Record Details

Bank Specific Determinants of Credit Risk - An Empirical Study on the Banking Sector of Bosnia and Herzegovina

International Journal of Economic Practices and Theories

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Field Value
 
Title Bank Specific Determinants of Credit Risk - An Empirical Study on the Banking Sector of Bosnia and Herzegovina
 
Creator Ganić, Mehmed
 
Subject Finance and accounting
credit risk, banking sector, Non-performing Loans (NPLs), Indicators of quality assets, Bank specific determinants
C33, G21
 
Description The main aim of this paper is to examine the influence of bank specific determinants on realization of credit risk in the portfolio of commercial banks in Bosnia and Herzegovina (B&H). This study comprises a sample of seventeen out of twenty eight planned banks that are analyzed over the period of 2002 to 2012. The effect of variations in the determinants of bank credit risk exposure is based on using a multivariate panel regression model. Our empirical results suggest that a significant relationship exists between credit risk and the following variables:[Inefficiency (IE), profitability (ROE), Credit growth (CG) and Deposit rate (DR) while variables Solvency (SR), Loans to deposit ratio (LTD), Market power (MP), profitability (ROA) and Reserve ratio (RR)] are not statistically significant in terms of credit risk
 
Publisher International Journal of Economic Practices and Theories
 
Contributor International University of Sarajevo
 
Date 2014-07-01
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://www.ijept.org/index.php/ijept%20/article/view/Bank_Specific_Determinants_of_Credit_Risk
 
Source International Journal of Economic Practices and Theories; Vol 4, No 4 (2014); 428-436
2247 – 7225
 
Language eng
 
Relation http://www.ijept.org/index.php/ijept%20/article/view/Bank_Specific_Determinants_of_Credit_Risk/pdf_16
http://www.ijept.org/index.php/ijept%20/article/downloadSuppFile/Bank_Specific_Determinants_of_Credit_Risk/23
http://www.ijept.org/index.php/ijept%20/article/downloadSuppFile/Bank_Specific_Determinants_of_Credit_Risk/24