Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/317137 
Year of Publication: 
2017
Citation: 
[Journal:] Organizations and Markets in Emerging Economies [ISSN:] 2345-0037 [Volume:] 8 [Issue:] 1 [Year:] 2017 [Pages:] 118-129
Publisher: 
Vilnius University Press, Vilnius
Abstract: 
This paper aims to define long-term determinants of Moroccan commercial banks performance, for the period 2005-2015, using the Johansen cointegration test. For this purpose, we use bank performance ratios (ROA, ROE and NIM) as dependent variables, and deposits, liquidity ratios, bank-specific and macroeconomic variables as explicative variables. Results obtained show that long-term performance of Moroccan commercial banks depends on deposits, short-term, long-term and funding liquidity, the size of the bank and its square, internal and external funding, deposits interest rates and foreign direct investments. These results show the significance of bank-specific variables as long-term determinants of the performance of Moroccan commercial banks.
Subjects: 
bank performance
bank-specific variables
macroeconomic variables
Johansen cointegra-tion test
Morocco
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by Logo
Document Type: 
Article

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