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Management Science Letters

ISSN 1923-9343 (Online) - ISSN 1923-9335 (Print) Quarterly Publication Volume 3 Issue 4 pp. 1223-1232 , 2013

The relationship between liquidity risk and credit risk in Islamic banking industry of Iran Pages 1223-1232 Download PDF

Authors: Hashem Nikomaram, Mehdi Taghavi, Somayeh Khalili Diman

DOI: 10.5267/j.msl.2013.02.025

Keywords: Bank Ownership, Bank Size, Credit Risk, Financial Crisis, Liquidity Risk

Abstract: An integrated risk management is a process, which enables banks to measure and manage all risks, simultaneously. The recent turbulent chaos on banking industry has increase the relative importance of risk management, more than before. This paper investigates the relationship between credit risk and liquidity risk among Iranian banks. The proposed study includes all private and governmental banks as population over the period 2005-2012. The results Pearson correlation has disclosed a positive and meaningful relationship between credit and liquidity risks. Bank size also impacts on two mentioned risk factors but we there seems to be no relationship between financial chaos and type of ownership with risk factors.

How to cite this paper

 Nikomaram, H., Taghavi, M & Diman, S. (2013). The relationship between liquidity risk and credit risk in Islamic banking industry of Iran.Management Science Letters , 3(4), 1223-1232.

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Journal: Management Science Letters | Year: 2013 | Volume: 3 | Issue: 4 | Views: 5902 | Reviews: 0

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