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A Survey of Factors Affecting Bank Deposits with Emphasis on Credit Risk and Market Risk (in Persian)

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  • Pourmand Bakhshayesh, Tayyebeh

    (University of Tabriz)

  • Pourmand Bakhshayesh, Zarifeh

    (Islamic Azad University, Tabriz Branch)

Abstract

This study is aimed to investigate effective factors on the absorption of banking deposits with emphasis on credit risk and market risk. In this paper, we use using the AutoRegressive Distributed Lag (ARDL) model to examine our hypothesis. In Addition, data are collected from the Iranian economy for the period of 1999-2015. The credit risk is measured by Non-performing Loan ratio. Also, the market risk indicators include four variables: inflation rate, market exchange rate, stock prices, and bank deposit rate. Moreover, GDP is used in the model as an explanatory variable. According to the results, the credit risk index has a negative effect on the bank deposit in all four models. Furthermore, GDP has a positive impact on the bank deposits. The market risk indicators have significant effects on the bank deposits but with different signs. The exchange rate, deposits rate, and stock price have positive effects and the inflation rate has a negative effect.

Suggested Citation

  • Pourmand Bakhshayesh, Tayyebeh & Pourmand Bakhshayesh, Zarifeh, 2018. "A Survey of Factors Affecting Bank Deposits with Emphasis on Credit Risk and Market Risk (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. 10(34), pages 708-681, January.
    • Handle: RePEc:mbr:jmbres:v:10:y:2018:i:34:p:708-681
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    More about this item

    JEL classification:

    • E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

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