operational and credit risk model on planning management and efficiency of banks admitted to the stock exchange

Subject Areas :

Seyed Siavash  Abolghasemi ¹ (Ph.D Student of Financial Engineering, Babol Branch, Islamic Azad University, Babol, Iran)
, Seyed Ali  , Nabavi Chashmi ² (Department of Financial Management, Babol Branch, Islamic Azad University, Babol, Iran)
Erfan  Memarian ³ (Department of Economic, Babol Branch, Islamic Azad University, Babol, Iran)
Mohammad  Taghipour ⁴ (Department of Industrial Engineering, Shahriar Branch, Islamic Azad University, Shahriar, Iran)

Received: 2023-08-17 Accepted : 2023-08-27 Published : 2023-08-23

Keywords: operational risk and credit risk, credit growth, profitability, capital-to-asset ratio, stock returns of banks admitted to the stock exchange,

Abstract :

In the current research, the model of operational and credit risk on planning management and efficiency of banks admitted to the stock exchange was investigated. The present method is among descriptive and applied research. From the 318 active banks in the Tehran Stock Exchange that were present in the years 1386 to 1398, according to the limitations, 108 banks were selected as a sample. To determine whether statistically the variance of the errors is significantly dependent on time or not. LM test was used. In order to calculate and prepare the research variables, as well as to extract the descriptive statistics of the main research variables, Excel software was used, and SPSS and GARCH statistical software were used to estimate the regression models and test the hypotheses. The results of the research showed that all research hypotheses were confirmed, in other words, credit growth and profitability and capital-to-asset ratio are significant on the stock returns of banks admitted to the Tehran Stock Exchange.