Investigation of the Relationship between Liquidity and Risk of Accepted Banks On the Tehran Stock Exchange

Risk can be addressed in any area, one of which is banking and banking activities, and banks are given special attention because of their importance in the economic system. The main purpose of this study was to investigate the relationship between liquidity and risk taking of banks listed in Tehran Stock Exchange. This research is an applied research in terms of purpose and is classified according to the method and nature of correlation research. Data analysis was performed using fixed effects regression method (PATL). The statistical population of this study was the banks listed in Tehran Stock Exchange during the period of 1391 to 1396. Using the knockout screening sampling method, 9 banks were studied in six months as the sample size. Data were analyzed and processed using standard econometric methods and regression models. Eviews software was used for this purpose. The findings of this study showed that the liquidity of year t has a significant effect on the liquidity risk of the banks listed in Tehran Stock Exchange. It was also found that the liquidity of year t-1 had no significant effect on the liquidity risk. With regard to credit risk, it was found that the liquidity of year t and year t-1 had no significant effect on the credit risk of the banks listed in the Tehran Stock Exchange.