Interest Rate Risk
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The Role of Social Interest Rate Risk Management in the Relationship between Sustainability Performance and Investment Efficiency
Sustainability is a wide concept that contains other concepts such as social responsibility and has been investigated with concepts such as competition sustainability, reporting sustainability, and social sustainability. The present study aims to investigate the role of social interest rate risk management (SIRRM) in the relationship between sustainability performance and investment ef...
متن کاملInvestigating the Relationship between the Facility Interest Rate and the Bank Deposit Interest Rate in Iran
The facility interest rate is one of the most important macroeconomic variables. The bank facility interest rate is associated with other macro-economic variables, one of which is the bank deposit interest rate. Using the time series data of the 1973-2017 period and the simultaneous equation system, the researchers estimated four equations using the three-stage least squares method.The result o...
متن کاملAsymptotics for the infinite time ruin probability of a dependent risk model with a constant interest rate and dominatedly varying-tailed claim sizes
This paper mainly considers a nonstandard risk model with a constant interest rate, where both the claim sizes and the inter-arrival times follow some certain dependence structures. When the claim sizes are dominatedly varying-tailed, asymptotics for the infinite time ruin probability of the above dependent risk model have been given.
متن کاملThe Relationship Between the Facility Interest Rate and Three Main Variable of the Money Market In Iran (1986-2017)
The bank interest rate is one of the most important macroeconomic variable in each country economic. The purpose of this paper is find the relationship between the facility interest rate and three main variable of the money market.In Iran. this issue for equations the interest rate facility, the interest rate of deposit, inflation and credit risk utilizing the model simultaneous equation system...
متن کاملIdentification of Factors Affecting on Credit Risk in the Iran Banking Industry of Iran Using Stress Test
Credit risk is due to that recipients of the facility, deliberately or involuntarily, don’t have ability to repay their debts to the banking system that this risk is critical in Iran compared to the global. Therefore, the purpose of this study was to investigate the effect of macroeconomic variables on credit risk of Iranian banking industry during the 2006-2016 years and also simulation and pr...
متن کاملSurvival of the Interest Rate Based Debt Financing System
Evidence has been mounting (over the centuries) that the interest based debt financing regime is under ever increasing distress. All of the earlier crises whatever label they carried− exchange rate crisis or banking crisis – have been debt crises in essence. At the present, empirical research suggests that the debt-to-GDP ratio of the richest members of the G-20 threatens to touch 120% m...
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