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

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 i...

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Main Author:	Abdul Wahab, Nur Izzatul Afifah
Format:	Thesis
Language:	English
Published:	2017
Subjects:	Macroeconomics
Online Access:	https://ir.uitm.edu.my/id/eprint/94384/1/94384.pdf
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id	my-uitm-ir.94384
record_format	uketd_dc
spelling	my-uitm-ir.943842024-05-28T01:46:25Z The macroeconomic determinants of non-performing loans across Asian countries / Nur Izzatul Afifah Abdul Wahab 2017-07 Abdul Wahab, Nur Izzatul Afifah Macroeconomics 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. 2017-07 Thesis https://ir.uitm.edu.my/id/eprint/94384/ https://ir.uitm.edu.my/id/eprint/94384/1/94384.pdf text en public degree Universiti Teknologi MARA, Johor Bachelor of Business Administration (HONS) Finance Mohd Yusoff, Yuslizawati Hamid Ghul, Zahirah
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Mohd Yusoff, Yuslizawati Hamid Ghul, Zahirah
topic	Macroeconomics
spellingShingle	Macroeconomics Abdul Wahab, Nur Izzatul Afifah The macroeconomic determinants of non-performing loans across Asian countries / Nur Izzatul Afifah Abdul Wahab
description	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.
format	Thesis
qualification_level	Bachelor degree
author	Abdul Wahab, Nur Izzatul Afifah
author_facet	Abdul Wahab, Nur Izzatul Afifah
author_sort	Abdul Wahab, Nur Izzatul Afifah
title	The macroeconomic determinants of non-performing loans across Asian countries / Nur Izzatul Afifah Abdul Wahab
title_short	The macroeconomic determinants of non-performing loans across Asian countries / Nur Izzatul Afifah Abdul Wahab
title_full	The macroeconomic determinants of non-performing loans across Asian countries / Nur Izzatul Afifah Abdul Wahab
title_fullStr	The macroeconomic determinants of non-performing loans across Asian countries / Nur Izzatul Afifah Abdul Wahab
title_full_unstemmed	The macroeconomic determinants of non-performing loans across Asian countries / Nur Izzatul Afifah Abdul Wahab
title_sort	macroeconomic determinants of non-performing loans across asian countries / nur izzatul afifah abdul wahab
granting_institution	Universiti Teknologi MARA, Johor
granting_department	Bachelor of Business Administration (HONS) Finance
publishDate	2017
url	https://ir.uitm.edu.my/id/eprint/94384/1/94384.pdf
_version_	1804889926848741376

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

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