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Bank credit risk and performance: the case of Tunisian banks during the period 2005 – 2015

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  • Khalfallah, Fatma
  • Necib, Adel

Abstract

The main objective of this research is to study the impact of bank credit risk on performance. The empirical tests were carried out on panel data of firms belonging to the Tunisian banking sector institutions. To answer this research problem, we have analyzed in a first chapter the link between risk and financial performance. Then, based on financial theories, we formulated a set of hypotheses related to the influence of Investment, bank size, presence of women and board independence on performance. The results of the empirical tests indicate that risk has a positive effect on performance. Conversely, the empirical tests show that bank size and dual function had negative effects on performance. Finally, the results of the tests on bank risk are mixed depending on the characteristics of the board of directors.

Suggested Citation

  • Khalfallah, Fatma & Necib, Adel, 2020. "Bank credit risk and performance: the case of Tunisian banks during the period 2005 – 2015," MPRA Paper 109506, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:109506
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    References listed on IDEAS

    as
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    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    ROA; ROE; Performance; Tunisian Bank; Risk; Corporate Governance;
    All these keywords.

    JEL classification:

    • M10 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration - - - General

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    This paper has been announced in the following NEP Reports:

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