Determinants of credit risk: A multiple linear regression analysis of Peruvian municipal savings banks

Valentín J. Calderon-Contreras, Jhony Ostos, Wilmer Florez-Garcia, Harold D. Angulo-Bustinza

Producción científica: Artículo CientíficoArtículo originalrevisión exhaustiva

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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.

Idioma originalInglés estadounidense
Páginas (desde-hasta)203-210
-8
PublicaciónDecision Science Letters
Volumen11
N.º3
DOI
EstadoIndizado - 2022

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© 2022 by the authors; licensee Growing Science, Canada.

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