Designing and presenting a model to determine the effect of macroeconomic and banking variables on the occurrence of asset freezing in the country's banking system

In this article, the goal is to design and present a model to determine the effect of macroeconomic and banking variables on the occurrence of asset freezing in the country's banking system using meta-heuristic models. The current research is applied in terms of purpose, in terms of research method, correlation analysis type and in terms of overall research design, post-event and retrospective. In order to answer the research questions, the annual data of macroeconomic and banking variables, during the period of 1399-1390, were collected and using the test of regression models in EViews, Smart PLS software and also the neural network model. It was estimated in SPSS Modeler software. The estimation results of the regression model of the first hypothesis in EViews software showed that the economic variables of GDP, unemployment rate and interest rate, consumer price index, currency strength at the error level of one percent and the economic growth rate variable at the error level of ten percent have a significant relationship. They have a dependent variable (asset freezing). Also, the estimation results of the structural model of the first hypothesis in the PLS software are significantly aligned with the output of the Eviuse software. So; The first research hypothesis is confirmed. Also, the results of the regression model estimation of the second hypothesis in EViews software showed that the intra-bank variable of the bank size ratio, return on equity, and the amount of liquidity at the error level of ten percent, and the variables of capital adequacy, return on assets, bank capital, at the error level of one percent. The percentage has a significant relationship with the dependent variable (asset freezing). Also, the estimation results of the structural model of the second hypothesis in the PLS software are significantly aligned with the output of the Eviuse software. So; The second research hypothesis is also confirmed.