Affiliation:
1. School of Economics and Business , Sarajevo , Bosnia and Herzegovina
2. Central Bank of Bosnia and Herzegovina , Sarajevo , Bosnia and Herzegovina
Abstract
Abstract
The aim of this paper is to investigate the determinants of the movement of non-performing loans in the banking sector of Bosnia and Herzegovina, as well as the impact of the COVID-19 pandemic on them. For this purpose, secondary data from the banking sector of BiH were used, over which a multi-regression analysis was performed. The variables non-performing loans, GDP, loan loss provision, and dummy variable COVID-19 were used in the analysis. The results of the analysis showed a significant influence of all three mentioned variables. The existence of a significant positive link between non-performing loans and the state of the country's economy has been proven. In addition to the above, it has been proven that the variable COVID-19 has a delayed effect on NPLs, due to the current application of the moratorium on loans.
Subject
Strategy and Management,Economics and Econometrics,Finance
Reference35 articles.
1. 1. Altunbas, J., Lin, M. H., Moyneux, P., & Seth, R. (2000). Efficiency and risk in Japanese banking. Journal of banking and finance.
2. 2. Babouček, I.; Jančar, M. Effects of Macroeconomic Shocks to the Quality of the Aggregate Loan Portfolio; Working Paper Series, No. 1; Czech National Bank: Praha, Czech, 2005.
3. 3. Bahovec, V. & Erjavec, N. (2009). Uvod u ekonometrijsku analizu. Element, Zagreb.
4. 4. Balgova, M., Nies, M., & Plekhanov, A. (2016). The Economic Impact of Reducing Non-Performing Loans. SSRN Electronic Journal. doi:10.2139/ssrn.3119677
5. 5. Bayar, Y. (2019). Macroeconomic, Institutional and Bank-Specific Determinants of Non-Performing Loans in Emerging Market Economies: A Dynamic Panel Regression Analysis. Journal of Central Banking Theory and Practice, 8(3):95-110
Cited by
23 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献