Risk and Profitability in Algerian Banks Using Macroeconomic and Bank Specific Variables: A Panel Regression Analysis
| المصدر: | مجلة الاقتصاد التطبيقي والإحصاء |
|---|---|
| الناشر: | المدرسة الوطنية العليا للإحصاء والاقتصاد التطبيقي |
| المؤلف الرئيسي: | Sahraoui, Fatma Zahra (Author) |
| مؤلفين آخرين: | Merhoun, Malek (Co-Author) |
| المجلد/العدد: | مج19, ع1 |
| محكمة: | نعم |
| الدولة: |
الجزائر |
| التاريخ الميلادي: |
2022
|
| الشهر: | يونيو |
| الصفحات: | 6 - 20 |
| ISSN: |
1112-234x |
| رقم MD: | 1274118 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
Risk Management | Financial Performance | Algerian Banks | ROA | ROE
|
| رابط المحتوى: |
الناشر لهذه المادة لم يسمح بإتاحتها. |
| المستخلص: |
This study investigates the relationship between risk management and financial performance in Algeria banks for the period 2010- 2019. The study conducted a panel regression analysis, to estimates the variation of the performance measures using OLS, fixed and random effects methods, after that, a Hausman’s test was established to determine the appropriate model to estimate. The results show that financial performance in Algerian banks measured using ROA and ROE, have a significant relationship with both bank specific variables and macroeconomic variables: interest rate risk (IRR), funding liquidity ratio (FL), provision to total loans ratio (PTL), GDP, inflation, real exchange rate (USD/DZD) and to real interest rate. Findings also indicate that Algerian banks need to improve loan quality and have sound credit risk management procedures. |
|---|---|
| ISSN: |
1112-234x |
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