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Effects of Macroeconomic Environment on Non-Performing Loans and Financial Stability: Case of Bosnia and Herzegovina
Journal of Central Banking Theory and Practice Pub Date : 2020-05-01 , DOI: 10.2478/jcbtp-2020-0011
Kemal Kozarić 1 , Emina Žunić Dželihodžić 2
Affiliation  

Abstract This paper analyses the impact of macroeconomic conditions on non-performing loans and financial stability in Bosnia and Herzegovina`s banking sector. The aim of this paper is to identify the effects of macroeconomic conditions on non-performing loans and the banking sector`s financial stability. To that end, data for the period 2006-2017 have been used. In order to detect the correlations between analysed variables, we performed the correlation analysis through Pearson coefficient of correlation. Results have confirmed the assumption about correlation between macroeconomic conditions, non-performing loans, and financial stability. Further, regression analysis was applied on data divided into two models: the impact of macroeconomic conditions on non-performing loans and the impact of macroeconomic conditions on the banking sector`s financial stability. Those two models point to the significance of macroeconomic environment for non-performing loans control and financial stability maintenance. Namely, the results have shown that improvement in macroeconomic conditions causes improvement in credit quality. Also, it was disclosed that better macroeconomic conditions ensure better conditions for maintenance of the banking sector`s financial stability.

中文翻译:

宏观经济环境对不良贷款和金融稳定的影响:以波斯尼亚和黑塞哥维那为例

摘要本文分析了宏观经济状况对波斯尼亚和黑塞哥维那银行业不良贷款和金融稳定的影响。本文的目的是确定宏观经济状况对不良贷款和银行业金融稳定性的影响。为此,使用了2006-2017年期间的数据。为了检测分析变量之间的相关性,我们通过皮尔逊相关系数进行了相关性分析。结果证实了有关宏观经济状况,不良贷款和金融稳定性之间相关性的假设。此外,对分为两个模型的数据进行了回归分析:宏观经济状况对不良贷款的影响以及宏观经济状况对银行业金融稳定性的影响。这两个模型指出了宏观经济环境对不良贷款控制和金融稳定维持的重要性。即,结果表明,宏观经济状况的改善导致信贷质量的改善。此外,据披露,更好的宏观经济条件确保了维持银行业金融稳定的更好条件。
更新日期:2020-05-01
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