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The role of factors affecting the banking system's non-current debt in the contingency space
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Zoleykha Morsali1   , Nasrin Mansouri , Meysam Azadmehr , Mohammadreza Tahmasebi , Yazdan Gudarzi |
| 1- , zmorsali@ut.ac.ir |
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Abstract: (5 Views) |
This study examines the factors affecting non-current claims in a probabilistic environment. In this regard, macroeconomic variables such as inflation rate, unemployment rate, exchange rate, along with internal bank factors such as return on assets and return on equity have been analyzed as key variables. Also, time series models and probabilistic models have been used to examine the impact of these factors over time and identify future trends, which were examined in this study during the period 1390-1402. The results showed that the effect of all macroeconomic variables on the ratio of non-current claims is increasing with respect to the coefficient during the period under study, and the exchange rate and then the unemployment rate have the greatest effect on the ratio of non-current claims. Therefore, to reduce bank non-current claims, it is necessary to control the fluctuations of macroeconomic variables, especially the exchange rate. Among the bank-level variables, the ratio of return on assets and the ratio of return on equity have had a decreasing effect on the ratio of non-current claims of banks. In general, the coefficient of bank-level variables is higher than that of macroeconomic variables, especially for return on equity, and to reduce the ratio of non-performing loans of banks, it is necessary to specifically monitor the performance of banks. |
Article number: 16 |
| Keywords: Receivables, non-current receivables, banking network, contingency space, financial risk |
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Full-Text [PDF 601 kb]
(2 Downloads)
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Article type: Research |
Subject:
Special
Received: 2025/03/2 | Accepted: 2025/06/26 | Published: 2026/05/31
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