Modeling the role of banking risks on the performance of the banking system and macroeconomic variables with the DSGE model approach

The purpose of this study was to investigate the effect of banking system risks on bank performance and macroeconomic variables. For this purpose, credit, liquidity, market and operational risks were used as the most important risks of the banking system. In order to analyze the results, the dynamic...

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Bibliographic Details
Main Authors: Yazdan Gudarzi Farahani, Seyedhadi Arabi, Omid Ali Adeli
Format: Article
Language:fas
Published: Semnan University 2021-08-01
Series:مدلسازی اقتصادسنجی
Subjects:
Online Access:https://jem.semnan.ac.ir/article_5877_65920e2a8313cca3b01cca17268f1cec.pdf