Existing research analyzes the relationship between macro-economic factors & bank credit risk. Macro-economic factors include GDP, CPI, M1, Tehran Exchange Price Index (TEPIX) & Currency Rate (Dollar). Bank credit risk has been measured by Loan Loss Provision Ratio. The study uses the fifteen Iranian bank & credit institutes data during the years 1382 to 1388 solar. The study results show there is significant positive relationship between GDP, CPI, M1, TEPIX, and Dollar rate and bank credit risk. The results imply that the management & regulators need to focus on these factors to mitigate credit risk.
Sheri, S., & Naderi, M. M. (2012). Determining the Relationship between Macro-Economic Factors & Bank Credit Risk. Accounting and Auditing Research, 4(16), 102-119. doi: 10.22034/iaar.2012.104584
MLA
Saber Sheri; Mohammad Mehdi Naderi. "Determining the Relationship between Macro-Economic Factors & Bank Credit Risk". Accounting and Auditing Research, 4, 16, 2012, 102-119. doi: 10.22034/iaar.2012.104584
HARVARD
Sheri, S., Naderi, M. M. (2012). 'Determining the Relationship between Macro-Economic Factors & Bank Credit Risk', Accounting and Auditing Research, 4(16), pp. 102-119. doi: 10.22034/iaar.2012.104584
VANCOUVER
Sheri, S., Naderi, M. M. Determining the Relationship between Macro-Economic Factors & Bank Credit Risk. Accounting and Auditing Research, 2012; 4(16): 102-119. doi: 10.22034/iaar.2012.104584
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