Investigating the Eeffects of Factors on Capital Adequacy Ratio in the Islamic Banking System of Iran and Malaysia
Subject Areas : Financial Economics
پریما بهرامی زنوز
1
(
استاد دانشگاه های پیام نور، جامع علمی کاربردی و فنی و حرفه ای
کارشناس بانک ایران زمین
)
آزاده محرابیان
2
(
گروه اقتصاد، واحد تهران مرکزی، دانشگاه آزاد اسلامی، تهران، ایران
)
رویا سیفی پور
3
(
گروه اقتصاد ،واحد تهران مرکزی،دانشگاه آزاد اسلامی،تهران ،ایران
)
نارسیس امین رشتی
4
(
گروه اقتصاد، واحد تهران مرکزیٍ، دانشگاه آزاد اسلامی، تهران، ایران
)
Keywords: G21, E22, JEL Classification: C23, B26,
Abstract :
Capital adequacy ratio is one of the most important indicators in analyzing the situation of banks in order to manage banks against risks such as bankruptcy and their inability to meet obligations. This controls the risk management of banks. Therefore, the present study, investigates the effect of banking variables on the capital adequacy ratio in private banks in Iran during the period 1397-1390 and in Malaysia during the period 2012-2019 by the generalized moment method (GMM). The results show that in the Iranian banking system, credit risk and return on assets have a direct effect on bank size, financial leverage and liquidity have a negative effect on the capital adequacy ratio. In the Malaysian banking system, financial leverage, liquidity ratio and credit risk have a positive effect and the share of deposits and return on assets has a negative effect on the health index. The difference in the effectiveness of variables is due to different methods of financing the banking system and maintaining the vision of investment projects.
فهرست منابع
یادداشتها
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