伊朗银行系统中基于风险的资本充足率行为

IF 1.1 Q3 ECONOMICS

Macroeconomics and Finance in Emerging Market Economies Pub Date : 2021-10-13 DOI:10.1080/17520843.2021.1988671

E. Rezaei

{"title":"伊朗银行系统中基于风险的资本充足率行为","authors":"E. Rezaei","doi":"10.1080/17520843.2021.1988671","DOIUrl":null,"url":null,"abstract":"ABSTRACT This study was carried out to identify the determinants of the behaviour of public and private banks in determining their risk and capital over 2001–2016 period by considering the banks’ risk and capital simultaneously. The model was estimated using 2SLS-RE and GMM methods. According to the results, the endogeneity of two variables of risk and capital in equations cannot be rejected. It should be noted that this study does not reject a significant relationship between the risk and thecapital to risk (weighted) assets ratio (CRAR) over the study period.","PeriodicalId":42943,"journal":{"name":"Macroeconomics and Finance in Emerging Market Economies","volume":null,"pages":null},"PeriodicalIF":1.1000,"publicationDate":"2021-10-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"The behaviour of the risk based capital adequacy ratio in Iran’s banking system\",\"authors\":\"E. Rezaei\",\"doi\":\"10.1080/17520843.2021.1988671\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"ABSTRACT This study was carried out to identify the determinants of the behaviour of public and private banks in determining their risk and capital over 2001–2016 period by considering the banks’ risk and capital simultaneously. The model was estimated using 2SLS-RE and GMM methods. According to the results, the endogeneity of two variables of risk and capital in equations cannot be rejected. It should be noted that this study does not reject a significant relationship between the risk and thecapital to risk (weighted) assets ratio (CRAR) over the study period.\",\"PeriodicalId\":42943,\"journal\":{\"name\":\"Macroeconomics and Finance in Emerging Market Economies\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2021-10-13\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Macroeconomics and Finance in Emerging Market Economies\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1080/17520843.2021.1988671\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"ECONOMICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Macroeconomics and Finance in Emerging Market Economies","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/17520843.2021.1988671","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"ECONOMICS","Score":null,"Total":0}

引用次数: 0

摘要

摘要本研究旨在通过同时考虑银行的风险和资本，确定2001-2006年期间公共和私人银行在确定其风险和资本方面的行为决定因素。使用2SLS-RE和GMM方法对模型进行了估计。结果表明，方程中风险和资本两个变量的内生性是不可否认的。需要注意的是，本研究并未否定研究期间风险与资本与风险（加权）资产比率（CRAR）之间的显著关系。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

The behaviour of the risk based capital adequacy ratio in Iran’s banking system

ABSTRACT This study was carried out to identify the determinants of the behaviour of public and private banks in determining their risk and capital over 2001–2016 period by considering the banks’ risk and capital simultaneously. The model was estimated using 2SLS-RE and GMM methods. According to the results, the endogeneity of two variables of risk and capital in equations cannot be rejected. It should be noted that this study does not reject a significant relationship between the risk and thecapital to risk (weighted) assets ratio (CRAR) over the study period.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Macroeconomics and Finance in Emerging Market Economies ECONOMICS-

CiteScore

2.40

自引率

7.70%

发文量