@article { author = {Teymoorian, Heydar and Jafari Nodoushan, Abbasali and Neshat, Najmeh}, title = {Investigating the effect of financial risk on the profitability and resilience of Iranian banks}, journal = {Sharif Journal of Industrial Engineering & Management}, volume = {}, number = {}, pages = {-}, year = {2024}, publisher = {Sharif University of Technology}, issn = {2676-4741}, eissn = {2676-475X}, doi = {10.24200/j65.2022.59933.2287}, abstract = {One of the most important issues in the banking industry is risk issues and risk management. At the top of the financial system of any economy is the banking industry, which in developing countries has the largest role of financial intermediation, so one of the biggest tasks of the bank is to create a balance in correct assessment and risk management so as to create sustainable profits and value for shareholders. The purpose of this study was to investigate the effect of credit risk, liquidity risk and capital adequacy ratio on profitability and resilience of Iranian banks using the panel data method during the period 2016 to 2021. The statistical population of this study includes 27 banks in the country that are operating with the permission of the Central Bank. In the present study, the variables of credit risk, liquidity risk and capital adequacy ratio are considered as independent variables and profitability and resilience are considered as dependent variables and data related to these variables are extracted from the website of the Central Bank and Iran Banking Higher Education Institute. At first, the significance of the data was investigated and the result showed that the data are significance. Also, based on the Chow and Hausman tests, the appropriate model for the problem was selected. Data normality test was also performed which the results show that all data are normal. Then, by performing the tests of error independence, heterogeneity of variance and alignment of independent variables, the final model of the research was fitted. The results showed that credit risk did not have a significant effect on profitability but had a negative and significant effect on resilience and also liquidity risk had a significant negative effect on both profitability and resilience. Among these, the capital adequacy ratio has a positive and significant effect on profitability and a negative and significant effect on liquidity.}, keywords = {Financial risk management,credit risk,liquidity risk,Profitability,Resilience}, title_fa = {بررسی تأثیر میزان ریسک مالی بر سودآوری و تاب‌آوری بانک‌های ایران}, abstract_fa = {هدف این تحقیق بررسی تأثیر ریسک اعتباری، نقدینگی و نسبت کفایت سرمایه بر سودآوری و تاب‏آوری بانک‌های ایران با استفاده از روش داده‌‌های پانل طی بازه زمانی 1394 تا 1399 می‌باشد. جامعه آماری تحقیق شامل 27 بانک است که با مجوز بانک مرکزی در حال فعالیت می‌باشند. داده‌های مربوط به متغیرهای تحقیق از سایت بانک مرکزی و موسسه آموزش عالی بانکداری ایران استخراج شده است. ابتدا مانایی داده‌ها بررسی و بر اساس آزمون‌های چاو و هاسمن، مدل مناسب برای مساله انتخاب گردید. سپس با انجام آزمون‌های استقلال خطا، ناهمسانی واریانس و همخطی متغیرهای مستقل، مدل نهایی تحقیق برازش شد. نتایج نشان داد که ریسک اعتباری تأثیر معناداری بر سودآوری نداشته اما تأثیر منفی و معناداری بر تاب‌آوری دارد. ریسک نقدینگی نیز تأثیر معنادار منفی بر سودآوری و تاب‌آوری دارد. در این میان نسبت کفایت سرمایه تأثیر مثبت و معناداری بر سودآوری و تأثیر منفی و معناداری بر تاب‌آوری داشته است.}, keywords_fa = {مدیریت ریسک مالی,ریسک اعتباری,ریسک نقدینگی,سودآوری,تاب‏ آوری}, url = {https://sjie.journals.sharif.edu/article_22994.html}, eprint = {https://sjie.journals.sharif.edu/article_22994_00ea5a2d16beb0a6cc2de6d8e7ba23d7.pdf} }