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Iranian Economic Review، جلد ۲۷، شماره ۲، صفحات ۵۳۳-۵۵۹

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عنوان انگلیسی The Dynamic Effect of Operational Risk and Banking Stability
چکیده انگلیسی مقاله Banks learn the core operational vulnerabilities of their businesses and detect the risk indicators according to the operation vulnerabilities. In the last decade, operational risk was the main reason for firms' collapse. Operational risk inside the credit, market, and liquidity risk can affect the banking stability, which has not been studied much so far. This paper aims to investigate the research gaps in operational risk based on the guidelines of the Bank for International Settlements (BIS) for operational risk. We study the relationship between banking stability and operational risk by using a comprehensive analysis of the effect of operational risk and size on banking stability. This research uses data from the Iranian banking system over the period 2006–2015. The results show that operational risk has a significantly negative relationship with banking stability, and this is more intensified when we consider the size and complexity of the bank. 
کلیدواژه‌های انگلیسی مقاله Operational Risk, Z-Score, Size, Dynamic Panel Data

نویسندگان مقاله Shahnaz Mashayekh |
Department of Accounting, Faculty of Social Sciences and Economics, Alzahra University, Tehran, Iran.

Mandana Taheri |
Department of Accounting, Faculty of Management And Accounting, Allameh Tabataba'i University, Tehran, Iran.

Yasin Amini |
Faculty of Management, University of Tehran, Tehran, Iran.

Mahshid Shahchera |
Monetary and Banking Research Institute, Central Bank of Iran, Tehran, Iran.


نشانی اینترنتی https://ier.ut.ac.ir/article_94034_fc7610dd97eed382d620807b3f47a760.pdf
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