Moderating Role of Bank Efficiency on the relationship between corporate credit risk and Bank performance

نوع المستند : المقالة الأصلية

المؤلف

, October University for Modern Sciences and Arts, Cairo, Egypt.

المستخلص

 The research investigates the impacts of the corporate credit risks on the performance of Egyptian accurate and robust estimated models that better predict the future value of bank performance based on the variation of the corporate credit risks. To achieve this purpose, a sample of twenty-three central bank of Egypt (CBE)-registered banks: eleven listed and twelve non-listed banks on the Egyptian stock exchange (EGX) between 2011 and 2020 was used. The Generalized Method of Moments (GMM) was employed to find any misleading estimates and for the goodness of fit. Moreover, the corporate non-performing loan (CNPL) ratio was significant and had a negative effect on bank performance by affecting the return on assets (ROA). The results of the GMM showed that the bank efficiency was not moderated in the banks and moderating efficiency of the banks to provide effect of CNPL on ROA, and CNPL insignificant on net interest margin (NIM).                        

الكلمات الرئيسية


المجلد 55، العدد 1
ابحاث فى تخصصات ادارة الاعمال - المحاسبة - الاقتصاد - الاحصاء باللعة العربیة واللغة الانجلیزیة
إبريل 2025
الصفحة 129-164