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Iranian Economic Review، جلد ۲۸، شماره ۳، صفحات ۱۰۵۰-۱۰۸۵
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عنوان انگلیسی Does Credit Risk across Different Sizes of Banking Industry Matter for the Stability of Banks in Iran: A Panel Threshold Regression Approach
چکیده انگلیسی مقاله This paper explores the association between credit risk and different types of bank stability based on Z-score across various bank size regimes by employing a panel threshold regression and an extensive dataset of 20 banking industries in Iran’s economy over the 2005–2020 period, although the choice of the starting and ending dates was based on the availability of data. The core finding is that in many cases, under all three measures of bank stability, credit risk at different threshold levels of bank scales has a positive impact on the z-score for all banks. In addition, we observed that the coefficients of other control variables including bank size, rate of return, liquidity risk, and funding risk on banking stability were based on our expectations. Moreover, the results revealed that the correlation between credit risk and bank stability was not homogenous, depending on whether the bank was state or private. Besides these, we found that for the state banking system in Iran, a concentration-stability view could be proved in the sense that larger banks may enhance profits. Based on the empirical evidence obtained, the findings offer some important implications for Iran’s policymakers.
کلیدواژه‌های انگلیسی مقاله Bank Size,credit risk,Iran,Panel Threshold Regression,Z-Score
نویسندگان مقاله Davoud Mahmoudinia |
Faculty of Economics and Administrative Sciences, Vali-e-Asr University of Rafsanjan, Rafsanjan, Iran

نشانی اینترنتی https://ier.ut.ac.ir/article_99256_8974f9be5399050c13b4775b84f551ce.pdf
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