The Effect of Macroeconomc Conditions on Bank's Profit: (The Case of one of the Private Banks in Iran)

Hadi Heidari and Azam Ahmadian

Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), 2012, vol. 4, issue 12, 71-100

Abstract: In this paper we use the Vector autoregression with exogenous variables (VARX) model to examine the impact of macroeconomic shocks on profit and loss of a private bank in Iran. Net interest and non interest income variables as indicators of the bank\

Keywords: Profit and Loss; XVAR; Stress Test; Macroeconomic Shocks (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:mbr:jmbres:v:4:y:2012:i:12:p:71-100

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