التأثير المشترك للمخاطر الائتمانية ومخاطر السيولة على ربحية البنوك التجارية في الجزائر (2018-2021)‎

Abstract EN

The present research paper aims to study and analyze the integrated impact of credit risk and liquidity risk on the profitability of commercial banks in Algeria.

the analysis is done based on monthly data on the span of 2018 to 2021 of an Algerian public bank that was treated within a standard statistical approach represented in the auto regressive model of the distributed lag model (ARDL).

in the same line of thought, the relationship between the independent variables (credit risk, liquidity risk) and the dependent variable (bank profitability) was formulated in three models, in which the findings show that the profitability of the bank is negatively affected by the high level of credit risk or liquidity risk, and that their interaction pointed to the strong correlation between liquidity risk and credit risk, which affected the latter's signification.