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

Tayyebeh Pourmand Bakhshayesh () and Zarifeh Pourmand Bakhshayesh ()
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Tayyebeh Pourmand Bakhshayesh: University of Tabriz
Zarifeh Pourmand Bakhshayesh: Islamic Azad University, Tabriz Branch

Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), 2018, vol. 10, issue 34, 708-681

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.

JEL-codes: E40 E52 G24 G32 (search for similar items in EconPapers)
Date: 2018
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