2011•Unpublished venueRequires access

The factors influencing bank credit risk: The case of Tunisia

Nabila Zribi, Younes Boujelbegrave, ne

Abstract

This paper aims to examine the determinants of bank credit risk in Tunisia, being an emergent country. Our sample includes ten commercial banks over the period of 1995 to 2008. The paper takes into account both macroeconomic factors and microeconomic variables that are likely to influence credit risk. Overall, the results show that the main determinants of bank credit risk in Tunisia are: ownership structure, prudential regulation of capital, profitability and macroeconomic indicators. Key words: Bank credit risk-taking, bank’s characteristics, ownership structure, capital regulation, emerging country.

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Available abstract

Key concepts: Credit risk, Profitability index, Bank credit, Financial system, Business, Sample (material), Capital adequacy ratio, Credit history