## Resumen

In order to identify the determinants that influence the credit risk of Peruvian municipal savings

banks, this quantitative research uses a nonexperimental design and a longitudinal sample to

analyze monthly data corresponding to macroeconomic variables and microfinance institutions’

internal variables from 2011 to 2020. Using multiple linear regression, the results show that the

interest rate, unemployment rate, and liquidity ratio positively influence the credit risk of

Peruvian municipal savings banks; the study also shows that gross domestic product, efficiency

of administrative expenses, solvency, and coverage of provisions exert a negative influence on

credit risk. It is concluded that seven of the eight independent variables studied influence the

credit risk of Peruvian municipal savings banks; only the inflation variable does not significantly

influence credit risk.

banks, this quantitative research uses a nonexperimental design and a longitudinal sample to

analyze monthly data corresponding to macroeconomic variables and microfinance institutions’

internal variables from 2011 to 2020. Using multiple linear regression, the results show that the

interest rate, unemployment rate, and liquidity ratio positively influence the credit risk of

Peruvian municipal savings banks; the study also shows that gross domestic product, efficiency

of administrative expenses, solvency, and coverage of provisions exert a negative influence on

credit risk. It is concluded that seven of the eight independent variables studied influence the

credit risk of Peruvian municipal savings banks; only the inflation variable does not significantly

influence credit risk.

Idioma original | Inglés estadounidense |
---|---|

Páginas (desde-hasta) | 203 |

- | 210 |

Publicación | Decision Science Letters |

Volumen | 11 |

N.º | 3 |

Estado | Publicado - 19 abr. 2022 |

Publicado de forma externa | Sí |