THE IMPORTANCE OF COMPOSITION OF ASSETS AND LIABILITIES IN DETERMINING BANKING SUPERVISION RATINGS

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AHMADIAN AZAM

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Journal: ECONOMIC RESEARCH REVIEW Year:2017 | Volume:17 | Issue:65 Page(s): 115-141

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Title

THE IMPORTANCE OF COMPOSITION OF ASSETS AND LIABILITIES IN DETERMINING BANKING SUPERVISION RATINGS

Author(s)

AHMADIAN AZAM | Issue Writer Certificate

Keywords

ASSETQ1

LIABILITYQ2

SUPERVISION RATINGQ1

CAMELS RATING METHODQ1

Abstract

The aim of this study is assessment of the combination of ASSET and LIABILITY on the banking SUPERVISION RATINGs. In this paper Camels Rating model is used for banking SUPERVISION RATING. Also, by using financial statements of Iranian bank for the period 2006-2014 and ordinal regression method, we have investigated the effect of composition of the portfolio's ASSETs and liabilities on banks’ ratings. The results of model validity, significance of regression and the prediction power tests show that the model is correct and it is suitability for future analysis and the predictive power of the model is 89 percent. The results show that the riskier the ASSET portfolio, the less likely the banks to be ranked higher in future periods and the more the probability of losing banks’ ratings in future periods. In addition, the more the share of stable sources in banks’ portfolio of liabilities, the higher the probability of having better ratings and the less the probability of losing banks’ ratings in future periods.

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APA: Copy

AHMADIAN, AZAM. (2017). THE IMPORTANCE OF COMPOSITION OF ASSETS AND LIABILITIES IN DETERMINING BANKING SUPERVISION RATINGS. ECONOMIC RESEARCH REVIEW, 17(65 ), 115-141. SID. https://sid.ir/paper/67331/en

Vancouver: Copy

AHMADIAN AZAM. THE IMPORTANCE OF COMPOSITION OF ASSETS AND LIABILITIES IN DETERMINING BANKING SUPERVISION RATINGS. ECONOMIC RESEARCH REVIEW[Internet]. 2017;17(65 ):115-141. Available from: https://sid.ir/paper/67331/en

IEEE: Copy

AZAM AHMADIAN, “THE IMPORTANCE OF COMPOSITION OF ASSETS AND LIABILITIES IN DETERMINING BANKING SUPERVISION RATINGS,” ECONOMIC RESEARCH REVIEW, vol. 17, no. 65 , pp. 115–141, 2017, [Online]. Available: https://sid.ir/paper/67331/en

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