Investigation of Financial Crices Effect on Financial Risk in Iran During Years 2000-2017

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NAZARI ALIREZA; HAJI GHOLAMALI; Nobakht Javad

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Journal: IRANIAN JOURNAL OF APPLIED ECONOMICS Year:2019 | Volume:8 | Issue:27 Page(s): 27-34

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Title

Investigation of Financial Crices Effect on Financial Risk in Iran During Years 2000-2017

Author(s)

NAZARI ALIREZA | HAJI GHOLAMALI | Nobakht Javad | Issue Writer Certificate

Keywords

financial riskQ1

financial crisisQ1

banking systemQ2

panel dataQ2

Abstract

The main objective of this paper is to examine the effective factors on the financial risk in the Iran banking system with regard to the role of the financial crisis. For this purpose, the financial risk were considered as the mean of three risks include interest rate risk, credit risk and liquidity risk and then the effects of the financial crisis, macroeconomic factors(inflation and exchange rates) and banking specific factors(size, profitability and capital adequacy) on it, was assessed in the context of multivariate regression model. This model, using data from 13 banks of Iran during years of 2000 to 2017, was estimated using panel data with fixed effects. The results indicate that the banks' financial risks in terms of financial crisis is more than the absence of financial crisis. In addition, among macroeconomic variables, only inflation has significant and positive impact on the banks' financial risk, whereas all of banking specific factors have significant and negative impact on the banks' financial risk. So banks, to a large extent, can reduce their financial risk in terms of financial crisis by determining the optimum values of their profitability, capital adequacy and size.

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APA: Copy

NAZARI, ALIREZA, HAJI, GHOLAMALI, & Nobakht, Javad. (2019). Investigation of Financial Crices Effect on Financial Risk in Iran During Years 2000-2017. IRANIAN JOURNAL OF APPLIED ECONOMICS, 8(27 ), 27-34. SID. https://sid.ir/paper/202026/en

Vancouver: Copy

NAZARI ALIREZA, HAJI GHOLAMALI, Nobakht Javad. Investigation of Financial Crices Effect on Financial Risk in Iran During Years 2000-2017. IRANIAN JOURNAL OF APPLIED ECONOMICS[Internet]. 2019;8(27 ):27-34. Available from: https://sid.ir/paper/202026/en

IEEE: Copy

ALIREZA NAZARI, GHOLAMALI HAJI, and Javad Nobakht, “Investigation of Financial Crices Effect on Financial Risk in Iran During Years 2000-2017,” IRANIAN JOURNAL OF APPLIED ECONOMICS, vol. 8, no. 27 , pp. 27–34, 2019, [Online]. Available: https://sid.ir/paper/202026/en

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