فهرست مطالب simin mirhashemi

Despite the recent attention to the potential impact of monetary policy on bank risk taking incentives, large research typically concentrated on the relationship between monetary policy instance and availability of bank credit and didn’t provide a model that import the bank risk taking incentives. This paper attempts to fill this gap in existing studies. For this purpose, we considered the bank risk taking index along with other indicators (such as size, liquidity and capitalization) that traditionally has been applied in the bank lending channel studies to assess the ability and willingness of banks to supply new loans. Thus, bank lending channel examination of Iran`s banking network through banking risk is the aim of this paper, For this purpose, the index of bank risk taking instance will be used in the common monetary transmission mechanism and the generalized method of moments (GMM) will be used to estimate the model. The results show that bank risks have negative effects on their lending and also the interaction between bank risk index and monetary policy, as expected, is negative.

Since the liquidity shortage has some undesirable consequences for banks، the evaluation of different strategies of providing liquidity is very important. In normal market conditions، there are plenty of adjustment strategies available for banks which allow them to have higher liquid assets when they face higher payment obligations. This paper mainly focuses on three strategies of liquidity management in country''s banking system in above conditions. The main aim of current paper is to test three strategies of liquidity management based on the recommendations of Basel Committee in the condition of increasing the payment obligations of the banking network، by applying Generalized Method of Moments (GMM) method. We used the data from 20 Iranian commercial banks for the period 2001-2009. Results show that there is a positive relationship between payment obligations and securities stock growth rates and also between payment obligations and repayments of loans growth rates. However there is a diverse relation between payment obligations and long-term loans growth rates.