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Asian Journal of Research in Business Economics and Management
Year : 2015, Volume : 5, Issue : 3
First page : ( 183) Last page : ( 188)
Online ISSN : 2249-7307.
Article DOI : 10.5958/2249-7307.2015.00069.9

Analyzing Bad Debt Loans (Deferred Receivables) in an Iranian Bank's Branches (A Comparative Analysis of OLS Regression and Tobit (Censored) Regression)

Pashaa Mohammad Valipour

Researcher and PH.D Student, Financial Economics, Monetary and Banking Research Institute

JEL Classification: C32, E32

Online published on 10 March, 2015.

Abstract

This paper investigates the determinants of bad debts loans (deferred receivables) loans in a bank's 61 branches of Iran's Banking network in March 2014 to clarify and compare the determinants of branches’ bad debts loans (deferred receivables) in two regression models of Tobit and OLS. It is motivated by the hypothesis that due loans, gross uses, allowed uses limit (a.u.l), resources average (r.av), extra resources (e.r) variables of branches influence the bad debts loans (deferred receivables) loans. Using cross section that includes March 2014, our findings indicate that due loans, allowed uses limit (a.u.l), resources Average (r.av) variables influence the credit risk of the bank's branches of Iran's banking system significantly whereas gross uses and extra resources (e.r) variables are insignificant.

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Keywords

Bad debts loans (deferred receivables), due loans, gross uses, allowed uses limit (a.u.l), resources average (r.av), extra resources (e.r), Tobit (censored), OLS (Ordinary Least Square).

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