The determinants of lending interest rates of Jordanian listed commercial banks

Determinants of Lending Interest Rates of Nepalese Commercial Banks

Economic Journal of Development Issues ◽

10.3126/ejdi.v19i1-2.17701 ◽

2017 ◽

pp. 39-59

Author(s):

Yuga Raj Bhattarai

Keyword(s):

Interest Rate ◽

Interest Rates ◽

Commercial Banks ◽

Default Risk ◽

Fixed Effects ◽

Positive Impact ◽

Operating Cost ◽

Bank Lending ◽

Operating Costs ◽

Lending Rate

The aim of this study is to investigate the determinants of lending rate of Nepalese commercial banks. The analysis of data was based on a sample of 6 commercial banks observed over the period 6 years (2010 to 2015). The models used in the study were: pooled OLS model, fixed effects model and random effects model. This study has used ‘lending rate’ as dependent variable, while the explanatory variables are: operating cost to total assets ratio, deposit interest rate, profitability (ROA) and default risk. The estimated results of these three regression models reveal that operating costs to total assets ratio, profitability (ROA) and default risk have significant positive impact on the commercial bank lending rate. However, deposit rate has negligible impact on lending interest rate. Thus, this study concludes that the major determinants of commercial banks’ lending rate are: operating costs to total assets ratio, profitability (ROA) and default risk in Nepalese perspectives.Economic Journal of Development Issues Vol. 19 & 20 No. 1-2 (2015) Combined Issue, Page: 39-59

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Factors affecting Non-Performing Loans (NPLs) of banks: The case of Vietnam

HCMCOUJS - ECONOMICS AND BUSINESS ADMINISTRATION ◽

10.46223/hcmcoujs.econ.en.10.2.967.2020 ◽

2020 ◽

Vol 10 (2) ◽

Author(s):

Vo Minh Long ◽

Nguyen Thi Yen ◽

Pham Dinh Long

Keyword(s):

Commercial Banks ◽

Fixed Effects ◽

Inflation Rate ◽

Research Problem ◽

Random Effects Model ◽

Policy Recommendations ◽

Fixed Effects Model ◽

Factors Affecting ◽

Negative Impacts ◽

Problem Data

This study aims to identify factors affecting Non-Performing Loans (NPLs) of commercial banks in Vietnam. To address the research problem, data of commercial banks in Vietnam from 2008 to 2017 were collected. This study applied a fixed-effects model in comparison with a random-effects model on a panel data of 200 observations. Results from the firmly fixed-effects model indicated that NPLs were positively affected by its lag of the previous year, capital structure, and interest rate. Additionally, returns on asset, inflation rate, and credit growth were found to have negative impacts on NPLs. However, impacts of firm size and gross domestic product were not found across the models. Based on the results, this research suggested several policy recommendations for the management of NPLs in the commercial banks.

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Factors Affecting the Competitive Capacity of Commercial Banks: A Critical Analysis in an Emerging Economy

10.31219/osf.io/8mz2y ◽

2020 ◽

Author(s):

Kieu Oanh Dao ◽

Le Kieu ◽

Pham Thuy Tu ◽

V.C. Nguyen

Keyword(s):

Market Power ◽

Commercial Banks ◽

Fixed Effects ◽

Stock Exchange ◽

Generalized Method Of Moments ◽

Banking System ◽

Least Square ◽

Fixed Effects Model ◽

Factors Affecting ◽

The Impact

This research was conducted to investigate the factors influencing the commercial bank’s competitive capacity in an emerging country. Data were collected from the domestic-owned commercial banks and foreign-owned commercial banks listed on Vietnam’s Stock Exchange over the period of nine years from 2010 to 2018. Three statistic approaches were employed to address econometrics issues and to improve the accuracy of the regression coefficients: Pooled Ordinary Least Square (Pooled OLS), Random Effects Model (REM), and Fixed Effects Model (FEM). To correct the diagnostics and endogeneity in the model, the study uses Generalized Least Square (GLS) and Generalized Method of Moments (GMM). In order to account for the degree of competitive capacity we use Lerner index. Results demonstrate that the impact of bank-specific characteristics on market power in banks is statistically significant, and there are substantial distinguishments of economic consideration among these factors. In addition, a bank with a higher level of competitive capacity in the previous year will outstandingly generate competitive capacity in the current year. Another possibility, a greater level foreign investment into the banks in the host country could further encourage competitive capacity in the banking system. Finally, economic growth rate has no impact on competitive capacity at a significant level of 5% while a positive effect from inflation on bank’s market power could be found.

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Factors Affecting the Competitive Capacity of Commercial Banks: A Critical Analysis in an Emerging Economy

International Journal of Financial Research ◽

10.5430/ijfr.v11n4p241 ◽

2020 ◽

Vol 11 (4) ◽

pp. 241 ◽

Cited By ~ 1

Author(s):

Le Kieu Oanh Dao ◽

Thuy Tu Pham ◽

Van Chien Nguyen

Keyword(s):

Market Power ◽

Commercial Banks ◽

Fixed Effects ◽

Stock Exchange ◽

Generalized Method Of Moments ◽

Banking System ◽

Least Square ◽

Fixed Effects Model ◽

Factors Affecting ◽

The Impact

This research was conducted to investigate the factors influencing the commercial bank’s competitive capacity in an emerging country. Data were collected from the domestic-owned commercial banks and foreign-owned commercial banks listed on Vietnam’s Stock Exchange over the period of nine years from 2010 to 2018. Three statistic approaches were employed to address econometrics issues and to improve the accuracy of the regression coefficients: Pooled Ordinary Least Square (Pooled OLS), Random Effects Model (REM), and Fixed Effects Model (FEM). To correct the diagnostics and endogeneity in the model, the study uses Generalized Least Square (GLS) and Generalized Method of Moments (GMM). In order to account for the degree of competitive capacity we use Lerner index. Results demonstrate that the impact of bank-specific characteristics on market power in banks is statistically significant, and there are substantial distinguishments of economic consideration among these factors. In addition, a bank with a higher level of competitive capacity in the previous year will outstandingly generate competitive capacity in the current year. Another possibility, a greater level foreign investment into the banks in the host country could further encourage competitive capacity in the banking system. Finally, economic growth rate has no impact on competitive capacity at a significant level of 5% while a positive effect from inflation on bank’s market power could be found.

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Impact of Inflation, Interest Rates and Return Exchange Rates on Pharmaceutical Companies on the IDX

International Journal of Management and Business (IJMB) ◽

10.46643/ijmb.v1i2.48 ◽

2020 ◽

Vol 1 (2) ◽

pp. 111-117

Author(s):

Mayroza Wiska ◽

Fenisi Resty

Keyword(s):

Exchange Rate ◽

Data Analysis ◽

Interest Rate ◽

Exchange Rates ◽

Interest Rates ◽

Stock Returns ◽

Inflation Rate ◽

Stock Exchange ◽

Pharmaceutical Companies ◽

The Interest Rate

Abstract In this study, researchers have conducted research at PT. Indonesia stock exchange. The purpose of this study was to determine the effect of inflation, exchange rates and interest rates on stock returns in pharmaceutical companies listed on the Indonesia Stock Exchange. By taking secondary data in the 2010-2014 period. Data analysis in this study used the classical assumption test, t-test analysis and f-test, while the overall data analysis used a computer with SPSS version 21 software.The results of this study concluded that: (1) the inflation rate partially has a positive and significant effect on stock returns in pharmaceutical companies listed on the Indonesia Stock Exchange, (2) the exchange rate partially does not have a significant effect on stock returns in listed pharmaceutical companies. in the Indonesia Stock Exchange, (3) the interest rate partially does not have a significant effect on stock returns in pharmaceutical companies listed on the Indonesia Stock Exchange, (4) the inflation rate, the exchange rate, the interest rate simultaneously influence stock returns. in pharmaceutical companies listed on the Indonesia Stock Exchange.Suggestions for companies should pay more attention to financial performance factors, both as measured by profitability and the market in determining share prices. This study can further use other methods that may be better than the variable analysis used in this study, for example logistic analysis.

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Pengukuran Variabel Makro dan Kinerja Keuangan Terhadap Perubahan Harga Saham

Owner ◽

10.33395/owner.v3i1.78 ◽

2019 ◽

Vol 3 (1) ◽

pp. 1

Author(s):

Munawarah Munawarah ◽

Jeffry Suryono

Keyword(s):

Interest Rate ◽

Interest Rates ◽

Stock Prices ◽

Stock Price ◽

Inflation Rate ◽

Stock Exchange ◽

Linear Regression Analysis ◽

Sampling Technique ◽

Multiple Linear Regression Analysis ◽

Net Profit

The aim of this study was to investigate the effect of inflation rate, interest rate, and net profit on stock prices at Metal companies listed on the Indonesia Stock Exchange in 2011-2015. The independent variables of this research were the rate of inflation, interest rates, and net profit. Dependent variable of this research was stock price. The research used a quantitative method. The populations were 16 metal companies listed in Indonesia Stock Exchange and there were 15 companies used as sample which taken by purposive sampling technique. The research data were the company's financial statements at the Indonesia Stock Exchange. The data were analized by multiple linear regression analysis. The results of this research indicated that Simultaneously, the rate of inflation, interest rates, and net profit had a positive and significant effect on stock prices. And partially, the inflation rate did not have a significant effect on stock prices, the interest rate did not have a significant effect on the price shares and net profit had a positive and significant effect on stock prices. The value of R square 0,289 shows that simultaneously the inflation rate, interest rate and net profit contributed to stock price only 28,9 %, and the remaining 71, 11% were affected by other variables not included in this study.

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Dampak Kebijakan Moneter Pada Output Di Negara-Negara ASEAN Tahun 1980-2014

Jurnal Riset Manajemen Sekolah Tinggi Ilmu Ekonomi Widya Wiwaha Program Magister Manajemen ◽

10.32477/jrm.v4i1.191 ◽

2017 ◽

Vol 4 (1) ◽

pp. 58-70

Author(s):

Nur Widiastuti

Keyword(s):

Monetary Policy ◽

Interest Rate ◽

Fixed Effects ◽

Empirical Studies ◽

Negative Relationship ◽

Least Square ◽

Fixed Effects Model ◽

State Data ◽

Ordinary Least Square ◽

The Impact

The Impact of monetary Policy on Ouput is an ambiguous. The results of previous empirical studies indicate that the impact can be a positive or negative relationship. The purpose of this study is to investigate the impact of monetary policy on Output more detail. The variables to estimatate monetery poicy are used state and board interest rate andrate. This research is conducted by Ordinary Least Square or Instrumental Variabel, method for 5 countries ASEAN. The state data are estimated for the period of 1980 – 2014. Based on the results, it can be concluded that the impact of monetary policy on Output shown are varied.Keyword: Monetary Policy, Output, Panel Data, Fixed Effects Model

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The Relationship Between Interest Rate Fluctuations And The Amman Stock Exchange And Real Estate : An Analytical Study

10.35875/1105-020-001-007 ◽

2017 ◽

pp. 11

Author(s):

Ahmad Yousef Areiqat ◽

Tawfiq Saleh Abdelhadi

Keyword(s):

Interest Rate ◽

Real Estate ◽

Analytical Study ◽

Stock Exchange ◽

Amman Stock Exchange ◽

The Relationship

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Regular Econometric Model of Taylor for Albania

European Journal of Economics and Business Studies ◽

10.26417/ejes.v5i1.p123-133 ◽

2016 ◽

Vol 5 (1) ◽

pp. 123

Author(s):

Ergys Misha

Keyword(s):

Economic Growth ◽

Monetary Policy ◽

Interest Rates ◽

Financial Stability ◽

Inflation Targeting ◽

Inflation Rate ◽

Stock Exchange ◽

Central Banks ◽

Financial Assets

The Taylor’s Rule Central Banks is applying widely today from Central Banks for design the monetary policy and for determination of interest rates. The purpose of this paper is to assess monetary policy rule in Albania, in view of an inflation targeting regime. In the first version of the Model, the Taylor’s Rule assumes that base interest rate of the monetary policy varies depending on the change of (1) the inflation rate and (2) economic growth (Output Gap).Through this paper it is proposed changing the objective of the Bank of Albania by adding a new objective, that of "financial stability", along with the “price stability”. This means that it is necessary to reassess the Taylor’s Rule by modifying it with incorporation of indicators of financial stability. In the case of Albania, we consider that there is no regular market of financial assets in the absence of the Stock Exchange. For this reason, we will rely on the credit developmet - as a way to measure the financial cycle in the economy. In this case, the base rate of monetary policy will be changed throught: (1) Targeting Inflation Rate, (2) Nominal Targeting of Economic Growth, and (3) Targeting the Gap of the Ratio Credit/GDP (mitigating the boom cycle, if the gap is positive, and the contractiocycle if the gap is negative).The research data show that, it is necessary that the Bank of Albania should also include in its objective maintaining the financial stability. In this way, the contribution expected from the inclusion of credit gap indicators in Taylor’s Rule, will be higher and sustainable in time.

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PENGARUH TINGKAT SUKU BUNGA, BOND RATING, UKURAN PERUSAHAAN, DEBT TO EQUITY RATIO (DER) TERHADAP YIELD TO MATURITY OBLIGASI KORPORASI DI BEI PERIODE TAHUN 2010-2012.

JWM (Jurnal Wawasan Manajemen) ◽

10.20527/jwm.v6i3.170 ◽

2019 ◽

Vol 6 (3) ◽

pp. 295

Author(s):

Hendaryadi , ◽

Meina Wulansari Yusniar ◽

Abdul Hadi

Keyword(s):

Interest Rate ◽

Interest Rates ◽

Stock Exchange ◽

Corporate Bonds ◽

Market Price ◽

Financial Statements ◽

Company Size ◽

Bond Ratings ◽

Bond Rating ◽

Equity Ratio

This study aimed to analyze the effects of interest rates, bond rating, company size, and debt to equity ratio (DER) of the yield to maturity (YTM) of corporate bonds in Indonesia Stock Exchange. Previous researches showed different results, therefore, it is necessary to re- study by testing the four variables on the yield to maturity.The population in this study was all corporate bonds listed and traded on the Stock Exchange in the period of 2010-2012. There were 324 bonds. Based on the Purposive sampling criteria, 66 bonds were obtained. The research hypothesis was tested by multiple linear regression (multiple regression) and the analysis tools were company's financial statements, market price of the bond, SBI interest rate and bond ratings.The results showed that the variable interest rates and the debt to equity ratio did not significantly affect the yield to maturity of the bonds. Variable bond rating and company size gave significant negative effects ontheyield tomaturity of the bonds.

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