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:: Volume 8, Issue 31 (Quarterly Journal of Fiscal and Economics Policies 2020) ::
2020, 8(31): 139-170 Back to browse issues page
Estimation of Bankruptcy Immunity in Government and Private Banks of Iran (Duration Models Approach)
Mehrdad Rezaei Dr, Javad Salahi , Marjan Damankeshideh Dr, Hossein Mirzaei, Majid Afsharirad
Abstract:   (496 Views)
In the wake of recent financial crisis, large banks have been considered as important factors in financial markets in the world, since these bankschr(chr(chr('39')39chr('39'))39chr(chr('39')39chr('39'))) failure could affect the whole economy by extending systemic risk. With regard to this issue, when large banks face insolvency or bankruptcy, larger part of economy would be affected, and with the interconnectedness between banks and financial institutions, the effects of large bankschr(chr(chr('39')39chr('39'))39chr(chr('39')39chr('39'))) bankruptcy will have greater impact on the real economy. After financial crisis, many studies have concentrated on the failure of TBTF banks, and the role of these banks in the incident of financial crisis. Number of specialists emphasize on bank size and Basel Committee on Banking Supervision regulated by the classification of banks and their systemically important banks. In this paper, the bankruptcy immunity Period has been estimated for 25 government and private banks of iran by applying duration model approach. The empirical findings showed that the return on equity and banks capital have positive and significant effects on the bankruptcy immunity Period and the period of  bankruptcy immunity is 2.68.
Keywords: Bankruptcy Immunity Periods, Duration Model Approach, Government and Private Banks
Full-Text [PDF 822 kb]   (92 Downloads)    
Type of Study: Research | Subject: Special
Received: 2020/11/13 | Accepted: 2020/12/20 | Published: 2020/12/20
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Rezaei M, Salahi J, Damankeshideh M, Mirzaei H, Afsharirad M. Estimation of Bankruptcy Immunity in Government and Private Banks of Iran (Duration Models Approach). quarterly journal of fiscal and Economic policies. 2020; 8 (31) :139-170
URL: http://qjfep.ir/article-1-1157-en.html


Volume 8, Issue 31 (Quarterly Journal of Fiscal and Economics Policies 2020) Back to browse issues page
فصلنامه سیاستهای مالی و اقتصادی Quarterly Journal of Fiscal and Economic Policies
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