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首页> 外文期刊>Journal of African Business >Re-examining the Determinants of Non-Performing Loans in Ghana's Banking Industry: Role of the 2007-2009 Financial Crisis
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Re-examining the Determinants of Non-Performing Loans in Ghana's Banking Industry: Role of the 2007-2009 Financial Crisis

机译:重新审查加纳银行业不良贷款的决定因素:2007-2009年金融危机的作用

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摘要

This paper uses robust econometric methods to estimate the determinants of non-performing loans (NPLs) with a specific focus on the role of the 2007-2009 financial crisis in explaining NPLs in the banking industry of Ghana. Findings suggest that non-performing loans are significantly affected by bank-specific, industry, and macroeconomic variables. We observed heterogeneity in the determinants of NPLs for sub-samples of the data. The effect of the financial crisis on NPLs is observed to be conditional on the level of credit risk in our sub-sample analysis. The results from the impulse response corroborate that of the regression estimation.
机译:本文使用稳健的计量经济学方法来估计不良贷款(NPL)的决定因素,特别着重于2007-2009年金融危机在解释加纳银行业不良贷款方面的作用。研究结果表明,不良贷款受到银行特定,行业和宏观经济变量的显着影响。我们观察到数据子样本的不良贷款决定因素存在异质性。在我们的子样本分析中,我们发现金融危机对不良贷款的影响取决于信贷风险的水平。脉冲响应的结果证实了回归估计的结果。

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