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

Mahshid Shahchera, Ali Hasanzadeh and Simin MirHashemi
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Mahshid Shahchera: Iran
Ali Hasanzadeh: Iran
Simin MirHashemi: Iran

Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), 2014, vol. 7, issue 21, 407-423

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.

JEL-codes: C23 E32 E59 (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:mbr:jmbres:v:7:y:2014:i:21:p:407-423

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