Effects of credit Risk indicators on shareholders ' value of commercial banks in IRAN
暂无分享,去创建一个
This research aim to determine indicators of credit risk and investigates effects of this indicators on shareholders' value in commercial banks of Iran. For this goal all of the accepted commercial banks in Tehran stock exchange in a 6 years period from 2005 to 2010 investigated. This study answer to: whether indicator of financial risk has significant effect on shareholders' value of commercial banks or not? With one main hypothesis, four indicators of credit risk investigated and hypothesis tested. Hypothesis testing and data analyzing done based on linear regression by Spss.v19. results confirmed effective role of credit risk indicators on shareholders' value mean fundamental hypothesis of research confirmed.
[1] Iraj Fooladi,et al. Credit risk management: a survey of practices , 2006 .
[2] Philip Molyneux,et al. Challenges Facing Islamic Banking , 2005 .
[3] B. Coyle. Framework for Credit Risk Management , 2004 .
[4] Jose A. Lopez. Financial instruments for mitigating credit risk , 2001 .
[5] Anwer S. Ahmed,et al. Bank Loan Loss Provisions: A Reexamination of Capital Management, Earnings Management and Signaling Effects , 1998 .