The macroeconomics determinants of default of the borrowers: The case of Moroccan bank
Anas Yassine and
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Anas Yassine: MSFGR
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This article aims to explore an empirical approach to analyze the macroeconomicsdeterminants of default of borrowers. For this purpose, we have measured the impact of the adverse economic conditions on the degradation of the credit portfolio quality.In our paper, we have shed more light on the question of the aggravation of default rate. For this, we have undertaken econometric modeling of the default rate distribution of a Moroccan bank while we inspired from some studies carried out. Our findings demonstrate that the decline in the economic situation has a positive impact on default of borrowers. Hence, the bank also has responsibility for monitoring the adverse economic conditions.
New Economics Papers: this item is included in nep-ara and nep-ban
Date: 2018-01, Revised 2018-03
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1801.05770
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