Risk and Bank Efficiency

Zare Bahnamiri, Mohammad Javad; Talkhabi, Fateme; Maleki, Javad

doi:10.22034/jifb.2024.484380.1591

Risk and Bank Efficiency

Document Type : Original Article

Authors

Mohammad Javad Zare Bahnamiri ¹

fateme talkhabi ²

javad maleki ³

¹ Faculty of Economics and Administrative Science, University of Qom,

² f

³ S

https://doi.org/10.22034/jifb.2024.484380.1591

Abstract

The aim of this study is to investigate the effect of risk on the efficiency of banks using data coverage analysis. The statistical population of this study includes banks listed on and active in the Tehran Stock Exchange in the fiscal years 2012 to 2023. The collected data was examined using Excel software and then Deap software. This study is an applied research type. There are many methods in the field of applied research, the most important of which are historical, descriptive, correlational, causal (post-event), and experimental. In descriptive analysis, central and dispersion statistical indices are used; in inferential analysis, mixed regression is used to test the research hypotheses based on econometric models, and classical regression is used considering all assumptions. To examine the effect of risk on bank efficiency, after collecting the required data from the sampled banks, the researchers employed the data coverage analysis method to calculate the efficiency of each bank. Also, to examine the effect of risk on the efficiency of the banks under study in the years 2013 to 2022, the researchers estimated a model using the panel data regression econometric method for the three risks under study. The results reveal that there is no significant relationship between the risks under assessment and the efficiency of the banks.

Keywords

Risk

Efficiency

Banks