scholarly journals Comportamiento de la cartera comercial de los bancos privados del ecuador, 2010-2018

ECA Sinergia ◽  
2021 ◽  
Vol 12 (1) ◽  
pp. 95
Author(s):  
Lady Andrea Andrea León Serrano ◽  
Josselyn Lissbeth Chamba Bernal ◽  
Samantha Abigail Vega Aguilar
Keyword(s):  
Price Index ◽  
Consumer Price Index ◽  
Banking System ◽  
Country Risk ◽  
Short Term ◽  
Mobile Media ◽  
Palabras Clave ◽  
Private Banks ◽  
Private Banking ◽  
Payment Rate

  El presente estudio tiene como objetivo determinar el comportamiento de la cartera comercial del sistema bancario privado del Ecuador durante el período 2010-2018, los factores considerados corresponden a cartera improductiva, tasa de morosidad, Producto Interno Bruto (PIB), Índice de precios del consumidor, riesgo país, variación de la deuda pública y liquidez. Los datos fueron obtenidos de la Superintendencia de Compañías, Banco Central del Ecuador y Superintendencia de Bancos. La metodología plantea dos modelos econométricos, el primero el Univariante Autoregresivo Integrado Media Móvil (ARIMA) por las estimaciones de las variables a corto plazo y el segundo Multivariante del Análisis de la Covarianza (ANCOVA) que permite relacionar variables con el comportamiento de la cartera comercial. Los principales resultados determinan que los factores de estudio provocan alteraciones en la cartera comercial, por lo tanto, las conclusiones se deducen a un sistema bancario sensible ante las crisis económicas, especialmente a factores externos como el precio del petróleo y planteamientos de políticas económicas.   Palabras clave: Cartera comercial; morosidad; liquidez; bancos privados; Ecuador.   ABSTRACT   The objective of this study is to determine the behavior of the commercial portfolio of the private banking system of Ecuador during the period 2010-2018, the factors considered correspond to unproductive portfolio, late payment Rate, Gross Domestic Product (GDP), consumer price index , country risk, variation of public debt and liquidity. The data were obtained from the Superintendence of Companies, Central Bank of Ecuador and Superintendence of Banks. The methodology proposes two econometric models, the first the Mobile Media Integrated Autoregressive Univariate (ARIMA) by the estimates of the short-term variables and the second Multivariate of the covariance analysis (ANCOVA) allows to relate variables with the behavior of the commercial portfolio. The main results determine that the study factors cause alterations in the commercial portfolio, therefore, the conclusions are deduced to a banking system sensitive to economic crises, especially to external factors such as the price of oil and economic policy approaches.   Keywords: Commercial portfolio; late payment; liquidity; private banks; Ecuador.

scholarly journals Analisis Indeks Harga Konsumen di Indonesia Melalui Pendekatan Kointegrasi

2019 ◽  
Vol 4 (2) ◽  
pp. 110-118
Author(s):  
Muhamad Muin ◽  
Keyword(s):  
Exchange Rate ◽  
Empirical Study ◽  
Money Supply ◽  
Price Index ◽  
Consumer Price Index ◽  
Data Series ◽  
Short Term ◽  
Monthly Data ◽  
The Relationship

This study aims to analyze the relationship between the rupiah exchange rate (RER) and the money supply (M1) on the outgrowth of the consumer price index (CPI) in Indonesia. The data used in this study are monthly data series from January 2005 to January 2019. The results of this empirical study shows that there is a relationship between RER and M1 on CPI in the long term and there is a correction in the short term balance (ECM) which is influenced by M1. All of these variables are significant at α = 5% and partly significant at α = 1%.

scholarly journals Kontribusi Jumlah Pengunjung Obyek Wisata Dataran Tinggi Dieng Bagi Pendapatan Asli Daerah Kabupaten Wonosobo

2019 ◽  
Vol 2 (2) ◽  
pp. 26-33
Author(s):  
Andryan Setyadharma ◽  
Adi Kurniawan Sujatmiko
Keyword(s):  
Price Index ◽  
Statistical Tests ◽  
Consumer Price Index ◽  
Secondary Data ◽  
Variable Number ◽  
Analytical Tool ◽  
Short Term ◽  
The Real ◽  
Local Revenue ◽  
Tourism Sector

increasing regional revenue. For a region with limited potential of its’ natural resources it will be a challenge in an attempt to maximize the potential of the region. One of the effort to maximize the regional revenue is by optimizing potential in the tourism sector. Types of data in this research are secondary data such as tourist numbers, consumer price index, General Allocation Grant, and Local Revenue of Wonosobo Regency. The analytical tool is multiple regression analysis with statistical tests and classical assumption. This research aimed to understand the effect of the number of visits tourist, consumer price index, and General Allocation Grant against the Local Revenue of Wonosobo Regency from 2015 to 2017. The results of the regression processing of short-term models show that the consumer price index variable has a significant effect on Regional Original Income with a probability value of 0.0090 smaller than the real level α = 5%. While the variable number of visitors and General Allocation Funds did not have a significant effect on Regional Original Income with a probability value greater than the real level α = 5%.

scholarly journals Macroeconomic Determinants of Islamic Banking Products in Indonesia

Economies ◽  
2019 ◽  
Vol 7 (2) ◽  
pp. 53
Author(s):  
Nur Setyowati
Keyword(s):  
Industrial Production ◽  
Structural Breaks ◽  
Price Index ◽  
Consumer Price Index ◽  
Impulse Response Function ◽  
Islamic Banking ◽  
Short Term ◽  
Islamic Bank ◽  
The Government ◽  
Determinant Factor

The purpose of the study was to investigate which factors determine saving and financing in Islamic banks in Indonesia by using Gregory–Hansen cointegration, vector error correction mode (VECM), Granger causality, and the impulse response function. The results disclose the existence of a long-running cointegrating relationship with a structural break in the deposit and financing case to the consumer price index, industrial production, interest rate, exchange rate, and Jakarta Islamic Index. Most of the structural breaks appeared in January 2006 and April 2007 for both deposit and financing, revealing the first stage of the financial crisis. Any short-term deviation between deposit and financing will give rise to a stable relationship in the long term. In the short-term, there is bidirectional causality between deposits and industrial production and between the consumer price index and financing. This finding shows that real activity, as measured by industrial production, is a highly determinant factor of Islamic bank deposits, while inflation, as measured by the customer price index, is the determinant factor of Islamic bank financing. Our results also suggest that a mix of dynamic behaviors from both Islamic bank savings and financing was revealed in response to the shock of the macroeconomic variable, giving better insight for the government and stakeholders into Indonesian Islamic banking.

Retail and Consumer Prices, 1955-1963

1964 ◽  
Vol 30 ◽  
pp. 44-51 ◽  
Author(s):  
W. A. H. Godley ◽  
D. A. Rowe
Keyword(s):  
Price Index ◽  
Consumer Price Index ◽  
National Income ◽  
Food Prices ◽  
The Other ◽  
Short Term ◽  
Unit Costs ◽  
Correct Analysis ◽  
Consumer Prices ◽  
Retail Prices

This paper gives an account of a method of forecasting the Ministry of Labour's retail prices index, and of deriving from it a forecast of the consumer price index. (This is the index used in the National Income statistics to deflate the value of consumers' expenditure to volume terms.) Good forecasting obviously has to be based on a correct analysis of the factors which determine price changes; the article throws light on the way in which cost changes are taken into account when prices are changed. It seems that retail prices (apart from seasonal food prices) do not respond directly to short-term fluctuations in demand and output. Businessmen do not raise prices because demand suddenly rises; nor on the other hand do they lower them when output moves up sharply and unit costs fall. The analysis, therefore, provides further support for the ‘normal cost’ theory of pricing—that businessmen set prices by calculating their costs when working at some normal capacity, and add a conventional margin.

scholarly journals Stress testing the banking systems: Approach of Ukraine

2020 ◽  
Vol 7 (2) ◽  
pp. 205-218
Author(s):  
Olena Sobolieva-Tereshchenko ◽  
Yuliya Zhukova
Keyword(s):  
Exchange Rate ◽  
Eastern Europe ◽  
Financial Stability ◽  
Stress Testing ◽  
Price Index ◽  
Systems Approach ◽  
Consumer Price Index ◽  
Banking System ◽  
Foreign Banks ◽  
Regulatory Capital

Scientific-methodical approaches to stress testing Ukrainian banking system in the context of the banks groups: state-owned, owned by Russia, foreign, private Ukrainian are analyzed in this study. It identifies an influence of the different groups in regulate the level of financial stability of the banking system. Highest level of financial stability of Ukrainian banking system was found to be connected with activity foreign banks from Eastern Europe and Central Asia exclaims banks owned by Russia and Ukraine. The proposed study, by using NBU stress testing scenario and by impacting of the devaluation of the national currency, presents the improved methodology for determining the level of financial stability of banking groups in terms of crisis increase exchange rate. This study was conducted by way of review of the data on bank core capital and regulatory capital, real and nominal GDP, consumer price index and reducing the rate of UAH to EUR.

Consumer Confidence Index in Vietnam: Scale Development and Compilation Methods

2019 ◽  
pp. 107-124
Author(s):  
Ha Hoang Thi Thanh ◽  
Bich Tran Thi
Keyword(s):  
Price Index ◽  
Consumer Price Index ◽  
Economic Indicator ◽  
Consumer Confidence ◽  
Specific Context ◽  
Short Term ◽  
Confidence Index ◽  
Nationally Representative ◽  
United Nations Statistics Division ◽  
Country Specific

A consumer confidence index (CCI) is an important economic indicator which is used to adjust the forecasting of gross domestic product (GDP) and consumer price index (CPI) in the shortterm. Although there exists standard guidelines from the United Nations Statistics Division and European Commission, international experience shows the scale that measures a CCI and the methods of calculating a CCI need to be adapted to the country specific context. Using its own data from the nationally representative survey and factor analysis methods, this paper constructs a scale to measure consumer confidence for Vietnam. The paper, then, computes a CCI and proposes the most appropriate method corresponding to the Vietnamese setting. Validation methods from the paper show that the Vietnamese CCI calculated in the paper reflects approximately the economic picture of the whole country as well as six regions of Vietnam, ensuring the validity of using this index to adjust short-term GDP and CPI forecasts.

scholarly journals Assessment Of Customer Satisfaction In Banking Services: A Comparison Between State Owned And Private Banks In Axum Town, Ethiopia

2019 ◽  
Vol 4 (6) ◽  
Author(s):  
Metasebia Abebe Mekonen ◽  
Yang Rong ◽  
Tekle Gebremedhin
Keyword(s):  
Customer Satisfaction ◽  
Commercial Bank ◽  
Comparative Method ◽  
Banking System ◽  
Primary Data ◽  
Personal Contact ◽  
Sufficient Information ◽  
Economic Progress ◽  
Private Banks ◽  
Private Banking

Over the past decade, Ethiopia has achieved impressive economic growth averaging close to 11 percent annually. The development of a vibrant and active private banking system that complements existing public sector is important to Ethiopia’s economic progress. Customer satisfaction in the banking industry has become an important factor in determining bank's competitiveness. A systematic continuous measurement of customers’ satisfaction level is necessary. Hence, this study focuses on assessing customer satisfaction in state owned commercial bank (Commercial Bank of Ethiopia) and private commercial banks (Wegagen Bank, Dashen Bank, Anbesa Bank). Extending on the assessment we also conducted a comparative analysis of customer satisfaction among state owned and private banks. In order to acquire sufficient information on both quality and quantity, the researcher employed stratified sampling techniques followed by convenience sampling. Each strata contains representative banks from private and state owned banks. To this end, we collected primary data from 300 respondents. Primary Data is collected using the questionnaire and personal contact approach. The researcher used comparative method of data analysis to interpret the results. The overall comparison among private and state owned banks in Axum town have shown that private bank customers have shown to be more satisfied than their counter part customers. On the other hand, both, private and state owned, banks are too behind in creating a responsive bank to their customers and hence need to work on improving their employees responsiveness towards their customers.

scholarly journals The Analysis of Exchange Rate Pass-Through in Indonesia

2019 ◽  
Author(s):  
Karsinah . ◽  
Sucihatiningsih Dian Wisika Prajanti ◽  
Widiyanto . ◽  
Nor Malisa
Keyword(s):  
Exchange Rate ◽  
Price Index ◽  
Consumer Price Index ◽  
Import Price ◽  
Series Data ◽  
Short Term ◽  
Import Price Index ◽  
Pass Through ◽  
Exchange Rate Pass Through

The aims of this research are to identify and analyze the exchange rate pass through towards domestic price in Indonesia. The aforementioned objective is reflected through the short-term and long-term influence variable, inflation fluctuation response due to other macroeconomic shock variable, which then reveals the characteristics of pass-through degree in Indonesia. The data used on this research was the quarter time series data from 1997 Q3 until 2017Q4. The variable used in this research were Consumer Price Index, Rupiah exchange value per Dollar, Import Price Index and SBI Interest Rate. The resource of the data variable were from Bank Indonesia and International Monetary Fund (IMF). The method being employed was Vector Error Correction Model (VECM). The result of the research shows that in the long-term and short-term period, all variable influences inflation by a different lag. Moreover, the impulse response function assessment reveals that shock variable of import price index receives a positive response by consumer price index. The result of variance decomposition assessment also concludes that the import price index has the biggest contribution.

scholarly journals Determinants of nonperforming loans in the Southern Mediterranean countries

2015 ◽  
Vol 3 (1) ◽  
pp. 50 ◽  
Author(s):  
Saoussen Ouhibi ◽  
Sami Hammami
Keyword(s):  
Exchange Rate ◽  
Price Index ◽  
Consumer Price Index ◽  
Banking System ◽  
Nominal Exchange Rate ◽  
Macroeconomic Variables ◽  
Nonperforming Loans ◽  
Mediterranean Countries ◽  
Financial Soundness ◽  
Southern Mediterranean

<p>The main aim of this paper is to examine the determinants of financial soundness indicators (non-performing loans) of the banking system. There are several factors that lead to the growth or decline of non-performing loans, such as macroeconomic variables. This study uses a sample of six out often countries of the Southern Mediterranean (Tunisia, Morocco, Egypt, Lebanon, Jordan and Turkey) that were analyzed over the period of 2000 to 2012. Our result shows that the non-performing loans negatively depend on the nominal exchange rate, the consumer price index and the gross capital formation.</p>

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