مطالب مرتبط با کلیدواژه

Stability


۱.

Risk disclosure, stability and the economic consequences in the banking system(مقاله علمی وزارت علوم)

کلیدواژه‌ها: Risk disclosure Stability Economics consequences Content Analysis The Banking system

حوزه‌های تخصصی:
تعداد بازدید : ۴۰۱ تعداد دانلود : ۴۷۸
Shareholders in the capital market always demand Reporting and disclosure and based on information that disclosure; they change their expectations of risk and returns. Disclosure has an economic consequence and the risk disclosure, in addition to economic consequences, has an effect on financial and banking stability. In this paper, we survey the risk disclosure of economic consequences and its effect on banking stability. We count the number of the risk disclosures in Iranian banks' financial statements by using the quantitative content analysis methodology and indexation of Iran's risk disclosure regulation. According to the estimation of panel data from 18 banks to period 2011-2016, we find that risk disclosure has a negative and significant relationship with stability and a positive and significant relationship with the cost of capital.
۲.

Liquidity Coverage Ratio, Ownership, Stability: Evidence from Iran(مقاله علمی وزارت علوم)

کلیدواژه‌ها: Banking Stability GMM Liquidity Coverage Ratio

حوزه‌های تخصصی:
تعداد بازدید : ۲۸۹ تعداد دانلود : ۱۸۴
The Basel Committee on Banking Supervision (BCBS), in response to the recent financial crisis, has developed new stability rules aimed at preventing financial crises in the future. This paper uses the new Liquidity Ratio (LCR) and attempts to determine the impact of this ratio on the stability of the banking system. The objective of the LCR is to promote the short-term resilience of the liquidity risk profile of banks. It does this by ensuring that banks have an adequate stock of unencumbered high-quality liquid assets. The LCR will expand the banking sector’s ability to bear shocks arising from financial and economic stress. We find that liquidity coverage ratio as a requirement in the regulation develops bank stability. Specifically, banks with more liquidity coverage ratio are more stable. The role of banking ownership is also pursued as another goal in the paper. According to the results, there is the positive effect of the liquidity coverage ratio on stability in private banks and there are the negative effects of the liquidity coverage ratio on stability in state and specialist banks. We find that there is a difference between state banks and specialized banks with private banks. The state and specialized bank have more liquidity risk than private banks in Iran.
۳.

Epidemiological Model for Stability Analysis of Wireless Sensor Network under Malware Attack(مقاله علمی وزارت علوم)

نویسنده:

کلیدواژه‌ها: Basic Reproduction Number Malware Security Stability Wireless Sensor Network

حوزه‌های تخصصی:
تعداد بازدید : ۲۴۱ تعداد دانلود : ۹۵
Malware attack is growing day by day in cyberspace. And Wireless Sensor Network (WSN) is also facing a hazardous type of situation due to attack of malware (malicious code, virus, worm etc.). Malwares target sensor nodes easily because, nodes are equipped with limited resources. Hence, security of WSN against malware attack is one of the imperative requisite. Malware spreads in the entire network wirelessly, which initiates from single infectious node and spread in the whole WSN. In this way the complete network comes under the security threat. Therefore, it is mandatory to apply the security technique through which to secure WSN against malware attacks. To secure WSN due to malware attacks a quarantine based model has been proposed. The proposed model consists of various epidemic states namely: Susceptible Carrier - Infectious - Quarantine - Recovered - Susceptible (SCIQRS). The model explained the propagation dynamics of malware in WSN and proposed a technique to prevent its propagation. The technique of quarantine along with recovery is to much effective in prevailing of malware propagation in WSN. For the determination of WSN stability and equilibrium points the expression of basic reproduction number has been obtained. Malware propagation is affected by different network parameters, which has been also discussed. The comparative investigation of proposed model has been carried out with existing model. The proposed model has been substantiated by simulation outcomes