أثر LTDR, MFR, VAR علىROD لمصرف بغداد التجاري للمدة 2010-2020

Abstract EN

This research aims to study the effect of banking risk indicators represented by (LTDR, MFR, VAR) on the banking profitability index represented by (ROD) for the Commercial Bank of Baghdad for the period between 2010 and 2020.

The data was mainly collected from the final accounts and financial statements of the study sample bank.

the dependent variable represented in banking profitability was measured using the rate of return on deposits (ROD), while the independent variables represented in credit risk, liquidity risk and market risk were measured using the loan-to-deposit ratio (LTDR), cash balance ratio (MFR), value at risk (VAR) on the respectively, as it is considered the most influential at the level of the Iraqi banking system.

for the purpose of data analysis, the Toda-Yamamoto causal model was used to test the relationship between the independent variables and the dependent variable, by relying on the statistical program Eviews12 to analyze the data.

it is not significant, that is, it does not cause the independent variable for the banks of the study sample, that is, it does not cause or affect the profitability of the study sample bank, as shown by Toda Yamamoto's causal test.

this is due to the backwardness of the banking system in Iraq.