اثر تنوع‌بخشی در پرتفوی تسهیلات بر ریسک اعتباری بانک ها

Acharya, V., Hasan, I. & Saunders, A. (2006). Should banks be diversified? Evidence from individual bank loan portfolios. Journal of Business, 79(3): 1355– 1412.

Baele, L., De Jonghe, O. & Vander Vennet, R. (2007). Does the stock market value bank diversification. Journal of Banking & Finance, 31(7): 1999- 2023.

Basel Committee on Banking Supervision. (1991). Measuring and controlling large credit exposures. Bank for International Settlement,Basel.

Bebczuk, R. & Galindo, A. (2008). Financial crisis and sectoral diversification of Argentine banks, 1999– 2004. Applied Financial Economics, 18(3): 199- 211.

Behr, A., Kamp, A., Memmel, C. & Pfingsten, A. (2007). Diversification and the banks' risk-return-characteristics: Evidence from loan portfolios of German banks. Discussion Paper, Series 2: Banking and Financial Supervision.

Berger, A. N., Hasan, I. & Zhou, M. (2010). The effects of focus versus diversification on bank performance: Evidence from Chinese banks. Journal of Banking & Finance, 34(7): 1417- 1435.

Deng, S. E., Elyasiani, E. & Mao, C. X. (2007). Diversification and the cost of debt of bank holding companies. Journal of Banking & Finance, 31(8): 2453- 2473.

Diamond, D. W. (1984). Financial intermediation and delegated monitoring. The Review of Economic Studies, 51(3): 393- 414.

Louzis, D. P., Vouldis, A. T. & Metaxas, V. L. (2012). Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios. Journal of Banking & Finance, 36(4): 1012- 1027.

Meyer, A. & Yeager, T. (2001). Are small rural banks vulnerable to local economic downturns. Review, Federal Reserve Bank of St. Louis.

Moshiri, A. & Karimi, M. (2008). Asset-Liability management at banking system: A proposed optimization model, using a jointly combination of GP and AHP approach, case study: KARAFARIN private bank. Journal of financial research, 9(1): 89- 114. (in Persian)

Omidinejad, M. (2012). Banking performance report 2006- 2011. Iran Banking Institute. (in Persian)

Parker, G. & Parsayan, A. (1999). Risk dimensions, risk management and it's application in financial institutions. Journal of financial research,4(2): 125- 144. (in Persian)

Pashaeefam, R. & Keshavarzian, A. (2011). Monetary policy in economic reform plan. Economic, cultural and social monthly magazine of bank Sepah.
(in Persian)

Pfingsten, A. & Rudolph, K. (2002). German bank's loan portfolio composition: Market-Orientation vs. specialization. Institute for Kreditwesen Discussion Paper, (02-02).

Reinhart, C. & Rogoff, S. (2010). Growth in a Time of Debt ,American Economic Review: Papers & Proceedings, 100: 573– 578.

Rossi, S. P., Schwaiger, M. S. & Winkler, G. (2009). How loan portfolio diversification affects risk, efficiency and capitalization: A managerial behavior model for Austrian banks. Journal of Banking & Finance, 33(12): 2218- 2226.

Tabak, B. M., Fazio, D. M. & Cajueiro, D. O. (2011). The effects of loan portfolio concentration on Brazilian bank’s return and risk. Journal of Banking & Finance, 35(11): 3065- 3076.

Talebi, M., Sahmani Asl, M. & Ashrafzadegan, M. (2012). The effects of Iran economic conditions on weak performance of Islamic banking system in Iran. Journal of financial research, 13(32): 73- 90. (in Persian)

Tehrani, R. & Tabatabaee, S. G. (2008). Evaluating the stability of systematic risk in Tehran stock exchange. Journal of financial research, 8(23): 13- 32.
(in Persian)