ºÝºÝߣshows by User: kudzaisauka / http://www.slideshare.net/images/logo.gif ºÝºÝߣshows by User: kudzaisauka / Thu, 03 Aug 2017 07:31:10 GMT ºÝºÝߣShare feed for ºÝºÝߣshows by User: kudzaisauka Modelling the sensitivity of zimbabwean commercial banks’ non performing loans to shocks in macro-economic variables and micro-economic variables (2009-2014) /slideshow/modelling-the-sensitivity-of-zimbabwean-commercial-banks-non-performing-loans-to-shocks-in-macroeconomic-variables-and-microeconomic-variables-20092014-78526204/78526204 modellingthesensitivityofzimbabweancommercialbanksnon-performingloanstoshocksinmacro-economicvariabl-170803073110
This paper used complementary panel data models that are fixed effect regression model and panel vector auto regression model. The study was motivated by the hypothesis that both macroeconomic and microeconomic variables have an effect on the loan quality. The first part of the research was to determine the specific macro and microeconomic variables that give rise to the non-performing loans (NPLs) using fixed effect regression model. The empirical findings of this study provide evidence that nonperforming loans depends on macro and micro economic variables, the trend analysis of Zimbabwean commercial banks’ shows an upward movement of over the period of study. The study found out that Gross domestic product (GDP), Inflation, loan deposit ratio and bank size had a statistical significant effect on the level of non-performing loans (NPLs). The second part was mainly to model the dynamic relationship of all the variables that were found to affect non-performing loans (NPLs); this was done through impulse response analysis based on PANEL VAR model. One standard shock to credit growth will be greatly felt in the sixth year, whereas of size of the bank will have a great negative impulse in the seventh year.]]>
This paper used complementary panel data models that are fixed effect regression model and panel vector auto regression model. The study was motivated by the hypothesis that both macroeconomic and microeconomic variables have an effect on the loan quality. The first part of the research was to determine the specific macro and microeconomic variables that give rise to the non-performing loans (NPLs) using fixed effect regression model. The empirical findings of this study provide evidence that nonperforming loans depends on macro and micro economic variables, the trend analysis of Zimbabwean commercial banks’ shows an upward movement of over the period of study. The study found out that Gross domestic product (GDP), Inflation, loan deposit ratio and bank size had a statistical significant effect on the level of non-performing loans (NPLs). The second part was mainly to model the dynamic relationship of all the variables that were found to affect non-performing loans (NPLs); this was done through impulse response analysis based on PANEL VAR model. One standard shock to credit growth will be greatly felt in the sixth year, whereas of size of the bank will have a great negative impulse in the seventh year.]]> Thu, 03 Aug 2017 07:31:10 GMT /slideshow/modelling-the-sensitivity-of-zimbabwean-commercial-banks-non-performing-loans-to-shocks-in-macroeconomic-variables-and-microeconomic-variables-20092014-78526204/78526204 kudzaisauka@slideshare.net(kudzaisauka) Modelling the sensitivity of zimbabwean commercial banks’ non performing loans to shocks in macro-economic variables and micro-economic variables (2009-2014) kudzaisauka This paper used complementary panel data models that are fixed effect regression model and panel vector auto regression model. The study was motivated by the hypothesis that both macroeconomic and microeconomic variables have an effect on the loan quality. The first part of the research was to determine the specific macro and microeconomic variables that give rise to the non-performing loans (NPLs) using fixed effect regression model. The empirical findings of this study provide evidence that nonperforming loans depends on macro and micro economic variables, the trend analysis of Zimbabwean commercial banks’ shows an upward movement of over the period of study. The study found out that Gross domestic product (GDP), Inflation, loan deposit ratio and bank size had a statistical significant effect on the level of non-performing loans (NPLs). The second part was mainly to model the dynamic relationship of all the variables that were found to affect non-performing loans (NPLs); this was done through impulse response analysis based on PANEL VAR model. One standard shock to credit growth will be greatly felt in the sixth year, whereas of size of the bank will have a great negative impulse in the seventh year. <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/modellingthesensitivityofzimbabweancommercialbanksnon-performingloanstoshocksinmacro-economicvariabl-170803073110-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> This paper used complementary panel data models that are fixed effect regression model and panel vector auto regression model. The study was motivated by the hypothesis that both macroeconomic and microeconomic variables have an effect on the loan quality. The first part of the research was to determine the specific macro and microeconomic variables that give rise to the non-performing loans (NPLs) using fixed effect regression model. The empirical findings of this study provide evidence that nonperforming loans depends on macro and micro economic variables, the trend analysis of Zimbabwean commercial banks’ shows an upward movement of over the period of study. The study found out that Gross domestic product (GDP), Inflation, loan deposit ratio and bank size had a statistical significant effect on the level of non-performing loans (NPLs). The second part was mainly to model the dynamic relationship of all the variables that were found to affect non-performing loans (NPLs); this was done through impulse response analysis based on PANEL VAR model. One standard shock to credit growth will be greatly felt in the sixth year, whereas of size of the bank will have a great negative impulse in the seventh year.
Modelling the sensitivity of zimbabwean commercial banks’ non performing loans to shocks in macro-economic variables and micro-economic variables (2009-2014) from kudzai sauka
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