文章基本信息

标题：Factors that increase credit risk of Azerbaijani banks
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作者：Shahriyar Mukhtarov ; Serhat Yüksel ; Elvin Mammadov 等
期刊名称：Journal of International Studies
印刷版ISSN：2071-8330
电子版ISSN：2306-3483
出版年度：2018
卷号：11
期号：2
页码：63-75
DOI：10.14254/2071-8330.2018/11-2/5
语种：English
出版社：Centre of Sociological Research, Szczecin, Poland
摘要：The main purpose of this paper is to analyze the influencing factors behind credit risks in Azerbaijani banks. Within this scope,we analyzed 10 biggest banks of Azerbaijan with respect to their asset size. Furthermore,10 explanatory variables were used to achieve this objective. Annual data for the period between 2010 and 2015 was tested using the panel logit methodology. According to the results of our analysis,it was defined that 4 independent variables affect credit risk of Azerbaijani banks. It was also determined that decrease in the capital adequacy ratio,interest rate and total assets leads to increasing credit risk. We have also identified that there is a positive relationship between unemployment rate and the credit risk of Azerbaijani banks. Therefore,it can be stated that Azerbaijani banks should increase their capital adequacy ratio and total assets amount in order to minimize the negative effects from the credit risk problem.
关键词：Panel logit;credit risk;Azerbaijan;banks;non-performing loans.