How to cite this paper
Calderon-Contreras, V., Ostos, J., Florez-Garcia, W & Angulo-Bustinza, H. (2022). Determinants of credit risk: A multiple linear regression analysis of Peruvian municipal savings banks.Decision Science Letters , 11(3), 203-210.
Refrences
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Bai, H. (2021). Unemployment and credit risk. Journal of Financial Economics, 142(1), 127–145. https://doi.org/10.1016/j.jfineco.2021.05.046
Baselga-Pascual, L., Trujillo-Ponce, A., & Cardone-Riportella, C. (2015). Factors influencing bank risk in Europe: Evidence from the financial crisis. North American Journal of Economics and Finance, 34, 138–166. https://doi.org/10.1016/j.najef.2015.08.004
Beg, K., & Bashir, H. A. (2017). An empirical analysis of factors affecting the loan repayment performance of microfinance institutions. Pacific Business Review International, 10(2), 144-153.
Bülbül, D., Hakenes, H., & Lambert, C. (2019). What influences banks’ choice of credit risk management practices? Theory and evidence. Journal of Financial Stability, 40, 1–14. https://doi.org/10.1016/j.jfs.2018.11.002
Castro, V. (2013). Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI. Economic Modelling, 31(1), 672–683. https://doi.org/10.1016/j.econmod.2013.01.027
Chen, W. D., Chen, Y., & Huang, S. C. (2021). Liquidity risk and bank performance during financial crises. Journal of Financial Stability, 56. https://doi.org/10.1016/j.jfs.2021.100906
Durango-Gutiérrez, M. P., Lara-Rubio, J., & Navarro-Galera, A. (2021). Analysis of default risk in microfinance institutions under the Basel III framework. International Journal of Finance and Economics. https://doi.org/10.1002/ijfe.2475
Forgione, A. F., & Migliardo, C. (2019). An empirical analysis of the impact of trade credit on bank debt restructuring. Economia Politica, 36(2), 415–438. https://doi.org/10.1007/s40888-018-0110-x
Gómez, L., & Checo H. (2014). La gestión del riesgo de crédito como herramienta para una administración financiera eficiente. Un estudio de caso. Revista Científica de La UCSA, 1(1), 24–32. http://scielo.iics.una.py/pdf/ucsa/v1n1/v1n1a04.pdf
González-Aguado, C., & Suarez, J. (2015). Interest rates and credit risk. Journal of Money, Credit and Banking, 47(2–3), 445–480. https://doi.org/10.1111/jmcb.12182
İncekara, A., & Çetinkaya, H. (2019). Credit risk management: A panel data analysis on the Islamic banks in Turkey. Procedia Computer Science, 158, 947–954. https://doi.org/10.1016/j.procs.2019.09.135
Jumono, S., Sofyan, J., Sugiyanto, S., & Mala, C. (2021). The short-run and long-run dynamics between liquidity and real output growth: An empirical study in Indonesia. The Journal of Asian Finance, Economics and Business, 8(5), 595–605.
Kodongo, O., & Kendi, L. G. (2013). Individual lending versus group lending: An evaluation with Kenya’s microfinance data. Review of Development Finance, 3(2), 99–108. https://doi.org/10.1016/j.rdf.2013.05.001
Liu, Z., & Sun, X. (2018). Research on the credit risk of small and micro enterprises under “The Belt and Road Initiative.” E3S Web of Conferences, 53, 03079. https://doi.org/10.1051/e3sconf/20185303079
Lassoued, N. (2017). What drives credit risk of microfinance institutions? International evidence. International Journal of Managerial Finance, 13(5), 541–559. https://doi.org/10.1108/IJMF-03-2017-0042
Louzis, D. P., Vouldis, A. T., & Metaxas, V. L. (2012). Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios. Journal of Banking and Finance, 36(4), 1012–1027. https://doi.org/10.1016/j.jbankfin.2011.10.012
Montes, G. C., Valladares, M., & de Moraes, C. O. (2021). Impacts of the sovereign risk perception on financial stability: Evidence from Brazil. Quarterly Review of Economics and Finance, 81, 358–369. https://doi.org/10.1016/j.qref.2021.06.010
Moudud-Ul-Huq, S., Akter, R., & Biswas, T. (2020). Impact of financial crisis on credit risk: Pre- and post-financial crises in an emerging economy. FIIB Business Review, 9(2), 118–132. https://doi.org/10.1177/2319714520923952
Ocaña E. (2017). Determinantes de la morosidad en el sistema bancario ecuatoriano. Documento de trabajo Nº 1. Superintendencia de Bancos. https://www.superbancos.gob.ec/bancos/
SBS, Superintendencia de Banca, Seguros y Administradoras Privadas de Fondos de Pensiones (2015). Glosario de términos e indicadores financieros. https://www.sbs.gob.pe
SBS, Superintendencia de Banca, Seguros y Administradoras Privadas de Fondos de Pensiones (2017). Reglamento de Gobierno Corporativo y de la Gestión Integral de Riesgos. https://www.sbs.gob.pe
SBS, Superintendencia de Banca, Seguros y Administradoras Privadas de Fondos de Pensiones (2021). Memorias anuales. https://www.sbs.gob.pe
Viphindrartin, S., Ardhanari, M., Wilantari, R. N., Somaji, R. P., & Arianti, S. (2021). Effects of bank macroeconomic indicators on the stability of the financial system in Indonesia. Journal of Asian Finance, Economics and Business, 8(1), 647–654. https://doi.org/10.13106/jafeb.2021.vol8.no1.647
Wagner, C., & Winkler, A. (2013). The vulnerability of microfinance to financial turmoil - Evidence from the global financial crisis. World Development, 51, 71–90. https://doi.org/10.1016/j.worlddev.2013.05.008
Wooldridge J. (2010). Introducción a la econometría. Un enfoque moderno. Cengage Learning.
Zheng, C., Perhiar S. M., Gilal N. G., & Gilal F. G. (2019). Loan loss provision and risk-taking behavior of commercial banks in Pakistan: A dynamic GMM approach. Sustainability (Switzerland), 11(19). https://doi.org/10.3390/su11195209
Bai, H. (2021). Unemployment and credit risk. Journal of Financial Economics, 142(1), 127–145. https://doi.org/10.1016/j.jfineco.2021.05.046
Baselga-Pascual, L., Trujillo-Ponce, A., & Cardone-Riportella, C. (2015). Factors influencing bank risk in Europe: Evidence from the financial crisis. North American Journal of Economics and Finance, 34, 138–166. https://doi.org/10.1016/j.najef.2015.08.004
Beg, K., & Bashir, H. A. (2017). An empirical analysis of factors affecting the loan repayment performance of microfinance institutions. Pacific Business Review International, 10(2), 144-153.
Bülbül, D., Hakenes, H., & Lambert, C. (2019). What influences banks’ choice of credit risk management practices? Theory and evidence. Journal of Financial Stability, 40, 1–14. https://doi.org/10.1016/j.jfs.2018.11.002
Castro, V. (2013). Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI. Economic Modelling, 31(1), 672–683. https://doi.org/10.1016/j.econmod.2013.01.027
Chen, W. D., Chen, Y., & Huang, S. C. (2021). Liquidity risk and bank performance during financial crises. Journal of Financial Stability, 56. https://doi.org/10.1016/j.jfs.2021.100906
Durango-Gutiérrez, M. P., Lara-Rubio, J., & Navarro-Galera, A. (2021). Analysis of default risk in microfinance institutions under the Basel III framework. International Journal of Finance and Economics. https://doi.org/10.1002/ijfe.2475
Forgione, A. F., & Migliardo, C. (2019). An empirical analysis of the impact of trade credit on bank debt restructuring. Economia Politica, 36(2), 415–438. https://doi.org/10.1007/s40888-018-0110-x
Gómez, L., & Checo H. (2014). La gestión del riesgo de crédito como herramienta para una administración financiera eficiente. Un estudio de caso. Revista Científica de La UCSA, 1(1), 24–32. http://scielo.iics.una.py/pdf/ucsa/v1n1/v1n1a04.pdf
González-Aguado, C., & Suarez, J. (2015). Interest rates and credit risk. Journal of Money, Credit and Banking, 47(2–3), 445–480. https://doi.org/10.1111/jmcb.12182
İncekara, A., & Çetinkaya, H. (2019). Credit risk management: A panel data analysis on the Islamic banks in Turkey. Procedia Computer Science, 158, 947–954. https://doi.org/10.1016/j.procs.2019.09.135
Jumono, S., Sofyan, J., Sugiyanto, S., & Mala, C. (2021). The short-run and long-run dynamics between liquidity and real output growth: An empirical study in Indonesia. The Journal of Asian Finance, Economics and Business, 8(5), 595–605.
Kodongo, O., & Kendi, L. G. (2013). Individual lending versus group lending: An evaluation with Kenya’s microfinance data. Review of Development Finance, 3(2), 99–108. https://doi.org/10.1016/j.rdf.2013.05.001
Liu, Z., & Sun, X. (2018). Research on the credit risk of small and micro enterprises under “The Belt and Road Initiative.” E3S Web of Conferences, 53, 03079. https://doi.org/10.1051/e3sconf/20185303079
Lassoued, N. (2017). What drives credit risk of microfinance institutions? International evidence. International Journal of Managerial Finance, 13(5), 541–559. https://doi.org/10.1108/IJMF-03-2017-0042
Louzis, D. P., Vouldis, A. T., & Metaxas, V. L. (2012). Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios. Journal of Banking and Finance, 36(4), 1012–1027. https://doi.org/10.1016/j.jbankfin.2011.10.012
Montes, G. C., Valladares, M., & de Moraes, C. O. (2021). Impacts of the sovereign risk perception on financial stability: Evidence from Brazil. Quarterly Review of Economics and Finance, 81, 358–369. https://doi.org/10.1016/j.qref.2021.06.010
Moudud-Ul-Huq, S., Akter, R., & Biswas, T. (2020). Impact of financial crisis on credit risk: Pre- and post-financial crises in an emerging economy. FIIB Business Review, 9(2), 118–132. https://doi.org/10.1177/2319714520923952
Ocaña E. (2017). Determinantes de la morosidad en el sistema bancario ecuatoriano. Documento de trabajo Nº 1. Superintendencia de Bancos. https://www.superbancos.gob.ec/bancos/
SBS, Superintendencia de Banca, Seguros y Administradoras Privadas de Fondos de Pensiones (2015). Glosario de términos e indicadores financieros. https://www.sbs.gob.pe
SBS, Superintendencia de Banca, Seguros y Administradoras Privadas de Fondos de Pensiones (2017). Reglamento de Gobierno Corporativo y de la Gestión Integral de Riesgos. https://www.sbs.gob.pe
SBS, Superintendencia de Banca, Seguros y Administradoras Privadas de Fondos de Pensiones (2021). Memorias anuales. https://www.sbs.gob.pe
Viphindrartin, S., Ardhanari, M., Wilantari, R. N., Somaji, R. P., & Arianti, S. (2021). Effects of bank macroeconomic indicators on the stability of the financial system in Indonesia. Journal of Asian Finance, Economics and Business, 8(1), 647–654. https://doi.org/10.13106/jafeb.2021.vol8.no1.647
Wagner, C., & Winkler, A. (2013). The vulnerability of microfinance to financial turmoil - Evidence from the global financial crisis. World Development, 51, 71–90. https://doi.org/10.1016/j.worlddev.2013.05.008
Wooldridge J. (2010). Introducción a la econometría. Un enfoque moderno. Cengage Learning.
Zheng, C., Perhiar S. M., Gilal N. G., & Gilal F. G. (2019). Loan loss provision and risk-taking behavior of commercial banks in Pakistan: A dynamic GMM approach. Sustainability (Switzerland), 11(19). https://doi.org/10.3390/su11195209