A Survey of Factors Influencing Credit Risk in Islamic Banks Using The Generalized Method of Moments

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NADIRI MOHAMMAD; MOSAVIAN SEYED ABBAS; NADERI JALAL

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Journal: EGHTESAD-E ISLAMI Year:2019 | Volume:19 | Issue:75 Page(s): 109-138

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Information Journal Paper

Title

A Survey of Factors Influencing Credit Risk in Islamic Banks Using The Generalized Method of Moments

Author(s)

NADIRI MOHAMMAD | MOSAVIAN SEYED ABBAS | NADERI JALAL | Issue Writer Certificate

Keywords

Bank Specific FactorsQ1

Credit RiskQ2

Islamic BanksQ1

Generalized Method of MomentsQ1

Abstract

The existence of rapid and dynamic changes in the global financial landscape has led to the banking industry pose many potential risks. Credit Risk is one of the most important risks facing banks and is related to the ability of debtor to repay his debts. On the one hand it seems that Islamic Banks face more Credit Risk due to their newness and less flexibility in using risk management tools, on the another hand, because of the different nature of their contracts and the rule of Sharia laws in their administration they can be better to manage this risk. In this study, the effect of Bank Specific Factors such as management quality, capital adequacy, bank size and liquidity on Credit Risk in Islamic Banks has been investigated. Also, in order to control the impact of macroeconomic factors on the results of the research, GDP growth rate, exchange rate and inflation rate are considered as control variables in the model. The research community consists of all banks that is administrated by the Islamic banking method; among them the top-hundred of banks of the Banker website ranking were selected as the sample in the period 2011-2016. In order to estimate the model the "Generalized Method of Moments" (GMM) has been used. The results of the model show that in Islamic Banks there is a significant negative relationship between Credit Risk and management quality, capital adequacy, liquidity ratio and bank size.

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APA: Copy

NADIRI, MOHAMMAD, MOSAVIAN, SEYED ABBAS, & NADERI, JALAL. (2019). A Survey of Factors Influencing Credit Risk in Islamic Banks Using The Generalized Method of Moments. EGHTESAD-E ISLAMI, 19(75 ), 109-138. SID. https://sid.ir/paper/387162/en

Vancouver: Copy

NADIRI MOHAMMAD, MOSAVIAN SEYED ABBAS, NADERI JALAL. A Survey of Factors Influencing Credit Risk in Islamic Banks Using The Generalized Method of Moments. EGHTESAD-E ISLAMI[Internet]. 2019;19(75 ):109-138. Available from: https://sid.ir/paper/387162/en

IEEE: Copy

MOHAMMAD NADIRI, SEYED ABBAS MOSAVIAN, and JALAL NADERI, “A Survey of Factors Influencing Credit Risk in Islamic Banks Using The Generalized Method of Moments,” EGHTESAD-E ISLAMI, vol. 19, no. 75 , pp. 109–138, 2019, [Online]. Available: https://sid.ir/paper/387162/en

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