چکیده:
Banks may perform differently in lending to firms according to their funding structures. This paper surveyed the relation between loan volatility and deposits 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 survey employed the dynamic panel data of the banks. Using a unique dataset of Iranian banking system and the dynamic panel data it was found that loan volatility has a statistically significant effect on the deposits. Banks respond to loan shocks mainly by adjusting their deposits volumes. According to the results, loan volatility has negative effects on deposit ratio in the Iranian banking system.
خلاصه ماشینی:
This paper surveyed the relation between loan volatility and deposits 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.
Using a unique dataset of Iranian banking system and the dynamic panel data it was found that loan volatility has a statistically significant effect on the deposits.
According to the results, loan volatility has negative effects on deposit ratio in the Iranian banking system.
Liability structure Banking deposit Loan volatility Dynamic panel data GARCH method Keywords: 1.
Wholesale liabilities can be adjusted the cost rather than the retail deposit and balance sheet of bank related to credit boom and volatility.
They argued that volume of deposits changes and banks face unstable in funding for loans.
3. Funding and loan volatility Deposits as important factors in funding affect the lending and volatility of the banking systems.
This paper explored the loan volatility and funding in the Iranian banking system.
4. Empirical Model This paper surveyed the relationships between loan volatility and deposit ratio in the Iranian banking system.
Banks face to a high degree of uncertainty, the volatility of loans increases and this concept create that the share of deposits in liabilities decreases.
The loan and assets can be funding of resources and deposit in liability structure.
The results indicate the statistically significant negative relationship between bank volatility and structure of deposits.