List of Articles SYMBOL Model

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  1 - Calculating the probability of default of sample banks in Iran Using The Systemic Model Of Banking Originated Losses(SYMBOL)
  Mohsen Golniya Ramin Khochiani Hamid Asayesh
  The probability of default is the degree of certainty that a particular bank will default or that the counterparty will not repay its obligations according to the agreement. This article seeks to calculate the default probability of sample banks in the banking network o More

  The probability of default is the degree of certainty that a particular bank will default or that the counterparty will not repay its obligations according to the agreement. This article seeks to calculate the default probability of sample banks in the banking network of Iran, for this purpose, using the new approach of the systemic model of bank losses and the Monte Carlo simulation method, to calculate the probability of bank default in the two cases of the presence and absence of contagion effects between Bank is paid. The sample includes 15 Iranian banks and the time period of 2017. The results indicate that in the studied sample, the situation of banks' capital is not favorable for covering leading risks, the probability of bank defaults has a negative and significant relationship with the criteria of banks' excess capital, and with the increase of inter-bank correlation, a kind of There is a cluster effect of bank defaults, and the default of one or more banks can lead to a banking crisis and the collapse of the entire banking system. Manuscript profile
• Open Access Article
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  • Full-Text
  
  2 - Assessing the Adequacy of Deposit Insurance in Iran Using The Systemic Model Of Banking Originated Losses(SYMBOL)
  Mohsen Golniya Ramin khochiani Hamid Asaiesh
  DIS are designed to protect depositors by guaranteeing the repayment of funds owed by depositors of banks and other member credit institutions in the event of bankruptcy. This paper uses the SYMBOL and the Monte Carlo simulation method to calculate the systemic risk of More

  DIS are designed to protect depositors by guaranteeing the repayment of funds owed by depositors of banks and other member credit institutions in the event of bankruptcy. This paper uses the SYMBOL and the Monte Carlo simulation method to calculate the systemic risk of the Iranian banking network. For this purpose, first, the probability of default of banks, using their balance sheet information, is estimated independently, and then, with the entry of the interbank market, the probability of default of banks in the presence of the spread of effects between Banking is measured and by obtaining the distribution of banks' losses, in both cases, the amount of coverage of these losses by the Deposit Guarantee Fund is examined and the capital adequacy of the Deposit Guarantee Fund is evaluated. The sample includes 15 Iranian banks and the period of 1397. The results show that the target size of the Deposit Guarantee Fund, in cases without and despite interbank effects, covers 91.5% and 87.5% of the losses, respectively. Failure of one or more banks can lead to Banking crisis and the collapse of the entire banking system, and it is necessary for regulators to take measures to prevent possible banking crises. Manuscript profile