HESAN GOLMORADI; zarir negintaji; Siavash Golzarianpour; parandeh nayeri
Abstract
Competition is one of the issues that economists always refer to as a solution for economic growth and optimal use of economic resources. Increasing competition and efficiency in the banking market can increase the quality and variety of banking services as well as reduce transaction costs. This is an ...
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Competition is one of the issues that economists always refer to as a solution for economic growth and optimal use of economic resources. Increasing competition and efficiency in the banking market can increase the quality and variety of banking services as well as reduce transaction costs. This is an important reason for the need to measure banking risks by considering the competition between them. In this study, for banks listed on the stock exchange, the relationship between banking competition and various types of important banking risks has been investigated. The risks in question are default risk, assets, market, capital and liquidity, which are measured as a dependent variable of their relationship with the competition index (Herfindal). The results show that banking competition has a negative and significant relationship with asset risk and a positive and significant
marzieh pirahmadi
Abstract
The literature related to banks merging less devoted to the macro effects of this mechanism. Indeed, banks merger not only affect micro aspect of banking, such as competition, efficiency and profitability, but also it can influence banking system and therefore macroeconomic goals. Due to this degree ...
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The literature related to banks merging less devoted to the macro effects of this mechanism. Indeed, banks merger not only affect micro aspect of banking, such as competition, efficiency and profitability, but also it can influence banking system and therefore macroeconomic goals. Due to this degree of importance, the aim of this research is analyzing macro effects of banks merger on competition degree, optimal reserve holding and liquidity risk at the level of banks and the whole system. In doing so, first, the theory literature of this structure is emphasized where the aspects regarding the relationship between merger with mentioned variables is recognized. Then, a comprehensive model analyzed in order to explaining the relation among variables, and at the end, the movements among merger and these variables is identified. The last part of the paper is trying to investigate recent merger in Iran (Sepah bank with other military banks). By using data for financial year 2018, our results show that these banks not only are far from optimal reserve ratio, but also are face with liquidity risk, and therefore merging them may not lead to a better payoff. However, this result has some restrictions that mentioned in the paper.
Reza Habibi; mohamad ali rastegar; Nastaran TaghiZadeh
Abstract
Credit risk is very important for banks and determining an optimal level for it can save banks from economic crises. By evaluating the banking system and the economic situation of the country, banks predict their deferrals and identify the factors influencing credit risk in order to create financial ...
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Credit risk is very important for banks and determining an optimal level for it can save banks from economic crises. By evaluating the banking system and the economic situation of the country, banks predict their deferrals and identify the factors influencing credit risk in order to create financial stability and reduce credit risk. Banks are influenced by both banking and extra-banking factors and the risk of these factors cannot be eliminated, but it can be managed. In this study, the effect of realized and optimal credit risk status of banks listed in Tehran Stock Exchange in different seasons and under different time conditions during 2006-2018 was investigated. The results of the research hypothetical show that the optimal credit risk calculated changes over time and should be selected according to the time under study, an optimal level of credit risk should be selected and it can be said that in the long run explanatory variables have a significant effect on credit risk and asset return rate and equity return have a positive effect on credit risk.
jahanyar bamdadsoofi; Maghsoud Amiri; soraya birami
Abstract
survival, growth and strengthening of strategic position is one of the most important challenges in the banking industry. Risk management is one of the most important ways for banks to do this. Operational risk, which is in the category of the most important banking risks, so that banks' tendency to ...
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survival, growth and strengthening of strategic position is one of the most important challenges in the banking industry. Risk management is one of the most important ways for banks to do this. Operational risk, which is in the category of the most important banking risks, so that banks' tendency to deal with operational risk has shifted to the extent that they identify and assess operational risk in terms of risk management requirements.The aim of this study is defined to evaluate and prioritize the factors influencing the occurrence of operational risk. In order to achieve the research objectives, First, based on a systematic review of the literature, the four-dimensional model of the Swiss Wing Committee was selected as the initial conceptual framework of the research, then by applying confirmatory factor analysis on The answers provided by 54 managers and senior experts of Gonbad Kavous Saderat Bank branches to the researcher-made questionnaire were categorized and the model indicators were approved. In the next phase of the research, was decided to use the best-worst hierarchical method based on the opinions of ten experts and staff managers of Bank Saderat, dimensions, components and indicators. The research findings indicate that attention to the human resource factor is important as the most important criterion in the occurrence of operational risk, followed by organizational processes and procedures, technology and systems and external factors that are involved in the occurrence of this risk, respectively. They are important. Banks' attention to prioritized factors can help control operational risk.
meysam kaviani; Fatemeh dastyar
Abstract
One of the ways that economists around the world find appropriate ways to reduce inequality in the economy, financial stability and reduce unemployment is the Central Bank Independence (CBI). The independence of the central bank means that the central bank must be able to formulate and implement monetary ...
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One of the ways that economists around the world find appropriate ways to reduce inequality in the economy, financial stability and reduce unemployment is the Central Bank Independence (CBI). The independence of the central bank means that the central bank must be able to formulate and implement monetary and credit policies based on economic goals and interests, without any political pressure. The present study examines the effect of central bank independence on income distribution, financial stability and unemployment in our country. To achieve the above goal, economic information has been used over a period of 40 years (1352 to 1391). The method of data analysis is using ARDL and ARDL, which show that in the short and long term, central bank independence has an effect on income inequality and in the short run, it has an effect on financial stability and It has had a positive and significant effect on unemployment in the short and long term.
Vahid Bekhradi Nasab
Abstract
The main purpose of this study is the relationship between prudential regulation of capital and banks' risk-taking with the moderating role of investment efficiency. The statistical population is all banks and financial institutions listed on the Tehran Stock Exchange. The research period includes the ...
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The main purpose of this study is the relationship between prudential regulation of capital and banks' risk-taking with the moderating role of investment efficiency. The statistical population is all banks and financial institutions listed on the Tehran Stock Exchange. The research period includes the years 1391 to 1397. To achieve this goal, data from 20 banks were used. In this study, it has been shown that with investment efficiency, prudential regulations increase banks' capital and reduce their risk-taking. Prudential regulations also increase the prudential behavior of banks by reducing risk and increasing the capital of banks, which indicates that most of the country's banks in recent years have moved in line with regulatory frameworks and international regulations.
