پیوندهای مفید
آمار
| تعداد نشریات | 21 |
| تعداد شمارهها | 673 |
| تعداد مقالات | 9,833 |
| تعداد مشاهده مقاله | 69,841,448 |
| تعداد دریافت فایل اصل مقاله | 49,189,719 |
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 | ||
|
[1] R. Anderson and S. Sandaresan, A comparative study of structural models of corporate bond yields: an explanatory investigation, J. Bank. Finance 24 (2000), 255–269. [2] N. Asadipour, Review of the role and matter of risk-based supervision in banking supervision and comparing with comparative supervision, MSc Thesis, Tehran, Banking Sciences Institute, 2005. [3] B.H. Baltagi and B.H. Baltagi, What is Econometrics?, Springer Berlin Heidelberg, 2011. [4] M. Behifar, Analysis of ICT effect on economic growth, Master’s thesis, Faculty of Management and Economics, Islamic Azad University, South Tehran, 2014. [5] Bureau of Economic Studies, The effects of equalization of exchange rates on macro variables, Research Center, Research Deputy, 2012, no. 6775. [6] S. Fischer, Real balances, the exchange rate, and indexation: real variables in disinflation, Quart. J. Econ. 103 (1988), no. 1, 27–49. [7] M. Goldstein and P. Turner, Banking crises in emerging economies: origins and policy options, Trade Currencies and Finance, World Scientific, 1996. [8] H. Greuning and S.B. Bratanovic, Analyzing and managing banking risk, Washington, D.C., The World Bank. 2003. [9] K. Grier and R. Grier, On the link between real exchange rate appreciation and predictability: Theory and Panel GARCH evidence, Working Paper, Department of Economics, University of Oklahoma, 2001. [10] A. Jamaat and F. Askari, Credit risk management in banking system by data mining procedure, Qualit. Stud. Manage. (2010), no. 3, 126–115. [11] W.R. Keeton and C.S. Morris, Why do banks loan losses differ? Federal Reserve Bank of KanMEs City, Econ. Rev. 2016 (2016), 3–21. [12] A. Levin, C.-F. Lin and C.-S.J. Chu, Unit root tests in panel data: asymptotic and finite-sample properties, J. Economet. 108 (2002), no. 1, 1–24. [13] M. Mehrara and M. Mehranfar, Banking function and macroeconomic factors in risk management, Econ. Modell. Quart. 7 (2013), no. 1, 21–37. [14] K. Miller and G. Show Fang, Is there a long-run relationship between stock returns and monetary variables: evidence from an emerging market, Appl. Financ. Econ. 11 (2001), 641–649. [15] C. Mueller, A simple multi-factor model of corporate bond prices, Doctoral Dissertation, University of Wisconsid-Madison, 2000. [16] M. Rabiei, M. Behifar and Q. Azadi Ahmedabadi, Analysis of the effect of foreign direct investment on the economic growth of developing countries, J. Econ. Bus. 12 (2021), no. 22, 27–40. [17] S. Rashidian, Classification of banking network customers based on credit risk using multi-criteria forecasting and decision-making models (case study: Entrepreneur bank), Master’s Thesis, Islamic Azad University, Sanandaj Branch, 2018. [18] R. Sahay and R. Goyal, Volatility and Growth in Latin America, IMF Working Paper, 2006. [19] M. Sameti, M. Sameti and G. Jafari, Government financial imbalances and inflation rate in Iran, Iran Econ. Research Quart. 7 (2014), no. 24. [20] J.G. Wanjohi, The effect of financial risk management on the financial performance of commercial banks in Kenya, Doctoral dissertation, University of Nairobi, 2013. | ||
|
آمار تعداد مشاهده مقاله: 1,071 تعداد دریافت فایل اصل مقاله: 919 |
||