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. |
| LEADER | 01998nam a22002297a 4500 | ||
|---|---|---|---|
| 001 | 2028698 | ||
| 041 | |a eng | ||
| 044 | |b الجزائر | ||
| 100 | |a Sahraoui, Fatma Zahra |e Author |9 678007 | ||
| 245 | |a Risk and Profitability in Algerian Banks Using Macroeconomic and Bank Specific Variables: |b A Panel Regression Analysis | ||
| 260 | |b المدرسة الوطنية العليا للإحصاء والاقتصاد التطبيقي |c 2022 |g يونيو | ||
| 300 | |a 6 - 20 | ||
| 336 | |a بحوث ومقالات |b Article | ||
| 520 | |b 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. | ||
| 653 | |a البنوك الجزائرية |a إدارة المخاطر |a الأداء المالي |a سعر الصرف |a الاقتصاد الكلي | ||
| 692 | |b Risk Management |b Financial Performance |b Algerian Banks |b ROA |b ROE | ||
| 700 | |a Merhoun, Malek |e Co-Author |9 481670 | ||
| 773 | |4 الاقتصاد |6 Economics |c 014 |e Journal of Statistics and Applied Economics |f Revue d'économie et de statistique appliquées. |l 001 |m مج19, ع1 |o 2344 |s مجلة الاقتصاد التطبيقي والإحصاء |v 019 |x 1112-234x | ||
| 856 | |u 2344-019-001-014.pdf | ||
| 930 | |d n |p y |q n | ||
| 995 | |a EcoLink | ||
| 999 | |c 1274118 |d 1274118 | ||
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