Provide a model for measuring the effects of banking risks on the stability of the banking system

Subject Areas : Journal of Investment Knowledge

reza mohammadi ¹ , fatemeh sarraf ² , Fraydoon Rahnamay Roodposhti ³ , Zohreh Hajiha ⁴

1 - Department of Accounting, Kish International Branch, Islamic Azad University, Kish Island, Iran.
2 - Assistant Professor, Department of Accounting, South Tehran Branch, Islamic Azad University, Tehran, Iran.
3 - Full Professor, Department of Business Management, Science and Research Branch, Islamic Azad University, Tehran, Iran.
4 - Associate Professor Department of Accounting, East Tehran Branch, Islamic Azad University, Tehran, Iran

Received: 2021-06-06 Accepted : 2021-06-28 Published : 2022-03-21

Keywords: liquidity risk, Bank Stability, Market risk, Political Risk, operational risk,

Abstract :

Examining the effects of banking risks such as credit, liquidity, market and operational risk along with continuous economic growth through the implementation of monetary policy is an important goal. Liquidity and credit system are also related to the stability of the banking system, and weaknesses in adapting to risk and stability in this area can cause a lot of damage to banks in the face of risks for banks.The statistical population of the study includes all banks listed on the Tehran Stock Exchange during the years 1389 to 1398, some of which were examined by elimination sampling. In this regard, 6 hypotheses were proposed and using multivariate regression and The collected data were analyzed using Eviews software. The results of data analysis showed that market risk (exchange rate fluctuations and interest rate fluctuations) has a significant effect on bank stability. To be. Finally, other findings showed that credit and liquidity risks also had a significant effect on bank stability.

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