Measure of the fragility of the banking system of Iran based on BSFI

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POUREBADOLLAHAN COVICH MOHSEN; ASGHARPOUR HOSSEIN; FALLAHI FIROUZ; Sattarrostami Hemmat

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Journal: Financial Economics Year:2019 | Volume:12 | Issue:45 Page(s): 1-26

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Title

Measure of the fragility of the banking system of Iran based on BSFI

Author(s)

POUREBADOLLAHAN COVICH MOHSEN | ASGHARPOUR HOSSEIN | FALLAHI FIROUZ | Sattarrostami Hemmat | Issue Writer Certificate

Keywords

excessive risk-takingQ2

banking System fragilityQ2

banking crisesQ2

IranQ1

Abstract

Unlike case of currency crises, construction of a time series index to identify banking crisis episodes is highly difficult, particularly because of the lack of reliable data on banking sector variables such as the level of non− performing loans. Accordingly, existing methods used to pinpoint banking crisis years are generally event− based. These methods due to the use of events such as closures, mergers, runs on financial institutions, and government emergency measures may suffer from selection bias. For this purpose, This paper uses seasonally time series data of Iran during 1381: 1-1394: 4 for construction the banking sector fragility index (BSFI) to measure the levels of fragility and risk-taking within the Iranian banking sector. The BSFI identified three main episodes of excessive risk-taking and two periods of high fragility over the study period. Two periods of high fragility in the banking sector resulted in banking sector difficulties in 2001 and 2009 respectively, mainly attributed to shocks emanating from the electoral cycle. Overall, the BSFI seems to be highly useful in measurement and monitoring of banking sector fragility.

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APA: Copy

POUREBADOLLAHAN COVICH, MOHSEN, ASGHARPOUR, HOSSEIN, FALLAHI, FIROUZ, & Sattarrostami, Hemmat. (2019). Measure of the fragility of the banking system of Iran based on BSFI. JOURNAL OF FINANCIAL ECONOMICS (FINANCIAL ECONOMICS AND DEVELOPMENT), 12(45 ), 1-26. SID. https://sid.ir/paper/229105/en

Vancouver: Copy

POUREBADOLLAHAN COVICH MOHSEN, ASGHARPOUR HOSSEIN, FALLAHI FIROUZ, Sattarrostami Hemmat. Measure of the fragility of the banking system of Iran based on BSFI. JOURNAL OF FINANCIAL ECONOMICS (FINANCIAL ECONOMICS AND DEVELOPMENT)[Internet]. 2019;12(45 ):1-26. Available from: https://sid.ir/paper/229105/en

IEEE: Copy

MOHSEN POUREBADOLLAHAN COVICH, HOSSEIN ASGHARPOUR, FIROUZ FALLAHI, and Hemmat Sattarrostami, “Measure of the fragility of the banking system of Iran based on BSFI,” JOURNAL OF FINANCIAL ECONOMICS (FINANCIAL ECONOMICS AND DEVELOPMENT), vol. 12, no. 45 , pp. 1–26, 2019, [Online]. Available: https://sid.ir/paper/229105/en

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