IDEAS home Printed from https://ideas.repec.org/a/ids/amerfa/v5y2017i1p20-30.html
   My bibliography  Save this article

The effect of credit risk, market risk, and liquidity risk on financial performance indicators of the listed banks on Tehran Stock Exchange

Author

Listed:
  • Sayed Amin Abdellahi
  • Abolfazl Jannati Mashkani
  • Seyed Hasan Hosseini

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.

Suggested Citation

  • Sayed Amin Abdellahi & Abolfazl Jannati Mashkani & Seyed Hasan Hosseini, 2017. "The effect of credit risk, market risk, and liquidity risk on financial performance indicators of the listed banks on Tehran Stock Exchange," American Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 5(1), pages 20-30.
    • Handle: RePEc:ids:amerfa:v:5:y:2017:i:1:p:20-30
    as

    Download full text from publisher

    File URL: http://www.inderscience.com/link.php?id=86100
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Diby François Kassi & Dilesha Nawadali Rathnayake & Pierre Axel Louembe & Ning Ding, 2019. "Market Risk and Financial Performance of Non-Financial Companies Listed on the Moroccan Stock Exchange," Risks, MDPI, vol. 7(1), pages 1-29, February.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ids:amerfa:v:5:y:2017:i:1:p:20-30. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sarah Parker (email available below). General contact details of provider: http://www.inderscience.com/browse/index.php?journalID=229 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.