Empirical Analysis of Factors Affecting The Credit Portfolio of Commercial Banks
DOI:
https://doi.org/10.31150/ajebm.v8i5.3573Keywords:
banking system, bank credit, loan portfolios, inflation, interest rates.Abstract
This article examines the impact of external factors on the loan portfolios of commercial banks. Enhancing the efficiency of commercial banks' loan portfolios is a crucial factor in ensuring economic stability and competitiveness. Improving loan portfolio efficiency not only creates opportunities for commercial banks to generate profits but also ensures optimal distribution of financial resources. To achieve this, banks need to systematically review all stages of lending. According to the model results, it was determined that all selected indicators have an impact on the interest rates of loans from JSC Uzpromstroybank. This indicates that we have correctly identified the external factors influencing the interest rates on loans from JSC Uzpromstroybank. While the influence of these factors on JSC Uzpromstroybank's loan interest rates is evident, there are differences only in the time lags of their effects.
Downloads
References
N. Mirza, A. Afzal, M. Umar, and M. Skare, "The impact of green lending on banking performance: Evidence from SME credit portfolios in the BRIC," Economic Analysis and Policy, vol. 77, pp. 843–850, 2023.
K. Miyamoto, "Quantum algorithm for calculating risk contributions in a credit portfolio," EPJ Quantum Technology, vol. 9, no. 1, pp. 1–16, 2022.
K. Jakob, "Estimating correlation parameters in credit portfolio models under time-varying and nonhomogeneous default probabilities," Journal of Credit Risk, vol. 18, no. 4, 2022.
J. A. Castillo and A. Mora-Valencia, "The effect of moral hazard on the SMEs credit portfolio guaranteed by Colombia's National Guarantee Fund," Estudios Gerenciales, vol. 39, no. 168, pp. 379–386, 2023.
L. S. Mbeukam, "Pricing and hedging of transition risk in Credit Portfolio," Ph.D. dissertation, Université Paris Cité, 2024.
A. Bykova and O. Pindyuk, "Non-performing loans in Central and Southeast Europe," Policy Notes and Reports, no. 32, 2019.
A. I. Dimitras, I. Dokas, O. Mamou, and E. Spyromitros, "Investigating the performance of European banks using non-parametric techniques: the role of performing loans efficiency," EuroMed Journal of Business, vol. 19, no. 4, pp. 1066–1083, 2024.
P. K. Ozili, "Non-performing loans and financial development: new evidence," The Journal of Risk Finance, vol. 20, no. 1, pp. 59–81, 2019.
Downloads
Published
How to Cite
Issue
Section
License
Copyright (c) 2025 Lobar Bakhromovna Sabirova
This work is licensed under a Creative Commons Attribution 4.0 International License.
