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:: year 7, Issue 21 (Autumn 2014) ::
JMBR 2014, 7(21): 407-423 Back to browse issues page
Impact of Business Cycles on Capital Buffers in the Iranian Banking System
Mahshid Shahchera * , Ali Hasanzadeh , Simin MirHashemi
Abstract:   (3099 Views)

In this paper, the effect of business cycle on the capital buffer of Iranian banking system is analyzed. Two models are estimated using Generalized Method of Moments (2001-2009). The results indicate that in the first model, the reserve requirements ratio (as an index of monetary policy), business cycles, the size of banks and non-performing loans have a significant inverse effect on bank capital buffers. But return on equity variable and bank capital buffers in the previous period have a significant positive effect on bank capital buffers. The results of the second model indicate that bank capital buffers and loan growth rate in the previous period and business cycle have a significant positive effect on loan growth rate variable.

Full-Text [PDF 544 kb]   (1957 Downloads)    
Type of Study: Empirical Study |
Received: 2015/06/24 | Accepted: 2015/06/24 | Published: 2015/06/24


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year 7, Issue 21 (Autumn 2014) Back to browse issues page
فصلنامه پژوهش‌های پولی-بانکی Journal of Monetary & Banking Research
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