List of Articles Banking risk

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  1 - Modeling the Relationship between Efficiency, Risk and Capital in the Iranian Banking System
  sayed majid koocheki mohammad hasan janani Mohammadreza Setayesh Mahmoud Hematfar
  AbstractIn this study, we first calculate and estimate the efficiency of all banks listed in the Iranian Stock Exchange in the period 2012-2012. This estimation is made using the model of Eegner et al. (1977). Then, using the three-stage model presented by Shrews & More

  AbstractIn this study, we first calculate and estimate the efficiency of all banks listed in the Iranian Stock Exchange in the period 2012-2012. This estimation is made using the model of Eegner et al. (1977). Then, using the three-stage model presented by Shrews & Dahl (1992), Kay Van & Eisenberg (1997) and Altonbass et al (2007), using the Simultaneous Equation Path Analysis method to investigate the relationship between productivity, risk and We have capitalized and calculated the direct and indirect impact of these variables and their impact on each other. The results show that the model used is appropriate and there is a significant relationship between these three variables. The data obtained from this analysis, based on the adjusted coefficient of determination obtained from the research model, show that the impact of productivity and banking risk on capital is greater.Keywords: Banking Productivity, Banking Risk, Capital, Route Analysis Manuscript profile
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  2 - Identifying and Determining Factors Affecting the Resilience of the Iranian Banking System
  Azadeh Afshari Sara Ghobadi Hosein Sharifi Renani
  10.30495/eco.2023.1982528.2739
  According to the emphasis of the Ball Committee, the survival rate of any economy is proportional to the resilience rate of its banks, and, when economic crises occur, the resilience of banks is too important. Then the purpose of this research is to investigate the indi More

  According to the emphasis of the Ball Committee, the survival rate of any economy is proportional to the resilience rate of its banks, and, when economic crises occur, the resilience of banks is too important. Then the purpose of this research is to investigate the indicators of the development of the banking sector that can affect the resilience of the Iranian banking system. Therefore, with the help of previous research, some factors were identified and the data were collected for 30 banks and credit institutions during the years 2000 to 2020 in the form of unbalanced panels. After that, the level of resilience was calculated with the help of the Volare index, and the type of relationships was evaluated with the help of the dynamic data panel method. The results showed that among the 18 indicators investigated as factors affecting the resilience of the Iranian banking system, only 9 factors are nonlinearly related to resilience. Resilience variables of the previous period, banking efficiency, the ratio of Interest-Free Income to total income, and the ratio of low-cost resources to total resources, have a direct relationship with resilience, and the indicators of bank size, shareholders' equity to debt, the ratio of loans to free resources, the ratio of the cost of doubtful loans to total expenses and the level of risk tolerance, had an indirect relationship. Also, private or public banks had no significant relationship with resilience. In conclusion, the resilience process of Iranian banks from 2000 to 2020 was drawn. Manuscript profile
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  3 - Non-Interest Income, Profitability and Risk in Banking Industry
  Amir Ali Farhang Abolghasem Esna Ashari Asghar Abolhasani Mohammad Reza Ranjbar Fallah Jahangir Biabani
  The aim of this study is evaluating the effect of non-interest income on the risk and profitability of the banking industry by using systematic GMM during 1384 to 1393. The findings show that the increase of non-interest income results in the increase of profitability a More

  The aim of this study is evaluating the effect of non-interest income on the risk and profitability of the banking industry by using systematic GMM during 1384 to 1393. The findings show that the increase of non-interest income results in the increase of profitability and the decrease of risk in Iran's banking system and there is a significant positive relationship between the concentration index and bank risk in such a way that the increase of concentration index results in increase of banks' risks. On the base of the research results and current problems of Iran's banking system, paying attention to banks' money making ability through non-interest income can be considered as a major solution. Manuscript profile