The Relationship Between Monetary Policy Shocks and the Performance of Bank Mellat in Selected Branches of East Azerbaijan
Subject Areas :
Reza Mohammadi
1
,
monireh dizaji
2
*
,
Seyedali Paytakhti oskoii
3
,
Parviz Mohammadzadeh
4
1 - Department of Economics, Ta.C., Islamic Azad University , Tabriz, Iran.
2 - Department of Economics, Tabriz Branch, Islamic Azad university, Tabriz, Iran
3 - Department of Economics, Tabriz Branch, Islamic Azad University, Tabriz, Iran
4 - Professor of Economics, Faculty of Economics and Management, University of Tabriz
Keywords: Bank performance, monetary policy, monetary shock, BVAR method, Bank Mellat.,
Abstract :
The concept of banking performance in Bank Mellat means evaluating the quality and success of this bank in achieving its financial, credit, operational, service and management goals. This performance is defined based on macro-banking indicators, but given the structure, goals and specific policies of Bank Mellat, it also has specific characteristics. Accordingly, paying attention to the relationship of this issue with monetary policy shocks is of particular importance. Monetary policy shocks can have positive or negative effects on Bank Mellat's performance through the various channels mentioned. These effects depend on the bank's response, the quality of risk management and its adaptive policies. Accordingly, in this study, the effect of monetary policy shocks on the performance of Bank Mellat in selected branches from 1390 to 1402 was examined seasonally using the BVAR method in 4 fourth-level branches of East Azerbaijan province, which include Jolfa, Osku, Saeb and Sufian. The results of the long-term studies show that payment facilities, exchange rates and interest rates have been able to predict 10.28, 8.15 and 1.18 percent of the changes in the performance of the Jolfa branch, 4.82 percent, 11.24 percent and 0.08 percent of the changes in the performance of the Osku branch, 5.21 percent, 13.96 percent and 4.10 percent of the changes in the performance of the Saeb branch, 5.09 percent and 19.90 percent of the changes in the performance of the Sufian branch, respectively.