A study on relationship between CAMELS Index's and Risk taking: A case study of Iranian banking industry
| Autor: | Sahar Jabbari, Mohammad Khodaei Valahzaghard |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2013 |
| Předmět: |
education.field_of_study
Index (economics) Actuarial science business.industry lcsh:HF5735-5746 Population lcsh:Business records management General Business Management and Accounting Banking industry Performance assessment CAMELS indictors Risk management Risk taking business education Socioeconomics |
| Zdroj: | Management Science Letters, Vol 3, Iss 4, Pp 1175-1180 (2013) |
| ISSN: | 1923-9343 1923-9335 |
| Popis: | Among the activists of the money market, banks as the most important financial institutions undertake an important role in optimal appropriation of financial short-term resources. Furthermore, they allocate the short-term surplus funds to enterprises, which have a short-term need. Holding a main part of the funds in economy circulation, banks have a critical role in adjustment of economic relations. Banks are facing different types of risks in their daily operations. In the banking system, the CAMELS indictors are used to evaluate and rate of the performance of banks. The CAMELS rating model is one of the most effective systems of financial assessment in banks. Therefore, in this research, the effects of CAMELS indicators of banks on risk taking of Iranian banks are studied. The statistical population of the national banking system includes all governmental and private banks. The whole statistical population is studied as a research sample during 2006-2011. Taking into consideration the fact that the research data or section-bounded and time-bounded, a combinational regression analysis has been used. The results of the combinational regression analysis have supported the presence of a reverse and meaningful effect of the indicators of assets quality and sensitivity of market risk on risk taking in national banks. In addition, the results have supported the direct and meaningful effects of capital sufficiency and quality of profit-making on risk taking, however, the effects of the indicators of management quality and liquidity quality on risk taking have been rejected. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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