Are non-performing loans sensitive to macroeconomic determinants? an empirical evidence from banking sector of SAARC countries
This thesis is submitted in partial fulfillment of the requirements for the degree of Bachelor of Business Administration, 2021.
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Brac University
2022
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| Mynediad Ar-lein: | http://hdl.handle.net/10361/15819 |
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10361-158192022-01-04T21:01:28Z Are non-performing loans sensitive to macroeconomic determinants? an empirical evidence from banking sector of SAARC countries Shawleen, Saom Shaown, Jubairul Islam Brac Business School, Brac University Non-performing loans Macroeconomic determinants SAARC countries Panel data Financial crisis South Asia Banks and banking--Bangladesh. Bank loans This thesis is submitted in partial fulfillment of the requirements for the degree of Bachelor of Business Administration, 2021. Cataloged from PDF version of thesis. Includes bibliographical references (pages 35-43). The study empirically investigates selected macroeconomic determinants of nonperforming loans (NPLs) for a panel of 8 SAARC countries (Afghanistan, Bangladesh, Bhutan, India, Nepal, Maldives, Pakistan, and Sri-Lanka), using annual data for the period 2008-2019. To examine the association, this study, primarily, conducted OLS model, fixed-effect estimates, and random-effect estimates and, eventually, applied robust fixed effect estimates to resolve the problem of heteroscedasticity. The empirical findings confirmed the previous findings, indicating a significant positive association with the government budget balance and a significant inverse relationship with GDP, sovereign debt, inflation rate, and money supply. The findings are useful for formulating macro-prudential along with fiscal policies to avoid the subsequent NPLs shock in SAARC countries. Jubairul Islam Shaown Saom Shawleen 2022-01-04T04:59:03Z 2022-01-04T04:59:03Z 2021 2021-09 Thesis ID 17104047 http://hdl.handle.net/10361/15819 en Brac University Internship reports are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. 47 pages application/pdf Brac University |
| institution |
Brac University |
| collection |
Institutional Repository |
| language |
English |
| topic |
Non-performing loans Macroeconomic determinants SAARC countries Panel data Financial crisis South Asia Banks and banking--Bangladesh. Bank loans |
| spellingShingle |
Non-performing loans Macroeconomic determinants SAARC countries Panel data Financial crisis South Asia Banks and banking--Bangladesh. Bank loans Shawleen, Saom Are non-performing loans sensitive to macroeconomic determinants? an empirical evidence from banking sector of SAARC countries |
| description |
This thesis is submitted in partial fulfillment of the requirements for the degree of Bachelor of Business Administration, 2021. |
| author2 |
Shaown, Jubairul Islam |
| author_facet |
Shaown, Jubairul Islam Shawleen, Saom |
| format |
Thesis |
| author |
Shawleen, Saom |
| author_sort |
Shawleen, Saom |
| title |
Are non-performing loans sensitive to macroeconomic determinants? an empirical evidence from banking sector of SAARC countries |
| title_short |
Are non-performing loans sensitive to macroeconomic determinants? an empirical evidence from banking sector of SAARC countries |
| title_full |
Are non-performing loans sensitive to macroeconomic determinants? an empirical evidence from banking sector of SAARC countries |
| title_fullStr |
Are non-performing loans sensitive to macroeconomic determinants? an empirical evidence from banking sector of SAARC countries |
| title_full_unstemmed |
Are non-performing loans sensitive to macroeconomic determinants? an empirical evidence from banking sector of SAARC countries |
| title_sort |
are non-performing loans sensitive to macroeconomic determinants? an empirical evidence from banking sector of saarc countries |
| publisher |
Brac University |
| publishDate |
2022 |
| url |
http://hdl.handle.net/10361/15819 |
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AT shawleensaom arenonperformingloanssensitivetomacroeconomicdeterminantsanempiricalevidencefrombankingsectorofsaarccountries |
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