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The macroeconomic determinants of non-performing loans across Asian countries / Nur Izzatul Afifah Abdul Wahab

The purpose of this research is to identify the macroeconomic determinants of nonperforming loans (NPL) across Asian countries; Indonesia, Korea, Malaysia, Philippines and Thailand. NPL is a continuing issue that every country concerns. If the NPL problem is not well-managed, it would lead to cost i...

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Main Author: Abdul Wahab, Nur Izzatul Afifah
Format: Thesis
Language:English
Published: 2017
Subjects:
Macroeconomics
Online Access:https://ir.uitm.edu.my/id/eprint/94384/1/94384.pdf
https://ir.uitm.edu.my/id/eprint/94384/
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spelling my.uitm.ir.943842024-05-28T01:46:25Z https://ir.uitm.edu.my/id/eprint/94384/ The macroeconomic determinants of non-performing loans across Asian countries / Nur Izzatul Afifah Abdul Wahab Abdul Wahab, Nur Izzatul Afifah Macroeconomics The purpose of this research is to identify the macroeconomic determinants of nonperforming loans (NPL) across Asian countries; Indonesia, Korea, Malaysia, Philippines and Thailand. NPL is a continuing issue that every country concerns. If the NPL problem is not well-managed, it would lead to cost inefficiency, bank failure or even financial crisis. This study is essential to outline the determinants that might give impact to NPLs. This study is conducted using panel data collected from 1998 until 2016. The independent variables of this study are gross domestic product, unemployment, inflation, real interest rate, exchange rate and lending interest rate. The data is analyzed using Ordinary Least Square (OLS). The result shows that lending interest rate and exchange rate have significant relationship towards NPL in Asian countries. For diagnostic checking, a number of tests were run to examine the problems in the regression model formed. As a result, the data set is found to be not normally distributed and the problems of heteroscedasticity as well as autocorrelation are being detected. 2017-07 Thesis NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/94384/1/94384.pdf The macroeconomic determinants of non-performing loans across Asian countries / Nur Izzatul Afifah Abdul Wahab. (2017) Degree thesis, thesis, Universiti Teknologi MARA, Johor.
institution Universiti Teknologi Mara
building Tun Abdul Razak Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Mara
content_source UiTM Institutional Repository
url_provider http://ir.uitm.edu.my/
language English
topic Macroeconomics
spellingShingle Macroeconomics
Abdul Wahab, Nur Izzatul Afifah
The macroeconomic determinants of non-performing loans across Asian countries / Nur Izzatul Afifah Abdul Wahab
description The purpose of this research is to identify the macroeconomic determinants of nonperforming loans (NPL) across Asian countries; Indonesia, Korea, Malaysia, Philippines and Thailand. NPL is a continuing issue that every country concerns. If the NPL problem is not well-managed, it would lead to cost inefficiency, bank failure or even financial crisis. This study is essential to outline the determinants that might give impact to NPLs. This study is conducted using panel data collected from 1998 until 2016. The independent variables of this study are gross domestic product, unemployment, inflation, real interest rate, exchange rate and lending interest rate. The data is analyzed using Ordinary Least Square (OLS). The result shows that lending interest rate and exchange rate have significant relationship towards NPL in Asian countries. For diagnostic checking, a number of tests were run to examine the problems in the regression model formed. As a result, the data set is found to be not normally distributed and the problems of heteroscedasticity as well as autocorrelation are being detected.
format Thesis
author Abdul Wahab, Nur Izzatul Afifah
author_facet Abdul Wahab, Nur Izzatul Afifah
author_sort Abdul Wahab, Nur Izzatul Afifah
title The macroeconomic determinants of non-performing loans across Asian countries / Nur Izzatul Afifah Abdul Wahab
title_short The macroeconomic determinants of non-performing loans across Asian countries / Nur Izzatul Afifah Abdul Wahab
title_full The macroeconomic determinants of non-performing loans across Asian countries / Nur Izzatul Afifah Abdul Wahab
title_fullStr The macroeconomic determinants of non-performing loans across Asian countries / Nur Izzatul Afifah Abdul Wahab
title_full_unstemmed The macroeconomic determinants of non-performing loans across Asian countries / Nur Izzatul Afifah Abdul Wahab
title_sort macroeconomic determinants of non-performing loans across asian countries / nur izzatul afifah abdul wahab
publishDate 2017
url https://ir.uitm.edu.my/id/eprint/94384/1/94384.pdf
https://ir.uitm.edu.my/id/eprint/94384/
_version_ 1800726597649563648
score 13.211869

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