Asset and Liability Management to Control Liquidity Risk in Iran
Asset and liability management includes a set of specialized tools and techniques to create value for shareholders and control risk. The banking system is the heart of every economic system and its performance is affected by many factors such as liquidity risk. Some of the factors involved in liquid...
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| Format: | Article |
| Language: | fas |
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Iran Banking Institute
2019-03-01
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| Series: | مطالعات مالی و بانکداری اسلامی |
| Subjects: | |
| Online Access: | http://jifb.ibi.ac.ir/article_93911_99238fec511a4f7d258a2fa763cb05e9.pdf |
| _version_ | 1819120350188797952 |
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| author | Mahshid Shahchera Alireza Dehgan Nayyeri |
| author_facet | Mahshid Shahchera Alireza Dehgan Nayyeri |
| author_sort | Mahshid Shahchera |
| collection | DOAJ |
| description | Asset and liability management includes a set of specialized tools and techniques to create value for shareholders and control risk. The banking system is the heart of every economic system and its performance is affected by many factors such as liquidity risk. Some of the factors involved in liquidity risk include non-performing loans, capital ratios, and bank size. In this research, we try to examine the relationship between the factors affecting liquidity risk and the indicators of the banking system affecting resource and cost management (equity ratio, return on assets and credit risk). In addition, we have evaluated the impact of macroeconomic variables on bank liquidity risk. Using an econometric model with generalized method of moment (GMM) as an estimation approach, we conclude that there are relationship between these variables (independent variables) and liquidity risk. |
| first_indexed | 2024-12-22T06:19:16Z |
| format | Article |
| id | doaj.art-04fe29250cfc4e86a14461b929f031a1 |
| institution | Directory Open Access Journal |
| issn | 2588-3569 2588-4433 |
| language | fas |
| last_indexed | 2024-12-22T06:19:16Z |
| publishDate | 2019-03-01 |
| publisher | Iran Banking Institute |
| record_format | Article |
| series | مطالعات مالی و بانکداری اسلامی |
| spelling | doaj.art-04fe29250cfc4e86a14461b929f031a12022-12-21T18:35:59ZfasIran Banking Instituteمطالعات مالی و بانکداری اسلامی2588-35692588-44332019-03-014پاییز13093911Asset and Liability Management to Control Liquidity Risk in IranMahshid Shahchera0Alireza Dehgan Nayyeri1Faculty Member of Banking, Monetary and Banking Research Institute, Tehran, IranM. A. in Economics, Islamic Azad University, Science and Research Branch, Tehran, IranAsset and liability management includes a set of specialized tools and techniques to create value for shareholders and control risk. The banking system is the heart of every economic system and its performance is affected by many factors such as liquidity risk. Some of the factors involved in liquidity risk include non-performing loans, capital ratios, and bank size. In this research, we try to examine the relationship between the factors affecting liquidity risk and the indicators of the banking system affecting resource and cost management (equity ratio, return on assets and credit risk). In addition, we have evaluated the impact of macroeconomic variables on bank liquidity risk. Using an econometric model with generalized method of moment (GMM) as an estimation approach, we conclude that there are relationship between these variables (independent variables) and liquidity risk.http://jifb.ibi.ac.ir/article_93911_99238fec511a4f7d258a2fa763cb05e9.pdfLiquidity riskNPLCapital RatioBank SizeGMM |
| spellingShingle | Mahshid Shahchera Alireza Dehgan Nayyeri Asset and Liability Management to Control Liquidity Risk in Iran مطالعات مالی و بانکداری اسلامی Liquidity risk NPL Capital Ratio Bank Size GMM |
| title | Asset and Liability Management to Control
Liquidity Risk in Iran |
| title_full | Asset and Liability Management to Control
Liquidity Risk in Iran |
| title_fullStr | Asset and Liability Management to Control
Liquidity Risk in Iran |
| title_full_unstemmed | Asset and Liability Management to Control
Liquidity Risk in Iran |
| title_short | Asset and Liability Management to Control
Liquidity Risk in Iran |
| title_sort | asset and liability management to control liquidity risk in iran |
| topic | Liquidity risk NPL Capital Ratio Bank Size GMM |
| url | http://jifb.ibi.ac.ir/article_93911_99238fec511a4f7d258a2fa763cb05e9.pdf |
| work_keys_str_mv | AT mahshidshahchera assetandliabilitymanagementtocontrolliquidityriskiniran AT alirezadehgannayyeri assetandliabilitymanagementtocontrolliquidityriskiniran |