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

Abdul Wahab, Nur Izzatul Afifah (2017) The macroeconomic determinants of non-performing loans across Asian countries / Nur Izzatul Afifah Abdul Wahab. Degree thesis, Universiti Teknologi MARA, Johor.

Abstract

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.

Metadata

Item Type: Thesis (Degree)
Creators:
Creators
Email / ID Num.
Abdul Wahab, Nur Izzatul Afifah
2014419812
Contributors:
Contribution
Name
Email / ID Num.
Thesis advisor
Mohd Yusoff, Yuslizawati
UNSPECIFIED
Thesis advisor
Hamid Ghul, Zahirah
UNSPECIFIED
Subjects: H Social Sciences > HB Economic Theory. Demography > Macroeconomics
Divisions: Universiti Teknologi MARA, Johor > Segamat Campus > Faculty of Business and Management
Programme: Faculty of Business Management
Keywords: Macroeconomic; non-performing loans
Date: July 2017
URI: https://ir.uitm.edu.my/id/eprint/94384
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