عنوان مقاله [English]
iquidity risk is a loss due to adverse fluctuations in liquidity. This paper deals with measuring the liquidity risk of Iran's Social Security Organization using the risk-valued method (var) from 2008 to 2011 on a daily basis. In this paper, information from the offices of the General Directorate for Social Security of the Social Security Organization has been used and the amount of social security risk of the Social Security Organization has been measured in the years 2008 to 2011 using the value-at-risk method. The researcher hypothesis was based on increasing the risk of liquidity of the social security organization during the selected years. The research domain is based on the subject of the social security organization and the area of social security. The research hypothesis has been investigated using the mean comparison test. Considering the probable significance of the t-test, comparing the two independent groups, the liquidity risk of the organization under study is confirmed by an increasing trend. Also, using the regression analysis model with the presence of the time index is fitted as predictor of liquidity risk (value at risk), the results indicate that the model is fitted.