Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userThe Effect of Macroeconomic Variables on Credit Risk in the Private Commercial Banks Operating in Syria Using ARDL Model
دراسة أثر المتغيرات الاقتصادية الكلية على مخاطر الائتمان في المصارف التجارية الخاصة العاملة في سورية باستخدام نموذج ARDL
810
0 5
0.0
(
0
)
Created by
zeina ismael
Ask ChatGPT about the research
هدف هذا البحث إلى دراسة أثر متغيرات الاقتصاد الكلي على مخاطر الائتمان في المصارف التجارية الخاصة العاملة في سورية. اعتماداً على بيانات نصف سنويّة من نوع بانل مؤلفة من 10 مصارف خلال الفترة 2009- 2015، تمّ دراسة وتحليل مجموعة من متغيرات الاقتصاد الكلي المقترحة من قبل الأدبيات ذات الصلة والتي اعتبر تأثيرها مهماً على مخاطر الائتمان. لتحقيق هدف الدراسة تمّ بدايةً اختبار استقرارية السلاسل الزمنية للمتغيرات المختارة، ومن ثم اختبار وجود علاقة طويلة الأجل بين المتغيرات التفسيرية والمتغير التابع باستخدام نموذج الانحدار الذاتي للفترات الموزّعة (ARDL)، وأخيراً تمّ اختبار الأثر المحتمل لمتغيرات الدراسة على مخاطر الائتمان باستخدام نموذج بانل للآثار الثابتة Fixed Effect Model. تظهر النتائج أنّ متغيرات الاقتصاد الكلي لها دور كبير في تفسير التغيرات الحاصلة في جودة محفظة القروض والتي تسبب ارتفاع نسب الديون غير العاملة في المصارف التجارية السورية. حيث تبين وجود أثر سلبي ومعنوي لكل من معدل النمو في الناتج المحلي الإجمالي الحقيقي ومعدل التضخم على مخاطر الائتمان، بينما وجود أثر إيجابي ومعنوي لكل من سعر الفائدة الحقيقي وسعر الصرف الحقيقي الفعّال على مخاطر الائتمان.
This research aims to investigate the impact of macroeconomic variables on credit risks in the private commercial banks operating in Syria. Considering 10 commercial banks during 2009-2015, we study and analyze a number of macroeconomic variables proposed by the associated economic literature, and it seems that these variables have an important effect on credit risk. Preliminary tests are applied to test for the Stationarity of the selected variables. Besides, a (co-integrating) long-term relationship between the explanatory variables and the dependent variable is investigated using an ARDL model. A Fixed Effect panel model is fitted to assess the potential effects of the considered macro-variables on credits risks. It seems that macroeconomics variables have a significant role in explaining the changes in quality loans portfolio, which causes an increasing in the nonperforming loans in Syrian commercial banks. In effect, it results that there is a negative and statistically significant effect of both economic growth and inflation rate on credit risk, whereas, there is a positive and statistically significant effect of both real interest rate and real effective exchange rate on credit risk
References used
No references
rate research
Read More
Bank credit is exposed to a range of risks resulting in credit default and the
customer's inability to meet its obligations to the bank since the process of
granting credit it is in accordance with the process of acceptance deposits
provided that the credit provide granted with the terms of the deposit granted.
Liquidity is considered to be one of the most important subject in the banking sector
because it’s the key to maintain a secure financial position and it’s the main mean to gain
the customer and depositor trust, and meet any obligation that might c
ome up.
In this paper we study effect of the liquidity and risk on the Syrian private bank’s
profitability and the nature of this effect, to achieve this object we choose ten financial
ratios for a sample of ten commercial banks between 2008 – 2014. The data have been
basically collected from the financial statements of the studied banks. To analyze the
research data we use one of the Panel Data Models which is the Fixed Effects Model. The
data have been analyzed by using EViews 7.
We conclude that the liquidity ratio have a significant negative effect on the bank’s
profitability. liquidity risk have a significant positive effect on the profitability ratio .
Credit risk management is one of the important topics in the banking sector and it is
considered As an essential and decisive and proactive factor to reduce losses and earn an
acceptable level of return to its shareholders. The objective of researc
h to study the impact
of credit risk management on the rate of return on equity in private banks in Syria and the
nature of this effect.
To achieve the goal of the search a Convenience sample was selected from private banks in
Syria for which financial reports and risk management reports were available.
The search results showed There is no statistically significant relationship between credit
risk management and rate of return on equity in private banks in Syria in that time period
At a significant level of 5% . but there is a statistically significant relationship between
credit risk management and return on equity if the hypothesis is tested at a significant level
of 10%. The results also showed a statistically significant relationship between the rate of
non-performing loans and the rate of return on equity , And The capital adequacy ratio
negatively affects the rate of return on equity.
This paper aimed to discuss whether bank marketing mix affect the profitability of traditional private commercial banks operating in Syria during the period 2010 - 2017. Where the effect of the following independent variables has been studied: the nu
mber of banking services, the price of traditional services, the price of modern services, distribution, promotion, pepole, process and physical evidence, on the rate of return on equity as a dependent variable. The study adopted the Panel Data, which were collected from the financial reports of the studied banks, then the models of these data were estimated and the comparison between them was done on the basis of the restricted F test, where it was found that the fixed effects model is the most appropriate model for the study. The study concluded that there was no statistically significant effect of any of the elements of the marketing mix on the rate of return on equity of the studied banks, in other words, the banking marketing mix had no significant impact on the profitability of these banks during the period studied.
The research aims at identifying the factors affecting the returns of loan portfolios of private commercial banks in Syria during the period (2007- 2012), where it was studying the behavior of the dependent variable represented in (Yield Loan Portfol
ios) and the independent variables of (employment rate of deposits in loans, the size of the bank liquidity the age of the bank, the number of branches, and the capital adequacy ratio) is studied.
Research findings
There is a significant positive effect for independent variables, such as age of the bank, capital adequacy ratio (except Byblos Bank Syria) affecting loan portfolios returns on private commercial banks under study.
There is not a statistically significant effect for independent variables like employment rates of deposits in loans, the size of the bank, and liquidity (except Byblos Bank Syria), and the number of the bank branches (except Bank of Syria and overseas) returns on the loan portfolios private commercial banks under study
suggested questions
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
