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The Impact of Macroeconomic Indicators on the Nonperforming Loans (Case of Iran)

Author

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  • Valipour Pasha, Mohammad

    (Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran)

  • Bastanzad, Hossein

    (Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran)

Abstract

Financial statements of nineteen mature banks have been patronized to examine the impact of macroeconomic indicators and bank-specific determinants on the NPLs ratio through Quantile and Panel Data regression approaches. The impact of macroeconomic indicators on credit risk is statistically estimated for banking network via two directions. First, different quantiles

Suggested Citation

  • Valipour Pasha, Mohammad & Bastanzad, Hossein, 2015. "The Impact of Macroeconomic Indicators on the Nonperforming Loans (Case of Iran)," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 10(1), pages 63-82, January.
    • Handle: RePEc:mbr:jmonec:v:10:y:2015:i:1:p:63-82
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