بررسي تأثير متغيرهاي كلان اقتصادي بر شاخص ريسك عملياتي بانك هاي دولتي، مطالعه موردي: عراق

The occurrence of banking crises in recent decades in industrial countries, an‎d especially in developing countries, due to reasons such as deposit flight, increasing non-performing loans, economic recession, etc., has disrupted the order of financial markets an‎d provided the grounds for bankruptcy of many banks. Examining the impact of macroeconomic variables on the operational risk index of state banks in Iraq is important from theoretical perspectives. First, this research helps to better understan‎d the relationship between macroeconomic conditions an‎d bank performance. Macroeconomic variables such as economic growth rate, inflation rate, an‎d interest rate can have profound effects on the operational risks of banks. Given the economic an‎d political conditions of this country, examining the impact of macroeconomic variables on operational risk can play an important role in identifying the weaknesses an‎d strengths of the banking system an‎d providing solutions to improve their performance. In this regard, the present research has been conducted with the aim of explaining an‎d examining the impact of macroeconomic variables on the operational risk index of state banks, case study: the economy of Iraq. The present research is a type of applied research. Also, this research is a type of structural equation in the field of banking, in which statistical relationships an‎d mathematical models have been used to examine an‎d explain the research variables. Data has also been collected through field an‎d document mining methods. Also, the forward research is among the quantitative researches that are carried out in the form of experimental researches. The statistical population of the present study is all banks an‎d credit institutions under the supervision of the Central Bank of Iraq, which is 160. Therefore, based on Cochranʹs formula, the number of samples for a broad an‎d unknown community was estimated at 113 banks an‎d institutions, which were surveyed using the cluster analysis sampling method. In terms of how to infer the research hypotheses, this research falls into the group of research on the relationships between variables, because the structural equation model has been used to discover the relationships between variables. It was analyzed using Smart PLS software an‎d significant relationships an‎d factor loadings between variables were obtained. The research findings showed that the variable "economic growth" is influenced by the variables "exchange rate", "inflation rate", "bank interest rate" an‎d "GDP growth" respectively with coefficients of 0.480, 0.457, 0.520, an‎d 0.659 as effective factors in explaining economic growth changes are considered, an‎d this research enables bank managers an‎d decision-makers in Iraq to play an important role in identifying an‎d managing the operational risks of banks, an‎d as a result guarantees the stability an‎d health of the banking system of this country.

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