Oil Prices and Bank Profitability : Evidence From Major Oil-Exporting Countries in the Middle East and North Africa /

This paper analyzes the relationship between oil price shocks and bank profitability. Using data on 145 banks in 11 oil-exporting MENA countries for 1994-2008, we test hypotheses of direct and indirect effects of oil price shocks on bank profitability. Our results indicate that oil price shocks have...

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Bibliographic Details
Main Author: Hesse, Heiko
Other Authors: Poghosyan, Tigran
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2009.
Series:IMF Working Papers; Working Paper ; No. 2009/220
Online Access:Full text available on IMF
Description
Summary:This paper analyzes the relationship between oil price shocks and bank profitability. Using data on 145 banks in 11 oil-exporting MENA countries for 1994-2008, we test hypotheses of direct and indirect effects of oil price shocks on bank profitability. Our results indicate that oil price shocks have indirect effect on bank profitability, channeled through country-specific macroeconomic and institutional variables, while the direct effect is insignificant. Investment banks appear to be the most affected ones compared to Islamic and commercial banks. Our findings highlight systemic implications of oil price shocks on bank performance and underscore their importance for macroprudential regulation purposes in MENA countries.
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Physical Description:1 online resource (23 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Access:Electronic access restricted to authorized BRAC University faculty, staff and students