文章基本信息

标题：The Impact of Macroeconomic Factors on Credit Risk in Conventional Banks and Islamic Banks: Evidence from Indonesia
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作者：Huey-Yeh Lin ; Nuraeni Hadiati Farhani ; Meihua Koo 等
期刊名称：International Journal of Financial Research
印刷版ISSN：1923-4023
电子版ISSN：1923-4031
出版年度：2016
卷号：7
期号：4
页码：p105
DOI：10.5430/ijfr.v7n4p105
语种：English
出版社：Sciedu Press
摘要：The banking sector is viewed as an important figure in the economic development. However, this sector is vulnerable to macroeconomic instability which lead to higher credit risk of banks. Motivated by the fact that unlike conventional banking, there is limited research study about the impact of macroeconomic factors on credit risk in Islamic banking. Therefore, further research to study about it has become important. This research aim is to evaluate the association between macroeconomic factors with credit risk through comparative analysis of these two kinds of banking system. Empirical results suggest that Islamic banks are more resistant during crisis, and only two variables (Exchange Rate and MS) which are significant to credit risk in Islamic banks. Meanwhile, in conventional banks almost all variables are significant except Industrial Production Index. This research is expected to give contributions to literature, and provide comparable information on the credit risk profile across the banks to stakeholders.
其他摘要：The banking sector is viewed as an important figure in the economic development. However, this sector is vulnerable to macroeconomic instability which lead to higher credit risk of banks. Motivated by the fact that unlike conventional banking, there is limited research study about the impact of macroeconomic factors on credit risk in Islamic banking. Therefore, further research to study about it has become important. This research aim is to evaluate the association between macroeconomic factors with credit risk through comparative analysis of these two kinds of banking system. Empirical results suggest that Islamic banks are more resistant during crisis, and only two variables (Exchange Rate and MS) which are significant to credit risk in Islamic banks. Meanwhile, in conventional banks almost all variables are significant except Industrial Production Index. This research is expected to give contributions to literature, and provide comparable information on the credit risk profile across the banks to stakeholders.