Deposits Funding and Loan Volatility in Iranian Banking System
Author(s):
Article Type:
Research/Original Article (دارای رتبه معتبر)
Abstract:
Banks may well perform differently in lending to firms according to their funding structure. This paper surveys the relation between Loan volatility and deposit in Iranian banking system. The extent to which bank lending is connected to funding structure is affected by the banks characteristics (such as capital structure, profitability, and the measure of non-performing loans). To analyze this relation, therefore, this paper uses Dynamic panel data of banks.
This paper using a unique dataset of Iranian banking system and dynamic panel data show that loan volatility has statistically strongly significant effect on the deposits. Banks respond to loan shocks by mainly adjusting their deposits volumes. This paper measures bank uncertainty by measures of bank loan volume volatility and use the GARCH Method. According to the results, Loan SD and loan GARCH as Loan volatility have negative effect on deposit ratio in Iranian banking systems.
This paper using a unique dataset of Iranian banking system and dynamic panel data show that loan volatility has statistically strongly significant effect on the deposits. Banks respond to loan shocks by mainly adjusting their deposits volumes. This paper measures bank uncertainty by measures of bank loan volume volatility and use the GARCH Method. According to the results, Loan SD and loan GARCH as Loan volatility have negative effect on deposit ratio in Iranian banking systems.
Keywords:
Language:
Persian
Published:
Iranian Journal of Economic Studies, Volume:5 Issue: 2, Autumn 2016
Pages:
223 to 234
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