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:: year 10, Issue 34 (1-2018) ::
JMBR 2018, 10(34): 708-681 Back to browse issues page
A Survey of Factors Affecting Bank Deposits with Emphasis on Credit Risk and Market Risk
Tayyebeh Pourmand Bakhshayesh1, Zarifeh Pourmand Bakhshayesh 2
1- University of Tabriz
2- Islamic Azad University, Tabriz Branch
Abstract:   (509 Views)

This study is aimed to investigate effective factors on the absorption of banking deposits with emphasis on credit risk and market risk. In this paper, we use using the AutoRegressive Distributed Lag (ARDL) model to examine our hypothesis. In Addition, data are collected from the Iranian economy for the period of 1999-2015. The credit risk is measured by Non-performing Loan ratio. Also, the market risk indicators include four variables: inflation rate, market exchange rate, stock prices, and bank deposit rate. Moreover, GDP is used in the model as an explanatory variable. According to the results, the credit risk index has a negative effect on the bank deposit in all four models. Furthermore, GDP has a positive impact on the bank deposits.  The market risk indicators have significant effects on the bank deposits but with different signs. The exchange rate, deposits rate, and stock price have positive effects and the inflation rate has a negative effect.

Full-Text [PDF 1481 kb]   (379 Downloads)    
Type of Study: Empirical Study | Subject: Monetary Policy, Central Banking, and the Supply of Money and Credit (E5)
Received: 2017/10/6 | Accepted: 2018/07/3 | Published: 2018/07/25
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year 10, Issue 34 (1-2018) Back to browse issues page
فصلنامه پژوهش‌های پولی-بانکی Journal of Monetary & Banking Research
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