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:: Volume 9, Issue 32 (11-2020) ::
mieaoi 2020, 9(32): 211-243 Back to browse issues page
The Impact of Repo and Slope of Yield Curve on Bank Profitability in Iran
Zakiyeh Rahimi 1, Javad Harati2
1- Master of Economics, Bojnourd University (Corresponding Author)
2- Assistant Professor of Economics, Bojnourd University
Abstract:   (646 Views)
Profitability is one of the most important indicators of bankschr('39') performance. Therefore, studying the state of profitability of the banking system and the factors affecting it is of particular importance. The main purpose of this study was to investigate the effect of various factors on the profitability of active commercial banks in the banking system of Iran during the period of 1384-1388 using a dynamic panel model (GMM), on three indicators of return on equity (ROA), return on equity (ROE) ) and net income income (NIM). The general results of estimated models indicate that financial leverage variables and asset growth rate have a negative and significant effect on the return on asset and return on equity, and has a positive effect on net interest margin. GDP growth rates, Repo, Slope of yield curve and Hirschman Harpindal Index have a positive and significant effect on the return on Asset and return on equity, and have a negative effect on net interest margin. But the impact of the Hirschman Harpindal Index on equity returns is meaningless.
Keywords: Interbank interest rate, generalized torque method, net interest income
Full-Text [PDF 1297 kb]   (92 Downloads)    
Article type: Research | Subject: Special
Received: 2020/03/29 | Accepted: 2020/10/20 | Published: 2020/11/22
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rahimi Z, harati J. The Impact of Repo and Slope of Yield Curve on Bank Profitability in Iran. mieaoi. 2020; 9 (32) :211-243
URL: http://mieaoi.ir/article-1-939-en.html


Volume 9, Issue 32 (11-2020) Back to browse issues page
نشریه اقتصاد و بانکداری اسلامی Islamic Economics & Banking
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