The effect of credit risk, market risk, and liquidity risk on financial performance indicators of the listed banks on Tehran Stock Exchange Online publication date: Thu, 24-Aug-2017
by Sayed Amin Abdellahi; Abolfazl Jannati Mashkani; Seyed Hasan Hosseini
American J. of Finance and Accounting (AJFA), Vol. 5, No. 1, 2017
Abstract: Present research was conducted to investigate the likely impact of credit, market, and liquidity risks on financial performance indicators. The research sample consisting of eight listed banks on Tehran stock exchange (TSE) was formed. For data analysis, having verified stationary of the panel dataset in Eviews software, the research model was estimated using panel data estimation method. The results indicated that credit risk had a significant impact on return on assets. However, this was not the case in the relationship of liquidity risk and market risk with return on assets. Further, credit risk and market risk were found to be significantly associated with return on investment, while this was not the case in the relationship between liquidity risk and return on investment. Finally, credit risk and liquidity risk and market risk at 95% confidence, had significant effect on ratio of net profit to total sales.
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