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Volume 14, Issue 51 (5-2025)
mieaoi 2025, 14(51): 69-96
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Risk-Adjusted Deposit Pricing and Its Impact on Moral Hazard in Iran's Banking System
Mahsa Farkhondeh
1
,
Hasan Ghalibaf Asl
2
1- PhD candidate, Alzahra University & -
2- Associate professor, Alzahra University & - ,
h.ghalibaf@alzahra.ac.ir
Abstract:
(119 Views)
The purpose of this research is to investigate the impact of risk-based deposit insurance pricing on moral hazard in Iran's banking system and comparing it with the mandated deposit insurance pricing system. To price the bank's risk-adjusted deposit insurance, the Black-Scholes method based on the option pricing theory. Also, according to the research of Islam (2009), the ratio of non-current facilities (past due, overdue, and doubtful access) to the total facilities was considered as an indicator of moral hazard.
This research used multivariate regression and the ordinary least squares method with a panel data approach to test the hypotheses. The results indicate that the pricing of the risk-adjusted deposit insurance and market data reduces moral hazard. Even though mandatory pricing causes an increase in moral hazard.
Article number: 3
Keywords:
Deposit Insurance
,
Option Pricing Theory
,
Moral Hazard
,
Non-performing Loans
,
Bank Runs
Full-Text
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Article type:
Research
|
Subject:
Special
Received: 2024/08/28 | Accepted: 2024/12/5 | Published: 2025/05/26
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Farkhondeh M, Ghalibaf Asl H. Risk-Adjusted Deposit Pricing and Its Impact on Moral Hazard in Iran's Banking System. mieaoi 2025; 14 (51) : 3
URL:
http://mieaoi.ir/article-1-1668-en.html
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Volume 14, Issue 51 (5-2025)
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