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domacroeconomicdeterminantsofnonperformingloansvarywiththeincomelevelsofcountries
Koju Laxmi1; Abbas Ghulam2; Wang Shouyang1
2018
Source Publication系统科学与信息学报英文版
ISSN1478-9906
Volume000Issue:006Pages:512
AbstractThis paper explores the macroeconomic determinants of non-performing loans(NPL) in 19 Asian countries(low to high income economies) using the Generalized Method of Moments estimation approach based on the economic data for the period between 1998 and 2015. The categorization of the economies is based on the average gross national income per capita as set by the World Bank.Specifically, the paper aims to evaluate if the determinants of NPL vary with the income levels of the countries. The results indicate that the NPL is strongly influenced by the inflation rate. The effect is,however, negative in the high-income and the middle-income countries and positive in the low-income countries. The GDP per capita has a dynamic negative relationship with the NPL in the high-income and the low-income countries. The remittance has a significant positive association in the high-income and a significant negative association in the low-income countries. Similarly, the unemployment rate has a positive effect on NPL in the middle-income and the low-income countries. With the rise in the official exchange rate, the NPL level increases in the low-income countries. The overall estimation results suggest that the NPL in Asian banking system depend on some key macroeconomic variables,such as unemployment rate, inflation rate, official exchange rate, remittance received and gross domestic product per capita, and these associations vary with the income level of the countries. Therefore,economic level of a country should be carefully considered while formulating credit policy to minimize credit risks in the banking system.
Language英语
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/47187
Collection系统科学研究所
Affiliation1.中国科学院数学与系统科学研究院
2.中国科学院大学
Recommended Citation
GB/T 7714
Koju Laxmi,Abbas Ghulam,Wang Shouyang. domacroeconomicdeterminantsofnonperformingloansvarywiththeincomelevelsofcountries[J]. 系统科学与信息学报英文版,2018,000(006):512.
APA Koju Laxmi,Abbas Ghulam,&Wang Shouyang.(2018).domacroeconomicdeterminantsofnonperformingloansvarywiththeincomelevelsofcountries.系统科学与信息学报英文版,000(006),512.
MLA Koju Laxmi,et al."domacroeconomicdeterminantsofnonperformingloansvarywiththeincomelevelsofcountries".系统科学与信息学报英文版 000.006(2018):512.
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