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DOI Prefix 10.20431 |
Information
Journal Policies
Non-Performing Loans and Systemic Risk: Empirical Evidence to Tunisia and Morocco
Saoussen Ouhib1,Algia Hammami2,Salma Ezzeddine3
Citation :Saoussen Ouhib,Algia Hammami,Salma Ezzeddine, Non-Performing Loans and Systemic Risk: Empirical Evidence to Tunisia and Morocco International Journal of Managerial Studies and Research 2017,5(3) : 40-48
This study investigates the determinant factors of systemic risk in Tunisia and Morocco. The comparative analysis showed that Inflation, domestic credit, gross capital formation, GDP, unemployment rate are significant with nonperforming loans (source of systemic risk), in Tunisia. However, in Morocco, only the exchange rate and GDP are significant. This study used time series data of NPLs ratio and nine macroeconomic variables over the period of 1990-2014. Moreov