ASSESSMENT AND PRESENTING A PROPER PARADIGM TO IDENTIFY, MEASURE AND CONTROL THE FINANCIAL RISKS IN FINANCIAL AND CREDIT INSTITUTIONS (CASE STUDY: MELLAT BANK)

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TAGHAVI M.; KHODAEI VALAHZAGHARD M.

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Journal: Journal of Management Future Research Year:2010 | Volume:21 | Issue:86 Page(s): 1-10

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Information Journal Paper

Title

ASSESSMENT AND PRESENTING A PROPER PARADIGM TO IDENTIFY, MEASURE AND CONTROL THE FINANCIAL RISKS IN FINANCIAL AND CREDIT INSTITUTIONS (CASE STUDY: MELLAT BANK)

Author(s)

TAGHAVI M. | KHODAEI VALAHZAGHARD M. | Issue Writer Certificate

Keywords

FINANCIAL RISKQ2

LIQUIDITY RISKQ1

EXCHANGE RATE RISKQ3

INTEREST RATE RISKQ3

VALUE AT RISK (VAR)Q3

STRUCTURAL EQUATION MODELING (SEM)Q3

LINEAR STRUCTURAL RELATIONSHIPS (LISREL)Q3

Abstract

Financial and Credit Institutions are threatened by different types of risks. The main objective in this research is to assess and present a proper paradigm to identify, measure, and control the FINANCIAL RISKs in financial and credit institutions. The method of research according is applied upon implementation and correlation methods, and ex-post facto and is accomplished in Bank Mellat. Sampling is intentional, and the sample volume was determined by the researcher. Required data for this research were collected daily from 39 regional offices of the Mellat Bank between 2005 and 2007. Structural Equation Modeling (SEM) and Linear Structural Relationships (LISREL) were used to analyze the research data. This study shows that the impact of loans and investment on LIQUIDITY RISK, the impact of assets and foreign currency debts on foreign currency risk, and the impact of interest sensitive assets and debts volatility variant on interest risks meaningful.

Cites

BANK AND MACROECONOMIC VARIABLES EFFICIENCY IN RISK MANAGEMENT

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APA: Copy

TAGHAVI, M., & KHODAEI VALAHZAGHARD, M.. (2010). ASSESSMENT AND PRESENTING A PROPER PARADIGM TO IDENTIFY, MEASURE AND CONTROL THE FINANCIAL RISKS IN FINANCIAL AND CREDIT INSTITUTIONS (CASE STUDY: MELLAT BANK). JOURNAL OF MANAGEMENT FUTURES RESEARCH(JOURNAL OF MANAGEMENT RESEARCH), 21(86), 1-10. SID. https://sid.ir/paper/204135/en

Vancouver: Copy

TAGHAVI M., KHODAEI VALAHZAGHARD M.. ASSESSMENT AND PRESENTING A PROPER PARADIGM TO IDENTIFY, MEASURE AND CONTROL THE FINANCIAL RISKS IN FINANCIAL AND CREDIT INSTITUTIONS (CASE STUDY: MELLAT BANK). JOURNAL OF MANAGEMENT FUTURES RESEARCH(JOURNAL OF MANAGEMENT RESEARCH)[Internet]. 2010;21(86):1-10. Available from: https://sid.ir/paper/204135/en

IEEE: Copy

M. TAGHAVI, and M. KHODAEI VALAHZAGHARD, “ASSESSMENT AND PRESENTING A PROPER PARADIGM TO IDENTIFY, MEASURE AND CONTROL THE FINANCIAL RISKS IN FINANCIAL AND CREDIT INSTITUTIONS (CASE STUDY: MELLAT BANK),” JOURNAL OF MANAGEMENT FUTURES RESEARCH(JOURNAL OF MANAGEMENT RESEARCH), vol. 21, no. 86, pp. 1–10, 2010, [Online]. Available: https://sid.ir/paper/204135/en

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