期刊名称：International Journal of Economics and Empirical Research (IJEER)
印刷版ISSN：2311-3871
电子版ISSN：2310-5232
出版年度：2016
卷号：4
期号：5
页码：220-228
出版社：The Economics and Social Development Organization (TESDO)
摘要：Purpose: Current study empirically explores the impact of the bank-specific and macroeconomic determinants of the net interest margin (NIM) for 15 commercial banks of Pakistan during 2009- 2012. Methodology: The panel least square and panel fixed effect modelresults revealed that default risk measures by ratio of loan reserves to gross loans influence NIM negatively and results are statistically significant. Findings: Capitalization, liquidity management quality and interest rate risk shows mixed effect on NIM while inflation and economic growth have no statistically significant effect on NIM in case of Pakistan. The effect of bank ownership and size of bank also explored to gain insight of influence of these variables on the NIM. Where size is taken into account, result indicate that large banks are better able to insulate books against interest rate risk by managing liabilities, while the superior performance of private banks could be attributed to managing interest rate risks. Recommendations: The current study opens up new insights for policy makers.
关键词：Net Interest margin; Pakistani banks; Banking sector; Fix effect model
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