Impact of Macroeconomic and Management Quality Variables on the Profitability of Private Banks; Using Structural Panel VAR Approach

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Pourmehr Mehdi; SEPEHRDOUST HAMID; Naziri Kazem; MEHREGAN NADER

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Journal: JOURNAL OF ECONOMIC MODELING RESEARCH Year:2019 | Volume:9 | Issue:34 Page(s): 201-254

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Title

Impact of Macroeconomic and Management Quality Variables on the Profitability of Private Banks; Using Structural Panel VAR Approach

Author(s)

Pourmehr Mehdi | SEPEHRDOUST HAMID | Naziri Kazem | MEHREGAN NADER | Issue Writer Certificate

Keywords

Return on AssetsQ2

Return on EquityQ1

Net Interest MarginQ1

Abstract

Considering the importance of the Banking system in Iran economy and taking into account the strategic objectives of bank’ s activities to improve their performance indicators, the main objective of the present study was to investigate the impact of internal and external factors affecting the three profitability components; including the Return on Assets (ROA), Return on Equity (ROE) and the net income margin (NIM) indicators of 13 private banks' in Iran for the period 2006 to 2016; using structural autoregressive vector panel model. For this purpose, the macro level factors responsible for profitability of banks are divided into internal components; including the quality of management, asset quality, capital adequacy and liquidity and external components such as inflation rate, interest rates, the growth of GDP, and the development of the stock market. The results indicate that the percentage of coverage of liquidity and the ratio of Non-performing loans to total loan as internal bank variables have a negative effects and the growth of GDP as the external variable has positive effect on the profitability components.

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APA: Copy

Pourmehr, Mehdi, SEPEHRDOUST, HAMID, Naziri, Kazem, & MEHREGAN, NADER. (2019). Impact of Macroeconomic and Management Quality Variables on the Profitability of Private Banks; Using Structural Panel VAR Approach. JOURNAL OF ECONOMIC MODELING RESEARCH, 9(34 ), 201-254. SID. https://sid.ir/paper/380516/en

Vancouver: Copy

Pourmehr Mehdi, SEPEHRDOUST HAMID, Naziri Kazem, MEHREGAN NADER. Impact of Macroeconomic and Management Quality Variables on the Profitability of Private Banks; Using Structural Panel VAR Approach. JOURNAL OF ECONOMIC MODELING RESEARCH[Internet]. 2019;9(34 ):201-254. Available from: https://sid.ir/paper/380516/en

IEEE: Copy

Mehdi Pourmehr, HAMID SEPEHRDOUST, Kazem Naziri, and NADER MEHREGAN, “Impact of Macroeconomic and Management Quality Variables on the Profitability of Private Banks; Using Structural Panel VAR Approach,” JOURNAL OF ECONOMIC MODELING RESEARCH, vol. 9, no. 34 , pp. 201–254, 2019, [Online]. Available: https://sid.ir/paper/380516/en

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