role in banks and financial institutes’ stability. So, the aim is determining the effect of macroeconomic variables (GDP, liquidity, inflation rate and exchange rate) on Capital adequacy, liquidity risk and credit risk. The results showed that macroeconomic variables have a significant effect on banking risks. | ||
| کلیدواژهها | ||
| Capital adequacy ratio؛ Credit risk؛ Gross Domestic Product (GDP)؛ Panel data؛ Econometrics | ||
| مراجع | ||
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