Non-Performing Loan Determinants and Impact of COVID-19: Case of Bosnia and Herzegovina

IF 1.7 Q3 BUSINESS, FINANCE

Journal of Central Banking Theory and Practice Pub Date : 2021-09-01 DOI:10.2478/jcbtp-2021-0021

Amila Žunić, Kemal Kozaric, Emina Žunić Dželihodžić

引用次数: 17

Abstract

Abstract The aim of this paper is to investigate the determinants of the movement of non-performing loans in the banking sector of Bosnia and Herzegovina, as well as the impact of the COVID-19 pandemic on them. For this purpose, secondary data from the banking sector of BiH were used, over which a multi-regression analysis was performed. The variables non-performing loans, GDP, loan loss provision, and dummy variable COVID-19 were used in the analysis. The results of the analysis showed a significant influence of all three mentioned variables. The existence of a significant positive link between non-performing loans and the state of the country's economy has been proven. In addition to the above, it has been proven that the variable COVID-19 has a delayed effect on NPLs, due to the current application of the moratorium on loans.

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不良贷款决定因素和2019冠状病毒病的影响:波斯尼亚和黑塞哥维那的案例

摘要本文的目的是调查波斯尼亚和黑塞哥维那银行业不良贷款流动的决定因素，以及COVID-19大流行对它们的影响。为此，使用了波黑银行部门的二手数据，并对其进行了多元回归分析。分析变量为不良贷款、GDP、贷款损失准备和虚拟变量COVID-19。分析结果显示上述三个变量都有显著影响。已证明，不良贷款与国家经济状况之间存在着重要的积极联系。除此之外，由于目前暂停贷款的应用，已证明变量COVID-19对不良贷款具有延迟效应。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Central Banking Theory and Practice BUSINESS, FINANCE-

CiteScore

2.80

自引率

57.10%

发文量

审稿时长

7 weeks

期刊介绍： Journal of Central Banking Theory and Practice is a scientific journal dedicated to publishing quality papers and disseminating original, relevant and applicable economic research. Scientific and professional papers that are published in the Journal of Central Banking Theory and Practice cover theoretical and practical aspects of central banking, monetary policy, including the supervision issues, as well as banking and management in central banks. The purpose of the journal is to educate the general public about the key issues that the central bankers globally face, as well as about contemporary research and achievements in the field of central banking theory and practice.