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Erscheinungsjahr: 
2018
Quellenangabe: 
[Journal:] Review of Development Finance [ISSN:] 2959-0930 [Volume:] 8 [Issue:] 2 [Year:] 2018 [Pages:] 141-153
Verlag: 
Elsevier, Amsterdam
Zusammenfassung: 
This paper investigates the macroeconomic determinants of credit risk in the banking system of 22 Sub-Saharan African economies. We measure credit risk as the ratio of non-performing loans to total gross loans (NPLs) and employ dynamic panel data methods over the period 2000-2016. Using a variety of specifications, the results show that an increase in real GDP growth rate has a statistically and economically significant reducing effect on the ratio of non-performing loans to total gross loans. Furthermore, inflation rate, domestic credit to private sector by banks as a percent of GDP, trade openness, VIX as a proxy of global volatility, and the 2008/2009 global financial crisis, all have positive and significant impact on NPLs.
Schlagwörter: 
Non-performing loans
Macroeconomic factors
Banking system
Panel data
Sub-Saharan Africa
JEL: 
E44
G21
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