Determinants of Non-Performing Loans among Iranian Banks

Document Type : applied


1 Assistant Prof., Faculty of Management, University of Tehran, Iran

2 PhD Candidate, Finance, Faculty of Management, University of Tehran, Iran

3 MSc., Finance, Faculty of Management, University of Tehran, Iran


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 lead to bank failure. This paper distinguished interbank and macroeconomic factors affecting NPLs among Iranian banks. This research uses GMM panel data to study sample banks between 2006 and 2014 results show that there is a significant relationship between bank specific factors and macroeconomic factors with non performing loans among Iranian Banks.
JEL: C61, G11
How to cite this paper: Eyvazloo, R., Aghamohammad Semsar, M., & Rameshg, M. (2016). Determinants of Non-Performing Loans among Iranian Banks. Quarterly Journal of Risk Modeling and Financial Engineering, 1(1), 37–57. (In Persian)


Main Subjects

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