Identify and examine the process of impact of the most important variables affecting the banking crisis over time

The study of banking crises in the world over time shows that some of them are destructive. Institutional problems, economic and financial sanctions and even the spread of the Corona virus have significantly increased the likelihood of crisis in the country's banking system. The share of more than 80% of banks in financing financing investment in the country has doubled the importance of identifying the factors affecting the banking crisis. Banks are used. The present research is applied in terms of research method. Estimation of Bayesian averaging model and TVP_FAVAR in MATLAB 2021 software in 11-year period (2008-2019); it is going to happen. The sample is 10 banks listed on the Tehran Stock Exchange. Initially, 49 variables affecting the banking crisis were entered into the model and 12 non-fragile variables affecting the financial crisis were identified using the Bayesian averaging model approach. The output of the results shows that the banking crisis index in the Iranian economy is multifaceted because the variables related to monetary and financial sector policy makers affect it; The results of the TVPFAVAR model also show that the effect of variables affecting the banking crisis is generally positive and strong, and this effect is generally stronger in the long run than in the short run; As a result, in order to reduce the banking crisis, medical and discretionary policies can not prevent the occurrence of the banking crisis, and institutional and fundamental policies and infrastructures are needed.