The Effect Of Capital Buffer On The Relationship Between Liquidity Risk And Market and Book Risk Taking Of The Banks

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

Baradaran Hasanzadea Rasol; HESHMAT NESA; Solatikhosroshahi Ebrahim

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: Journal of Monetary and Banking Research Year:2019 | Volume:12 | Issue:40 Page(s): 197-222

Download Full-Text

Persian Verion

View:

621

Download:

Cites:

Information Journal Paper

Title

The Effect Of Capital Buffer On The Relationship Between Liquidity Risk And Market and Book Risk Taking Of The Banks

Author(s)

Baradaran Hasanzadea Rasol | HESHMAT NESA | Solatikhosroshahi Ebrahim | Issue Writer Certificate

Keywords

Not Registered.

Abstract

This research examines the effect of the Capital Buffer, on banks as a regulatory and controlling factor on the relationship between liquidity risk and banks' risk aversion. In this study, eight banks were surveyed for the period of 2011-2014. In order to measure the Capital Buffer criterion, the legal deposit rates of central bank of the Islamic Republic of Iran has been used. For measuring the liquidity risk, the three criteria of the ratio of loans to deposit, the ratio of deposit composition and deposit ratio to assets have been used, and according to Khan et al (2016), risk taking of the bank has been using two benchmarks for the bank's book and market risk taking. The results of the research show that the interactive capital buffer and liquidity risk variable have a significant and reverse relationship with the bank's risk-taking. But the results of the research on the same effect of the legal reserve on the relationship between liquidity risk and market riskiness of the bank were only confirmed in the total deposits to total assets (the inverse criterion of risk-taking) criteria.

Cites

No record.

References

No record.

Cite

APA: Copy

Baradaran Hasanzadea, Rasol, HESHMAT, NESA, & Solatikhosroshahi, Ebrahim. (2019). The Effect Of Capital Buffer On The Relationship Between Liquidity Risk And Market and Book Risk Taking Of The Banks. JOURNAL OF MONETARY AND BANKING RESEARCHES, 12(40 ), 197-222. SID. https://sid.ir/paper/367533/en

Vancouver: Copy

Baradaran Hasanzadea Rasol, HESHMAT NESA, Solatikhosroshahi Ebrahim. The Effect Of Capital Buffer On The Relationship Between Liquidity Risk And Market and Book Risk Taking Of The Banks. JOURNAL OF MONETARY AND BANKING RESEARCHES[Internet]. 2019;12(40 ):197-222. Available from: https://sid.ir/paper/367533/en

IEEE: Copy

Rasol Baradaran Hasanzadea, NESA HESHMAT, and Ebrahim Solatikhosroshahi, “The Effect Of Capital Buffer On The Relationship Between Liquidity Risk And Market and Book Risk Taking Of The Banks,” JOURNAL OF MONETARY AND BANKING RESEARCHES, vol. 12, no. 40 , pp. 197–222, 2019, [Online]. Available: https://sid.ir/paper/367533/en

Related Journal Papers