期刊名称：Sustainable Business and Society in Emerging Economies
印刷版ISSN：2708-2504
电子版ISSN：2708-2172
出版年度：2019
卷号：1
期号：1
DOI：10.26710/sbsee.v1i1.999
语种：English
出版社：CSRC Publishing
摘要：This study aims to examine the macroeconomic and bank specific predictors of Credit Risk (NPL) and their relevant degree of impact on banks in Pakistan. For bank variables a sample of big 10 banks has been taken from 2009 to 2018. For macro-economic variables sample of 2009 to 2018 has been taken from the world bank. As financial institutions play their role to support industries and alleviate poverty in a country, this study checks the effect of banking variables as well as the economic variables on the credit risk of banks by taking industrial sector growth as a moderator. The study found that NPLs are negatively associated with Lending interest rate, Bank investment, Capital adequacy ratio, Domestic credit to private sector, Financial depth and GDP growth while positively associated with Lending capability, Return on equity, Interest spread and Liquidity Ratio. The moderation effect of Industrial sector growth on the relationship of Lending Capability and NPLs is found to be strengthening the relationship.
