حسین جهانگیرنیا Articles List

List of Articles حسین جهانگیرنیا

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1 - Systemic risk assessment models: a better approach in Iranian financial institutions
majid noroozi Hamid Reza Kordlouei Reza gholamijamkarani hossein Jahangirnia

ریسک سیستمیک به خطر شکست سیستم مالی یا شکست کل بازار اطلاق می‌شود. این ریسک می‌تواند از بی‌ثباتی یا بحران در مؤسسات مالی نشأت بگیرد و در اثر سرایت به کل نظام مالی انتقال یابد. به‌عبارتی ریسک سیستمیک به میزان به‌ هم‌پیوستگی در یک سیستم مالی اشاره دارد جایی‌که شکست در یک More

ریسک سیستمیک به خطر شکست سیستم مالی یا شکست کل بازار اطلاق می‌شود. این ریسک می‌تواند از بی‌ثباتی یا بحران در مؤسسات مالی نشأت بگیرد و در اثر سرایت به کل نظام مالی انتقال یابد. به‌عبارتی ریسک سیستمیک به میزان به‌ هم‌پیوستگی در یک سیستم مالی اشاره دارد جایی‌که شکست در یک نهاد مالی می‌تواند به بحران کل سیستم منجر شود. این تحقیق با توجه به رویکردهای مختلف جهت اندازه&rlm;گیری ریسک سیستمیک به دنبال انتخاب رویکرد بهتر برای اندازه&rlm;گیری ریسک سیستمیک است. انتخاب رویکرد بهتر با توجه به خطای پیش&rlm;بینی ارائه شده توسط هریک از مدل&rlm;ها است. مدل‌های به کار گرفته شده اعم از مدل&rlm;های گارچی چند متغیره، مدل ارائه شده توسط برانلس و انگل به نام VCT، مدل&rlm;های عاملی&rlm;، مدل&rlm;های آماری دومتغیره است. نتایج تحقیق نشان می&rlm;دهد که مدل پیشنهادی برانلس و انگل (VCT) خطای کمتری را نسبت به سایر مدل&rlm;ها از خود نشان داده است. Manuscript profile
Open Access Article
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2 - Estimation of the model of factors affecting financial stability of companies listed on the Tehran Stock Exchange
Amirali Bamzar Mohammadreza Mehrabanpour hossein Jahangirnia mozhgan safa

AbstractThe main purpose of this study is to estimate the model of factors affecting financial stability in companies listed on the Tehran Stock Exchange. The research method in terms of design was descriptive-analytical based on past events, field experiments, retrospe More

AbstractThe main purpose of this study is to estimate the model of factors affecting financial stability in companies listed on the Tehran Stock Exchange. The research method in terms of design was descriptive-analytical based on past events, field experiments, retrospective or causal after occurrence. A review of the literature, research, and interview results reveals five main themes that categorize the factors affecting financial stability in companies. In the following, the effect of these components on financial stability in companies is evaluated. For this purpose, the performance information of 130 companies that have been screened by the method of screening in the period 2015-2019. The results showed that, return on investment and profit to price ratio per share (from performance indicators), working capital (from resource management indicators), financial cost coverage (from financial structure indicators), instantaneous ratio (from indicators Liquidity indices) and institutional ownership (characteristics of the company) have a positive effect on the financial stability of companies. Also, receivables period (from resource management indicators), long-term debt ratio (from financial structure indicators), debt repayment period (from liquidity indicators) have had a negative impact on financial stability.key words: Financial stability, financial indicators, model estimation. Manuscript profile
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3 - A model for strengthening banks with approach of antifragility to financial crises
Ebrahim Partovi Mohammad hasan Maleki hosein Jahangirnia reza gholami jamkarani Seyyed kazem Chavoshi

The present study seeks to identify the factors affecting the strengthening of banks with the approach of antifragility and determine the priority of these factors and finally provide a solution to strengthen banks. The present study is mixed due to the use of qualitati More

The present study seeks to identify the factors affecting the strengthening of banks with the approach of antifragility and determine the priority of these factors and finally provide a solution to strengthen banks. The present study is mixed due to the use of qualitative and quantitative methods. The theoretical population of research is senior banking managers and experts in the field of resilience and economic resilience. The research sampling method was judgmental and non-probabilistic and samples were selected based on expertise in the field of research. Two tools of interview and questionnaire (expertise and SMART) were used to collect data. Binominal statistical test and SMART were used to analyze the research data. In the first stage, the effective factors on banking strengthening were extracted through literature systematic review and interviews with experts. Due to the large number of factors, low importance factors were eliminated by using Binominal test. The remaining 28 factors were classified into 6 main categories: risk acceptance, organizational structure, learning, high reliability, degree of system softness, and support mechanisms. Then, using the SMART, sub-factors were ranked in each category. According to the score of factors, the sub-criterion of the existence of stress analysis mechanisms in the risk acceptance factor has the highest priority. Sub-factors of system interchangeability, rational selection, creative destruction, holism, and the existence of support systems were given the highest priority in the remaining categories. Manuscript profile

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List of Articles حسین جهانگیرنیا