The impact of credit risk management on the EU banks performance
Başlık çevirisi mevcut değil.
- Tez No: 401751
- Danışmanlar: DR. ELEIMON GONIS
- Tez Türü: Yüksek Lisans
- Konular: Bankacılık, Maliye, Ekonomi, Banking, Finance, Economics
- Anahtar Kelimeler: Belirtilmemiş.
- Yıl: 2014
- Dil: İngilizce
- Üniversite: Unıversıty Of The West Of England
- Enstitü: Yurtdışı Enstitü
- Ana Bilim Dalı: Maliye Ana Bilim Dalı
- Bilim Dalı: Belirtilmemiş.
- Sayfa Sayısı: Belirtilmemiş.
Özet
Özet yok.
Özet (Çeviri)
Credit risk management is becoming more and more important in the banking profitability. Credit risk is described by the Basel Committee on Banking Supervision (BCBS) as“the potential that a bank borrower or counterparty will fail to meet its obligations in accordance with agreed terms”(BCBS, 2010, page 13). In the EU banks granting credit risk one of the principle sources of income. Therefore, the credit risk management in connection with that influences the bank profitability. This study investigates the impact of credit risk management on the 80 EU bank performances over the period of 11 years (2003 – 2013), 5 years (2003 – 2007) which is pre-crisis and 6 years (2008 – 2013) which is during the crisis. Also, these 80 EU banks were divided two groups according to asset size of the EU banks. Return on Asset (ROA) and Return on Equity (ROE) were used as the performance indicators while Capital Adequacy Ratio (CAR), Non-Performing Loan (NPL), Loan Loss Provision (LLP) and Loan to Debt (LTD) were used as credit risk management indicators. Additionally, inflation (INF) and Gross Domestic Product Level (GDP Level) were used as a country dummies indicators. Panel data model was employed to estimate the determinants of the profit function. This study concludes that ROA and ROE both measuring profitability were significant related to credit risk management. CAR impacted positively on banks' financial performance with the exception of NPL and LLP which were found to have a negative impact on the banks' profitability. Also, LTD generally was not significant to explain EU banks' profitability. Shortly, EU banks profitability has been affected positively with better credit risk management of these banks. Additionally, credit risk comities should take INF and GDP level into account. While GDP level had a negative impact on EU banks' profitability, INF had a positive effect on the EU banks' profitability.
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