نوع مقاله : مقاله پژوهشی
نویسندگان
1 دانشجوی دکترای دانشگاه آزاد واحد فیروزکوه
2 هیات علمی دانشگاه ازاد اسلامی واحد فیروزکوه
3 هیات علمی دانشگاه آزاد واحد فیروزکوه
4 هیات علمی دانشگاه آزاد اسلامی واحد فیروزکوه
چکیده
کلیدواژه‌ها
موضوعات
عنوان مقاله [English]
نویسندگان [English]
The policies used by governments in emerging and less developed economies in the financial transition have always faced the question of how the central bank's monetary policy and currency policy have had on banks' risk. In this study, the impact of monetary and currency policy on the risk of commercial banks of Iran has been investigated and a sample consisting of 15 stock banks from 2007 to 1400 was investigated using quantum regression and space mode. . For this purpose, the role of the bank size, the profitability and competitiveness of the banks and the economic growth and the inflation rate in the adjustment of the impact of monetary policy and currency policy on banks' liquidity were also examined. Estimates have shown that monetary and currency policies are positive and significant with the risk of liquidity. In addition, the findings showed that banks with more liquidity risk are less affected by monetary policy. With the launch of sanctions, banks' liquidity risk has increased, but the impact has been far greater in the second period of sanctions, and the impact of monetary and currency policies on larger banks has increased. So small banks are less likely to go bankrupt than large banks. The risks of more profitable banks over the risk of liquidity have been most influenced by monetary policy. There is no significant statistical relationship between economic growth and liquidity risk and inflation rate with liquidity risk. Competitiveness with the risk of liquidity has a meaningful and meaningful relationship. With the increased liquidity risk, competitiveness between banks decreases.
کلیدواژه‌ها [English]
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