Analyzing the systematic and unsystematic factors affecting credit risk in the banking system of Iran
| Autor: | mohammadreza malekmohammadi, Ali Saeedi, mehran matinfard |
|---|---|
| Jazyk: | perština |
| Rok vydání: | 2020 |
| Předmět: |
Finance HG1-9999 Regional economics. Space in economics HT388 |
| Zdroj: | فصلنامه بورس اوراق بهادار, Vol 13, Iss 49, Pp 134-159 (2020) |
| Druh dokumentu: | article |
| ISSN: | 2228-5431 2820-9893 |
| DOI: | 10.22034/jse.2020.11061.1317 |
| Popis: | The research at hand is a study of systematic and non-systematic factors influencing credit risk in Iran's banking system between 2006 and 2016. Throughout the study the GMM-SYS method has been used. According to the results gained, macro economic factors including inflation, stock market index and currency rate had positive and meaningful effects on increasing the non-productice loans.On the other hand, Gross Domestic Product had a negative effect in this regard; in other words, economic stagnation and a decrease in domestic product augment credit risk in the banking system. The effectiveness of Government-owned banks factor on credit risk was not proved. Among the non-systematic factors, the explored quotients for ROA and weighted average rate of deposits (WARD) were positive and meaningful effect. It implies that this high rate results in diminishing the banks' margin of profit which, in turn, causes them to take adventurous steps toward and grant risky and high-interest loans. Moreover, in this article, two simultaneous models are studied; one inplicates the effective factors in the ROA and the other one is (WARD): The attained results show that an increase in liquidity risk and ROA & non interest deposit of Previous period lead to a decrease in WARD. Furthermore, the ratio of the capital adequacy and Diversity in Revenues results in an increase in ROA. On the contrary Increase in cost / income ratio makes ROA go down |
| Databáze: | Directory of Open Access Journals |
| Externí odkaz: |
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