determinants of non-performing loans among iranian commercial banks

نویسندگان

رضا عیوضلو

استادیار، گروه مدیریت مالی، دانشکدة مدیریت، دانشگاه تهران، تهران، ایران محمدرضا اقامحمد سمسار

دانشجوی دکتری مالی- بیمه، دانشکده مدیریت، دانشگاه تهران، تهران، ایران مهدی رامشگ

کارشناسی ارشد مالی-حقوق مالی، دانشکده مدیریت، دانشگاه تهران، تهران، ایران

چکیده

considering significant influence of financial crisis on the economy as a whole, policymakers spend remarkable resources on supervision and methods to ensure about sustainable financial system . a non-performing loan, or npl, is a loan that is in default or close to being in default. many loans become non-performing after being in default for 90 days, but this can depend on the contract termsand and the laws of each country. non-performing loans (npls) is considered as an index to assess asset quality of depository institutions and mostly is related with financial crisis and failures.. an increase in npls resulted risk enhancement in banks and expose them to credit risk and liquidity risk seriously which could leads bank failure. this paper is going to distinguish interbank and macroeconomic factors affecting npls among iranian commercial banks.we use gmm panel data in this research and we find that there is a significant relationship between bank specific factors for example roa and macroeconomic factors for example inflation rate and ggdp with non performing loans among iranian banks.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Non-Performing Loans and Productivity in Chinese Banks: 1997-2006

This study examines the productivity growth of the nationwide banks of China over the ten years to 2006. Using a bootstrap method for the Malmquist index estimates of productivity growth are constructed with appropriate confidence intervals. The paper adjusts for the quality of the output by accounting for the non-performing loans on the balance sheets and test for the robustness of the results...

متن کامل

Analysis of non-performing loans of banks with the regional economic approach: unbalanced panel data method

The high volume of non-performing loans and its trend over time is one of the main problems of banks and central banking in Iran. This high volume of non-current receivables and the destructive effects that this phenomenon has, has made it very important to identify and examine the role of the factors affecting it. In the present study, determinant factors from the Borrower, lender and regional...

متن کامل

Corruption and Information Sharing as Determinants of Non-Performing Loans

Background: There are several factors that lead to the growth or decline of the nonperforming loans, such as macroeconomic variables and bank specific variables, banks ownership structure, corruption and information sharing. Among them one of the main factors that affect the non-performing loans are the corruption. In developing countries corruption plays very important role in the growth of no...

متن کامل

Statistical Investigation and Comparative Assessment of the Non-Performing Assets of Indian Commercial Banks

Non-performing assets (NPAs) have been a major cause of concern for Indian commercial banks in the recent past years. Many studies have been reported on the different aspects of NPAs in Indian banking system. However, there is a crucial lack of investigation on the comparative assessment of various types of banks such as Public sector banks, Private sector banks and foreign banks so that the tr...

متن کامل

منابع من

با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید


عنوان ژورنال:
فصلنامه مدلسازی ریسک و مهندسی مالی

جلد ۱، شماره ۱، صفحات ۳۷-۵۷

میزبانی شده توسط پلتفرم ابری doprax.com

copyright © 2015-2023