اندازه‌گیری سلامت مالی بانک‌ها و اثر پذیری آن از اقلام زیر خط ترازنامه

 

 

 

References

Affinito, M. & Tagliaferri, E. (2010). Why do Banks Securitize their Loans? Evidence from Italy. Working Paper No. 741.

Aksu, M; Sakarya, Ş. & Aksu, S. (2018). Finansal istikrar ile doğrudan yabancı sermaye girişleri arasındaki ilişkinin analizi: Türkiye ekonomisinde bir uygulama [Anaylsis of the relationship between financial stability and foreign direct inflows: An analysis on the economy of Turkey] [Special issue]. Anemon Muş Alparslan Üniversitesi Sosyal Bilimler Dergisi, 6, 195-200.

Albulescu, C. T. (2008). Assessing Romanian financial sector stability: the importance of the international economic climate. MPRA Working Paper, No. 16581.

Almahadin, H. A; Kaddumi, T; & Qais, A. K. (2020). Banking soundness-financial stability nexus: empirical evidence from Jordan. Banks and Bank Systems, 15(3), 218.

Ashraf, A; & Tariq, Y. B. (2016). Evaluating the Financial Soundness of Banks: An Application of Bankometer on Pakistani Listed Banks. IUP Journal of Financial Risk Management, 13(3), 47– 63.

Bae, S. H. (2019). A study on determinants of financial soundness of savings banks. The Journal of the Convergence on Culture Technology, 5(4), 277-282.

Bourkhis, K; & Nabi, M. S. (2013). Islamic and conventional banks' soundness during the 2007–2008 financial crisis. Review of Financial economics, 22(2), 68-77.

Brewer, E; Jackson, W. E; & Moser, J. T. (1996). Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions. Journal of Money, Credit and banking, 28(3), 482-497.

Cabiles, N. A. S. (2011). Hedging Illiquidity Risk through Securitization: Evidence from Loan Commitments. Proceedings of the Annual Meeting of the Midwest Finance Association, Chicago.

Calmès, C; & Liu, Y. (2009). Financial structure change and banking income: A Canada–US comparison. Journal of International Financial Markets, Institutions and Money, 19(1), 128-139.

Calmès, C; & Théoret, R. (2010). The impact of off-balance-sheet activities on banks returns: An application of the ARCH-M to Canadian data. Journal of Banking & Finance, 34(7), 1719-1728.

Calomiris, C. & Mason, J. (2004). Credit Card Securitization and Regulatory Arbitrage. Journal of Financial Services Research, 26(1), 5-27.

Camelia, Ș. A; & Angela, R. (2013). A cross-country analysis of the banks’ financial soundness: The case of the CEE-3 countries. Annals of the University of Oradea: Economic Science Series, 22(1), 357-367.

Cao, Q; Zhu, T; Yu, W; & Tan, H. (2023). Off-balance sheet business development and bank efficiency: A financial innovation matching perspective. Heliyon, 9(6).

Cardone-Riportella, C; Samaniego-Medina, R; & Trujillo-Ponce, A. (2010). What drives bank securitisation? The Spanish experience. Journal of Banking & Finance, 34(11), 2639-2651.

Chadwick, M. G; & Ozturk, H. (2019). Measuring financial systemic stress for Turkey: A search for the best composite indicator. Economic Systems, 43(1), 151-172.

Chalaki, P; Heidari, M; & Dadashzadeh, A. (2016). The Investigation of Factors Affecting the Liquidity of Banks and Financial Credit Institutions in Iran. Financial management strategy, 4(1), 59-76. (In Persian).

Cheang, N; & Choy, I. (2011). Aggregate financial stability index for an early warning system. Macao monetary research bulletin, 21(1), 27-51.

Čihák, M. (2007). Systemic loss: A measure of financial stability. Czech Journal of Economics and Finance, 57(1-2), 5-26.

Cooper, E. W. (2011). Determinants of off‐balance sheet usage in private banks. Studies in Economics and Finance, 28(4), 248-259.

Davallou, M; Ghalari, H; & Safari, A. (2017). Off-Balance Sheet Activities and Commercial Banks' Performance. Financial Management Strategy, 5(2), 135-158. (In Persian).

Deyoung, R; Gron, A; Torna, G; & Winton, A. (2015). Risk overhang and loan portfolio decisions: Small business loan supply before and during the financial crisis. The Journal of Finance, 70(6), 2451-2488.

Elian, M. (2012). Determinants of off-balance sheet business in the case of GCC banking sectors. International Journal of Banking and Finance, 9(3), 46-68.

Haq, M; & Heaney, R. (2012). Factors determining European bank risk. Journal of International Financial Markets, Institutions and Money, 22(4), 696-718.

Hassan, M. K. (1992). The market's perception of the riskiness of large US Bank commercial letters of credit. Journal of Financial Services Research, 6(3), 207-221.

Hochberg, Y. V; Sapienza, P; & Vissing‐Jørgensen, A. (2009). A lobbying approach to evaluating the Sarbanes‐Oxley Act of 2002. Journal of Accounting Research, 47(2), 519-583.

Hu, W; Zhang, L; Li, X. X; & Wang, Z. J. (2019). Financial innovation, risk tolerance and profitability of commercial banks. In Financ. Forum (Vol. 24, pp. 31-47).

International Monetary Fund. (2006). Financial Soundness Indicators Compilation Guide.

International Monetary Fund. (2019). Financial Soundness Indicators Compilation Guide.

Ioannidis, C; Pasiouras, F; & Zopounidis, C. (2010). Assessing bank soundness with classification techniques. Omega, 38(5), 345-357.

Karanovic, G; & Karanovic, B. (2015). Developing an aggregate index for measuring financial stability in the Balkans. Procedia Economics and Finance, 33, 3-17.

Kashian, R. D; & Tao, R. (2014). Off-balance sheet activities and community bank performance. Journal of Economic Studies, 41(6), 789-807.

Kasselaki, M. T; & Tagkalakis, A. O. (2014). Financial soundness indicators and financial crisis episodes. Annals of Finance, 10(4), 623-669.

Khasawneh, A. Y; & Al-Khadash, H. A. (2014). Risk and profitability in Middle East and North Africa banking system: An examination of off balance sheet activities. The International Journal of Business and Finance Research, 8(3), 13-26.

Koç, Y. D; & Karahan, F. (2017). Türk bankacılık sektöründe finansal sağlamlığın belirleyicileri [Financial stability indicators of Turkish banking sector]. International Journal of Academic Value Studies, 3(15), 148-153.

Kočišová, K. (2015, October). Banking stability index: A cross-country study. Paper presented at the 15th International Conference on Finance and Banking. Czech Republic.

Lynge, M; & Lee, C. F. (1987). Total risk, systematic risk, and off-Balance sheet risk for large commercial banks. BEBR faculty working paper, No. 1398. University of Illinois at Urbana-Champaign.

Maliszewski, K. (2009). Measuring stability of the polish financial system by means of a synthetic index. In Proceedings of the 12th International Conference on Finance and Banking (pp. 364-384).

Morris, V. C. (2010). Measuring and forecasting financial stability: The composition of an aggregate financial stability index for Jamaica. Bank of Jamaica, 6(2), 34-51.

Nachane, D. M. & Saibal, G. (2007). An empirical analysis of the off- balance sheet activities of Indian banks. MPRA Paper No. 17304, Retrieved from Munich Personal RePEc.

Nachane, D. M; & Ghosh, S. (2007). An empirical analysis of the off-balance sheet activities of Indian banks. Journal of Emerging Market Finance, 6(1), 39-59.

Nosheen, & Rashid, A. (2021). Financial soundness of single versus dual banking system: explaining the role of Islamic banks. Portuguese Economic Journal, 20, 99-127.

Oladokun, N. O; Abdullah, S. K; & Ayadurai, C. (2019). Determinants of off-balance sheet (OBS) activities: a case of selected retail banks in Malaysia. Asia-Pacific Management Accounting Journal (APMAJ), 14(1), 95-113.

Perera, A; Ralston, D; & Wickramanayake, J. (2014). Impact of off-balance sheet banking on the bank lending channel of monetary transmission: Evidence from South Asia. Journal of International Financial Markets, Institutions and Money, 29, 195-216.

Pukhov, V. I. (2013). Formation of financial stability management system of commercial banks (Unpublished doctoral dissertation). State Management University, Moscow, Russia.

Puspitasari, D. M; Febrian, E; Anwar, M; Sudarsono, R; & Roespinoedji, D. (2020). Off-Balance Sheet Activities and Assessment on Tend to Default Bank Risk: Evidence from Rural Bank In Indonesia. PalArch's Journal of Archaeology of Egypt/Egyptology, 17(10), 1462-1470.

Saghafi, A; & Seif, V. (2005). Identifying and measuring financial ratios and fundamental economic variables affecting the health and stability of the banking system in Iran.  Economics Research, 5(17), 65-111.

Sanar, F; & Kara, M. (2016). Finansal İstikrar Kavramı Ve Türkiye İçin Finansal İstikrar Endeksi Önerisi [The concept of financial stability and financial stability index for Turkey]. Ekonomik Yaklaşim, 27(101).

Sensoy, A; Ozturk, K; & Hacihasanoglu, E. (2014). Constructing a financial fragility index for emerging countries. Finance Research Letters, 11(4), 410-419.

Shyu, Y. W. & Reichert, A. K. (2002). The determinants of derivative use by U.S. and foreign banks. Research in Finance, 19, 143-172.

Varlık, N; & Varlık, S. (2016). Risk Algısının Türkiye’de Bankacılık Sektörüne Etkileri: Bankacılık Sağlamlık Endeksi İle Bir Değerlendirme (The Effects of Risk Perception on Banking Sector in Turkey: An Assessment with Banking System Soundness Index). Yönetim ve Ekonomi Dergisi, 23(2), 545-563.

Yıldırım, F. (2021). Banking Soundness Index for Turkey: The Principal Component Analysis Approach. Ekonomi Politika ve Finans Araştırmaları Dergisi, 6(3), 845-861.

Ziadeh-Mikati, N. (2013). Bank risk exposure, bank failure and off balance sheet activities: An empirical analysis for US commercial banks. University of Limoges.