Determinants of Non Performing Loans: Evidence from Sri Lanka
Notice bibliographique
Résumé
In the recent past, the global financial crisis and the subsequent recession in many developed countries have increased households’ and firms’ defaults, causing significant losses to the banks. Case of Sri Lanka is no difference. The changes in the economic conditions are believed to have a critical role to play in determining the level of nonperforming loans. Regulators all over the world have started to pay more attention to the credit quality of the Banks and strengthened the regulatory frameworks. This paper attempts to study the macroeconomic determinants of banks’ loan quality in Sri Lanka by analyzing secondary data over the period 1998–2014. The methodology to be adopted for the study was arrived at upon careful review of the literature and following the empirical studies conducted on the determinants of the nonperforming loans. The finding of the analysis is that, out of the six determinants, GDP growth rate and the Export Growth are significant in determining the level of the NPLs in the Sri Lankan banking sector. The relationship of the GDP with the NPL is found to be positive which is not consistent with the majority of the empirical findings Keywords: Nonperforming Loans, Macroeconomic Determinants, In the recent past, the global financial crisis and the subsequent recession in many developed countries have increased households’ and firms’ defaults, causing significant losses to the banks. Case of Sri Lanka is no difference. The changes in the economic conditions are believed to have a critical role to play in determining the level of nonperforming loans. Regulators all over the world have started to pay more attention to the credit quality of the Banks and strengthened the regulatory frameworks. This paper attempts to study the macroeconomic determinants of banks’ loan quality in Sri Lanka by analyzing secondary data over the period 1998–2014. The methodology to be adopted for the study was arrived at upon careful review of the literature and following the empirical studies conducted on the determinants of the nonperforming loans. The finding of the analysis is that, out of the six determinants, GDP growth rate and the Export Growth are significant in determining the level of the NPLs in the Sri Lankan banking sector. The relationship of the GDP with the NPL is found to be positive which is not consistent with the majority of the empirical findings Keywords: Nonperforming Loans, Macroeconomic Determinants, In the recent past, the global financial crisis and the subsequent recession in many developed countries have increased households’ and firms’ defaults, causing significant losses to the banks. Case of Sri Lanka is no difference. The changes in the economic conditions are believed to have a critical role to play in determining the level of nonperforming loans. Regulators all over the world have started to pay more attention to the credit quality of the Banks and strengthened the regulatory frameworks. This paper attempts to study the macroeconomic determinants of banks’ loan quality in Sri Lanka by analyzing secondary data over the period 1998–2014. The methodology to be adopted for the study was arrived at upon careful review of the literature and following the empirical studies conducted on the determinants of the nonperforming loans. The finding of the analysis is that, out of the six determinants, GDP growth rate and the Export Growth are significant in determining the level of the NPLs in the Sri Lankan banking sector. The relationship of the GDP with the NPL is found to be positive which is not consistent with the majority of the empirical findings Keywords: Nonperforming Loans, Macroeconomic Determinants, In the recent past, the global financial crisis and the subsequent recession in many developed countries have increased households’ and firms’ defaults, causing significant losses to the banks. Case of Sri Lanka is no difference. The changes in the economic conditions are believed to have a critical role to play in determining the level of nonperforming loans. Regulators all over the world have started to pay more attention to the credit quality of the Banks and strengthened the regulatory frameworks. This paper attempts to study the macroeconomic determinants of banks’ loan quality in Sri Lanka by analyzing secondary data over the period 1998–2014. The methodology to be adopted for the study was arrived at upon careful review of the literature and following the empirical studies conducted on the determinants of the nonperforming loans. The finding of the analysis is that, out of the six determinants, GDP growth rate and the Export Growth are significant in determining the level of the NPLs in the Sri Lankan banking sector. The relationship of the GDP with the NPL is found to be positive which is not consistent with the majority of the empirical findings Keywords: Nonperforming Loans, Macroeconomic Determinants, In the recent past, the global financial crisis and the subsequent recession in many developed countries have increased households’ and firms’ defaults, causing significant losses to the banks. Case of Sri Lanka is no difference. The changes in the economic conditions are believed to have a critical role to play in determining the level of nonperforming loans. Regulators all over the world have started to pay more attention to the credit quality of the Banks and strengthened the regulatory frameworks. This paper attempts to study the macroeconomic determinants of banks’ loan quality in Sri Lanka by analyzing secondary data over the period 1998–2014. The methodology to be adopted for the study was arrived at upon careful review of the literature and following the empirical studies conducted on the determinants of the nonperforming loans. The finding of the analysis is that, out of the six determinants, GDP growth rate and the Export Growth are significant in determining the level of the NPLs in the Sri Lankan banking sector. The relationship of the GDP with the NPL is found to be positive which is not consistent with the majority of the empirical findings Keywords: Nonperforming Loans, Macroeconomic Determinants, In the recent past, the global financial crisis and the subsequent recession in many developed countries have increased households’ and firms’ defaults, causing significant losses to the banks. Case of Sri Lanka is no difference. The changes in the economic conditions are believed to have a critical role to play in determining the level of nonperforming loans. Regulators all over the world have started to pay more attention to the credit quality of the Banks and strengthened the regulatory frameworks. This paper attempts to study the macroeconomic determinants of banks’ loan quality in Sri Lanka by analyzing secondary data over the period 1998–2014. The methodology to be adopted for the study was arrived at upon careful review of the literature and following the empirical studies conducted on the determinants of the nonperforming loans. The finding of the analysis is that, out of the six determinants, GDP growth rate and the Export Growth are significant in determining the level of the NPLs in the Sri Lankan banking sector. The relationship of the GDP with the NPL is found to be positive which is not consistent with the majority of the empirical findings Keywords: Nonperforming Loans, Macroeconomic Determinants, In the recent past, the global financial crisis and the subsequent recession in many developed countries have increased households’ and firms’ defaults, causing significant losses to the banks. Case of Sri Lanka is no difference. The changes in the economic conditions are believed to have a critical role to play in determining the level of nonperforming loans. Regulators all over the world have started to pay more attention to the credit quality of the Banks and strengthened the regulatory frameworks. This paper attempts to study the macroeconomic determinants of banks’ loan quality in Sri Lanka by analyzing secondary data over the period 1998–2014. The methodology to be adopted for the study was arrived at upon careful review of the literature and following the empirical studies conducted on the determinants of the nonperforming loans. The finding of the analysis is that, out of the six determinants, GDP growth rate and the Export Growth are significant in determining the level of the NPLs in the Sri Lankan banking sector. The relationship of the GDP with the NPL is found to be positive which is not consistent with the majority of the empirical findings
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Scores du classifieur distillé par catégorie (deux têtes)
| Catégorie | Codex | Gemma |
|---|---|---|
| Métarecherche | 0,001 | 0,003 |
| Méta-épidémiologie (sens strict) | 0,000 | 0,000 |
| Méta-épidémiologie (sens large) | 0,000 | 0,001 |
| Bibliométrie | 0,002 | 0,003 |
| Études des sciences et des technologies | 0,001 | 0,001 |
| Communication savante | 0,001 | 0,001 |
| Science ouverte | 0,001 | 0,001 |
| Intégrité de la recherche | 0,000 | 0,001 |
| Charge utile insuffisante (le modèle a refusé de juger) | 0,004 | 0,001 |
Scores machine (provisoires)
Les deux têtes enseignantes du modèle étudiant, lues sur ce travail. Un score ordonne la base pour la relecture; il n'affirme jamais une catégorie, et le statut de validation accompagne chaque rangée tel quel.
Scores de référence d'un modèle non mature (critères de maturité non atteints, 7 itérations). Un score ordonne; il n'affirme jamais une catégorie.
score_only:v0-immature-baseline · tel quel depuis la passe de notation : score_only signifie que le nombre peut ordonner les travaux, et qu'aucune étiquette de catégorie n'en découleClassification
machine, non validéePrédiction automatique; un appel candidat d’une seule source (Gemma direct ou Codex distillé), pas un consensus.
Le détail, modèle par modèle et score par score, se trouve en fin de page sous « Comment cette classification a été obtenue ».