meysam fadaee vahed Articles List

List of Articles meysam fadaee vahed

Open Access Article
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1 - Investigating the effect of risk and competitiveness indicators of banks on systemic risk with the marginal expected shortfall (MES) approach using the GMM model
meysam fadaee vahed mohammad Ali Dehghan Dehnavi ali divandari meysam amiry

Systemic risk has been considered as one of the new concepts in the field of finance since 2008 and this risk is more considered in the banking industry due to the close relationship between banks in their daily operations. Therefore, identifying the factors affecting t More

Systemic risk has been considered as one of the new concepts in the field of finance since 2008 and this risk is more considered in the banking industry due to the close relationship between banks in their daily operations. Therefore, identifying the factors affecting this risk in the banking industry is the main purpose of this study. In this study, the relationship between macroeconomic indicators (interest rate, economic growth rate and inflation), risk (liquidity and default risk) and competitiveness (Herfindahl-Hirschman index and asset size) using banks' data from 2009 to date and with The GMM data panel method was tested.The results of modeling show that there is a significant and direct relationship between default risk index (credit) and systemic risk of the banking industry. Also, in all competition indicators, including Herfindahl-Hirschman index and the size of banks, there is a direct relationship, and in macroeconomic indicators, the relationship between interest rates and inflation with the systemic risk of banks is direct and significant. Manuscript profile
Open Access Article
- Abstract Page
- Full-Text
2 - Investigating the effect of risk and competitiveness indicators of the banking industry on the index of economic growth and consumer inflation in iran’s economy
meysam fadaee vahed mohammad Ali Dehghan Dehnavi ali divandari meysam amiry

In recent years, the country's economy has faced a major challenge in the index of economic growth and inflation, and several factors have contributed to this challenge. Many theorists believe that banks and their risks have contributed significantly to these economic f More

In recent years, the country's economy has faced a major challenge in the index of economic growth and inflation, and several factors have contributed to this challenge. Many theorists believe that banks and their risks have contributed significantly to these economic fluctuations. This study seeks to find an answer to the relationship between economic growth, inflation and risk and competitive banking indicators using the GMM model and quarterly data from the country's banks since 2007.The results show that there is a significant relationship between economic growth and systemic risk indicators and Herfindahl-Hirschman. With the increase in systemic risk of the banking sector and the Herfindahl-Hirschman index, the country's economic growth index has decreased; Therefore, it can be concluded that controlling and reducing the systemic risk of the banking network is very important to increase economic growth. On the other hand, banks' competition in the country's economy is not useful and effective for economic growth and destructive competition dominates the country's banking network. Regarding inflation, the relationship between the competitiveness of the banking industry and inflation is positive and one of the inflationary factors in the country's economy is the competition of banks. Manuscript profile

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