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Impact of Business Cycles on Capital Buffers in the Iranian Banking System (in Persian)

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  • Shahchera, Mahshid

    (Iran)

  • Hasanzadeh, Ali

    (Iran)

  • MirHashemi, Simin

    (Iran)

Abstract

In this paper, the effect of business cycle on the capital buffer of Iranian banking system is analyzed. Two models are estimated using Generalized Method of Moments (2001-2009). The results indicate that in the first model, the reserve requirements ratio (as an index of monetary policy), business cycles, the size of banks and non-performing loans have a significant inverse effect on bank capital buffers. But return on equity variable and bank capital buffers in the previous period have a significant positive effect on bank capital buffers. The results of the second model indicate that bank capital buffers and loan growth rate in the previous period and business cycle have a significant positive effect on loan growth rate variable.

Suggested Citation

  • Shahchera, Mahshid & Hasanzadeh, Ali & MirHashemi, Simin, 2014. "Impact of Business Cycles on Capital Buffers in the Iranian Banking System (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 7(21), pages 407-423, October.
    • Handle: RePEc:mbr:jmbres:v:7:y:2014:i:21:p:407-423
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    More about this item

    JEL classification:

    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • E59 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Other

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