The Impact of Country Credit Risk Management on the Egyptian Commercial Banks’ Performance - The Moderating Role of Country Liquidity Risk Management

نوع المستند : المقالة الأصلية

المؤلف

Business Administration Department, Faculty of Commerce, Tanta University, Tanta, Egypt.

المستخلص

The purpose of this study is to investigate how country liquidity risk management influences the potential impact of country credit risk management on the performance of the commercial banks sector in Egypt. The research methodology employed an empirical approach, collecting secondary data from the Egyptian banking sector spanning from 2012 to 2022. This analysis focuses on the three largest commercial banks dominating the Egyptian market, namely the National Bank of Egypt (NBE), Banque Misr (BM), and Banque du Caire (BdC). Three hypotheses were formulated, and empirical time-series simple linear and multiple regression models were utilized to test these hypotheses. The findings confirm the validity of all three hypotheses and provide insights into the relationships among the variables outlined in these hypotheses. Notably, the results align with the expected theoretical impact.
For future research, several recommendations are proposed. Firstly, exploring various performance determinants could enrich understanding, as different variables may yield diverse results. Conducting a detailed analysis of the credit and liquidity risk components within the CAMELS framework (Asset Quality and Liquidity) will be very useful to understand how these factors influence overall bank performance and financial stability.

الكلمات الرئيسية