Combine CAMEL and Dupont models to investigate the effect of risk management on improving the quality of bank's assets

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KAMALI ELAHE; HANIFI FARHAD

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Title

Combine CAMEL and Dupont models to investigate the effect of risk management on improving the quality of bank's assets

Author(s)

KAMALI ELAHE | HANIFI FARHAD | Issue Writer Certificate

Keywords

DupontQ1

CAMELQ1

Solvency RiskQ1

Capital AdequacyQ1

Asset qualityQ1

Abstract

Banks considering the nature of their activities, are subjected to various risks and risk management is one of the essential activities in managing these institutions. Weak profitability, low Capital Adequacy, low liquidity, and low Asset quality will increase the fragility of the banking system. One of the significant sources of risk is the existence of risk-bearing portfolios and toxic assets in the banking system, which in turn has negative consequences for banks' fiscal balances. In this research, it has been attempted through the analysis of their financial statements and combining the CAMEL and Dupont models, the risk management situation in the Iran Stock Exchange's banks is investigated and its relationship with bank's asset management is examined to determine whether the risk management situation in Iran is affecting the quality of assets in the bank. The findings of the research show that there is a direct significant relationship between the net interest margin and Capital Adequacy with Asset quality, while the cash to short-term deposit ratio has a reverse relationship with Asset quality.

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APA: Copy

KAMALI, ELAHE, & HANIFI, FARHAD. (2020). Combine CAMEL and Dupont models to investigate the effect of risk management on improving the quality of bank's assets. FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES), 12(44 ), 153-167. SID. https://sid.ir/paper/200283/en

Vancouver: Copy

KAMALI ELAHE, HANIFI FARHAD. Combine CAMEL and Dupont models to investigate the effect of risk management on improving the quality of bank's assets. FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES)[Internet]. 2020;12(44 ):153-167. Available from: https://sid.ir/paper/200283/en

IEEE: Copy

ELAHE KAMALI, and FARHAD HANIFI, “Combine CAMEL and Dupont models to investigate the effect of risk management on improving the quality of bank's assets,” FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES), vol. 12, no. 44 , pp. 153–167, 2020, [Online]. Available: https://sid.ir/paper/200283/en

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