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

Fatma Khalfallah and Adel Necib

MPRA Paper from University Library of Munich, Germany

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.

Keywords: ROA; ROE; Performance; Tunisian Bank; Risk; Corporate Governance (search for similar items in EconPapers)
JEL-codes: M10 (search for similar items in EconPapers)
Date: 2020-08-31
New Economics Papers: this item is included in nep-ara, nep-ban, nep-cfn, nep-fdg and nep-isf
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:109506

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