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The Dynamic Effect of Operational Risk and Banking Stability | ||
| Iranian Economic Review | ||
| دوره 27، شماره 2، مهر 2023، صفحه 533-559 اصل مقاله (831.79 K) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22059/ier.2023.321962.1007136 | ||
| نویسندگان | ||
| Shahnaz Mashayekh1؛ Mandana Taheri* 2؛ Yasin Amini3؛ Mahshid Shahchera4 | ||
| 1Department of Accounting, Faculty of Social Sciences and Economics, Alzahra University, Tehran, Iran. | ||
| 2Department of Accounting, Faculty of Management And Accounting, Allameh Tabataba'i University, Tehran, Iran. | ||
| 3Faculty of Management, University of Tehran, Tehran, Iran. | ||
| 4Monetary and Banking Research Institute, Central Bank of Iran, Tehran, Iran. | ||
| چکیده | ||
| Banks learn the core operational vulnerabilities of their businesses and detect the risk indicators according to the operation vulnerabilities. In the last decade, operational risk was the main reason for firms' collapse. Operational risk inside the credit, market, and liquidity risk can affect the banking stability, which has not been studied much so far. This paper aims to investigate the research gaps in operational risk based on the guidelines of the Bank for International Settlements (BIS) for operational risk. We study the relationship between banking stability and operational risk by using a comprehensive analysis of the effect of operational risk and size on banking stability. This research uses data from the Iranian banking system over the period 2006–2015. The results show that operational risk has a significantly negative relationship with banking stability, and this is more intensified when we consider the size and complexity of the bank. | ||
| کلیدواژهها | ||
| Operational Risk؛ Z-Score؛ Size؛ Dynamic Panel Data | ||
| مراجع | ||
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