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application of panel data analysis to determine the role of macroeconomic variables on banks’ risks
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نویسنده
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badghan barzin ,mirjalili ali ,behifar maryam ,moghadamnia elham ,ebrahimi alireza
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منبع
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international journal of nonlinear analysis and applications - 2024 - دوره : 15 - شماره : 9 - صفحه:381 -388
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چکیده
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Investment in and allocating investment resources to business activities is done through financial market and banking credit market is part of this market. the most role of banks in financial market is giving credit to customers. in this matter the capital adequacy assessment and credit risk are important and their control is considered as one of the key effective factors in bank operation and plays a major role in banks and financial institutes’ stability. so, the aim is determining the effect of macroeconomic variables (gdp, liquidity, inflation rate and exchange rate) on capital adequacy, liquidity risk and credit risk. the results showed that macroeconomic variables have a significant effect on banking risks.
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کلیدواژه
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capital adequacy ratio ,credit risk ,gross domestic product (gdp) ,panel data ,econometrics
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آدرس
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islamic azad university, central tehran branch, faculty of management, department of business management, iran, islamic azad university, central tehran branch, faculty of humanities, department of psychology, iran, islamic azad university, tehran science and research branch, faculty of management and economics, department of technology management, iran, islamic azad university, tehran science and research branch, faculty of management and economics, department of technology management, iran, payame noor university, faculty of management, iran
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پست الکترونیکی
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alireza_emba@yahoo.com
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Authors
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