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2018, vol. 46, br. 1, str. 45-60
Makroekonomske i specifične bankarske determinante nekvalitetnih kredita u Bosni i Hercegovini
aHigh school 'Banja Luka College', Banja Luka, BiH
bUniverzitet Singidunum, Beograd

e-adresazorana.agic@gmail.com
Ključne reči: nekvalitetni krediti; makroekonomski faktori; specifični bankarski faktori; bankarski sektor BiH
Sažetak
Cilj istraživanja je identifikacija makroekonomskih i specifičnih bankarskih faktora koji utiču na nekvalitetne kredite u bankarskom sektoru Bosne i Hercegovine (BiH). Autori polaze od pretpostavke da tri makroekonomska i pet specifičnih bankarskih faktora dominantno utiče na kvalitet kreditnog portfolia bankarskog sektora. Korišteni su agregatni podaci koji su preuzeti od Centralne banke BiH, Agencije za statistiku BiH i Agencije za rad i zapošljavanje BiH, a analizirani su putem deskriptivne statistike, korelacione i regresione analize u periodu od prvog kvartala 2006. do kraja četvrtog kvartala 2016. godine. Empirijski rezultati pokazuju da postoji korelacija između nekvalitetnih kredita i stope nezaposlenosti, stope inflacije mjerene stopom rasta potrošačkih cijena, prinosa na aktivu i stope kreditnog rasta, dok uticaj stope rasta realnog bruto domaćeg proizvoda, koeficijenta adekvatnosti kapitala, prinosa na akcijski kapital i aktivne kamatne stopa nije statistički značajan.
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O članku

jezik rada: engleski
vrsta rada: izvorni naučni članak
DOI: 10.5937/industrija46-14956
objavljen u SCIndeksu: 12.04.2018.
metod recenzije: dvostruko anoniman
Creative Commons License 4.0