[Home ] [Archive]   [ فارسی ]  
:: year 12, Issue 42 (2-2020) ::
JMBR 2020, 12(42): 601-628 Back to browse issues page
Loan Portfolio Diversification, Market Structure and Financial Stability of Banks
Meysam Kaviani 1, Razie Ashraf2
1- Islamic Azad University
2- University of Alborz
Abstract:   (504 Views)
 The purpose of this study is to investigate the effect of bank loan portfolio diversification and market structure on the financial stability of banks in the countrychr('39')s capital market. In order to achieve the above goal, the financial data of 17 banks have been used as unbalanced panels in the period from 2005 to 2018. In this study, data analysis was performed using fixed effects models and generalized method of moments (GMM). The results show that diversification and market centralized structure have a positive and significant effect on bankschr('39') financial stability, and the effect of loan diversification on financial stability depends on the level of market concentration. Also, by examining the effect of independent variables on the components of financial stability index, the results show that the diversity of loan portfolio and bank market structure has a positive effect on return on assets and a negative and significant effect on deviation of return on assets. It had a negative effect on the ratio of capital to assets.
Full-Text [PDF 1287 kb]   (259 Downloads)    
Type of Study: Empirical Study | Subject: Financial Institutions and Services (G2)
Received: 2020/04/24 | Accepted: 2020/09/1 | Published: 2020/09/20
Send email to the article author

Add your comments about this article
Your username or Email:

CAPTCHA


XML   Persian Abstract   Print



year 12, Issue 42 (2-2020) Back to browse issues page
فصلنامه پژوهش‌های پولی-بانکی Journal of Monetary & Banking Research
Persian site map - English site map - Created in 0.05 seconds with 29 queries by YEKTAWEB 4280