جستجوی مقالات مرتبط با کلیدواژه "نسبت کفایت سرمایه" در نشریات گروه "اقتصاد"

One of the most important factors affecting the creation of liquidity in Iran's banking network is the capital adequacy ratio. Based on this, the present study aims to investigate the role of capital adequacy requirements on money creation in the banking system based on Bal III committee as well as the effects of other variables such as inflation, exchange rate, non-performing loans, and profitability of the banking network in Iran in the period of 2010:1-2021:1 with seasonal frequency using structural vector autoregression model. The results show that a positive shock to inflation, exchange rate, and profitability of banks increase money creation. But, a positive shock to capital adequacy ratio and non-performing loans has not had a significant effect on money creation. This finding indicates that the banking system has practically not reacted to changes in capital adequacy due to the lack of executive guarantee in applying the capital adequacy requirements. And as a result, capital adequacy requirements have not been able to play their role in restricting money creation. Also, the results show that the creation of bank money in Iran is mainly influenced by macro-level variables so that inflation and exchange rate respectively played the most important role in explaining the changes in the creation of bank money.

Regarding the special role of banks in the economic system of countries and the world, there are considerable regulatory and control rules applied to them. With the rise and growth of Islamic banking, various studies and studies have been conducted to analyze the performance and regulatory mechanisms of this industry. The rules of the Basel 2 agreement are among the most important in the international agreement, which is designed to provide banking security. Among the issues raised in this agreement, the observance of minimum capital adequacy has received much research attention. Given the inherent differences and constraints facing Islamic banks in Iran, Basel Committee's capital ratios may not necessarily be appropriate for this banking system. Then, by modeling its impact on bank profitability as the most important motivational index of banks, its optimal value for the Iranian banking system is determined. The results show that the designed model is well able to explain the relationship between capital adequacy and profit efficiency and the optimal capital adequacy ratio for optimizing bank profit efficiency was estimated at 12.5%.In the same way that healthy and efficient banks can be effective in economic growth, their unhealthy and poor performance can also lead to financial and economic crises. The WFTC has been reviewing and proposing capital requirements since 1988 and, most importantly, observing the minimum capital adequacy of banks. Calculation of capital adequacy requires consideration of capital and risk weighted assets. Due to the significant difference between the methods of financing and the use of funds and the type of contracts and payloads in the Islamic bank with the conventional bank, it is necessary to calculate and determine the minimum capital adequacy for an Islamic bank after identifying and classifying various types of assets, liabilities and capital And the amount of risk associated with each of them, taking into account its specific financial features. Therefore, this research intends to assess the suitability of a set of the most important indicators of banking healthy indicators, namely, capital ratios. To this end, the ratio of capital ratios (tire1+tire2) to risk weighted assets with technical efficiency of Islamic banks of Iran is reviewed. After calculating the technical efficiency index of banks by CCR and BCC, eight panel data regression models for the period 2003-2015 were estimated for 21 banks and more than 190 statistical samples. The results show that all four capital indicators have a positive and significant effect on the technical efficiency of the banks. However, tire1 capital to total assets ratio is the best explanatory variable among capital ratios for banking performance.