المحددات المصرفية لمخاطر الائتمان للبنوك التجارية : دراسة تطبيقية لعينة من البنوك التجارية الجزائرية خلال الفترة 2007-2019

Abstract EN

This study aims to monitor a group of factors that causes the credit risk and contributes to the occurrence of non-performing loans problem in the Algerian commercial banks by testing the determinants of credit risk and the explanatory factors of the non-performing loans problem to a sample of Algerian commercial banks during the period 2007-2019, using Panel data models.

The main results of the applied study indicate that: The explanatory variables of the credit risk that causes the non-performing loans problem in the Algerian commercials banks, by using the loan loss provisions to total loans index ratio are: the bank size; the Inefficiency ratio and the deposit's interest rate.

The results confirm the validity of the Size Effect Hypothesis, the Skimping Hypothesis and the Deposit Rate Effect Hypothesis.