نوع مقاله : مقاله پژوهشی
نویسندگان
1 عضو هیئت علمی، گروه بانکداری، پژوهشکده پولی و بانکی
2 کارشناسی ارشد اقتصاد، دانشگاه آزاد اسلامی واحد علوم و تحقیقات تهران
کلیدواژهها
عنوان مقاله English
نویسندگان English
Asset and liability management includes a set of specialized tools and techniques to create value for shareholders and control risk. The banking system is the heart of every economic system and its performance is affected by many factors such as liquidity risk. Some of the factors involved in liquidity risk include non-performing loans, capital ratios, and bank size. In this research, we try to examine the relationship between the factors affecting liquidity risk and the indicators of the banking system affecting resource and cost management (equity ratio, return on assets and credit risk). In addition, we have evaluated the impact of macroeconomic variables on bank liquidity risk. Using an econometric model with generalized method of moment (GMM) as an estimation approach, we conclude that there are relationship between these variables (independent variables) and liquidity risk.
کلیدواژهها English
