{"title":"The behaviour of the risk based capital adequacy ratio in Iran’s banking system","authors":"E. Rezaei","doi":"10.1080/17520843.2021.1988671","DOIUrl":null,"url":null,"abstract":"ABSTRACT This study was carried out to identify the determinants of the behaviour of public and private banks in determining their risk and capital over 2001–2016 period by considering the banks’ risk and capital simultaneously. The model was estimated using 2SLS-RE and GMM methods. According to the results, the endogeneity of two variables of risk and capital in equations cannot be rejected. It should be noted that this study does not reject a significant relationship between the risk and thecapital to risk (weighted) assets ratio (CRAR) over the study period.","PeriodicalId":42943,"journal":{"name":"Macroeconomics and Finance in Emerging Market Economies","volume":null,"pages":null},"PeriodicalIF":1.1000,"publicationDate":"2021-10-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Macroeconomics and Finance in Emerging Market Economies","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/17520843.2021.1988671","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"ECONOMICS","Score":null,"Total":0}
引用次数: 0
Abstract
ABSTRACT This study was carried out to identify the determinants of the behaviour of public and private banks in determining their risk and capital over 2001–2016 period by considering the banks’ risk and capital simultaneously. The model was estimated using 2SLS-RE and GMM methods. According to the results, the endogeneity of two variables of risk and capital in equations cannot be rejected. It should be noted that this study does not reject a significant relationship between the risk and thecapital to risk (weighted) assets ratio (CRAR) over the study period.
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