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Paper Information

Journal:   JOURNAL OF MONETARY AND BANKING RESEARCHES   WINTER 2017 , Volume 9 , Number 30 ; Page(s) 513 To 543.
 
Paper: 

RISK AND CAPITAL ADEQUACY RATIO: EVIDENCE FROM IRANIAN BANKS

 
 
Author(s):  TALEBI MOHAMMAD, SOLGI MOHAMMAD*
 
* UNIVERSITY OF IMAM HOSSAIN
 
Abstract: 

The main purpose of banking regulation is promoting banks resilience in crisis and reducing banks risk. This occurs by the market and regulatory pressure. In this paper, we attempt to investigate the causal relationship between capital adequacy ratio (CAR) and risk, adequacy of capital requirement in controlling risk and explore bank's behavior in a different level of capital ratio. Using data of Iranian banks in period of 1389-1394 and simultaneous equation model (SEM), the results show that first, there is mutual causal relationship between risk and capital, second, besides the regulatory pressure, market discipline affect the changes of capital ratio, and finally low-capitalized bank adjust their capital slower than other banks.

 
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APA: Copy

TALEBI, M., & SOLGI, M. (2017). RISK AND CAPITAL ADEQUACY RATIO: EVIDENCE FROM IRANIAN BANKS. JOURNAL OF MONETARY AND BANKING RESEARCHES, 9(30 ), 513-543. https://www.sid.ir/en/journal/ViewPaper.aspx?id=570993



Vancouver: Copy

TALEBI MOHAMMAD, SOLGI MOHAMMAD. RISK AND CAPITAL ADEQUACY RATIO: EVIDENCE FROM IRANIAN BANKS. JOURNAL OF MONETARY AND BANKING RESEARCHES. 2017 [cited 2021May18];9(30 ):513-543. Available from: https://www.sid.ir/en/journal/ViewPaper.aspx?id=570993



IEEE: Copy

TALEBI, M., SOLGI, M., 2017. RISK AND CAPITAL ADEQUACY RATIO: EVIDENCE FROM IRANIAN BANKS. JOURNAL OF MONETARY AND BANKING RESEARCHES, [online] 9(30 ), pp.513-543. Available: https://www.sid.ir/en/journal/ViewPaper.aspx?id=570993.



 
 
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