Makroekonomske i specifične bankarske determinante nekvalitetnih kredita u Bosni i Hercegovini
Sažetak
Cilj istraživanja je identifikacija makroekonomskih i specifičnih bankarskih faktora koji utiču na nekvalitetne kredite u bankarskom sektoru Bosne i Hercegovine (BiH). Autori polaze od pretpostavke da tri makroekonomska i pet specifičnih bankarskih faktora dominantno utiče na kvalitet kreditnog portfolia bankarskog sektora. Korišteni su agregatni podaci koji su preuzeti od Centralne banke BiH, Agencije za statistiku BiH i Agencije za rad i zapošljavanje BiH, a analizirani su putem deskriptivne statistike, korelacione i regresione analize u periodu od prvog kvartala 2006. do kraja četvrtog kvartala 2016. godine. Empirijski rezultati pokazuju da postoji korelacija između nekvalitetnih kredita i stope nezaposlenosti, stope inflacije mjerene stopom rasta potrošačkih cijena, prinosa na aktivu i stope kreditnog rasta, dok uticaj stope rasta realnog bruto domaćeg proizvoda, koeficijenta adekvatnosti kapitala, prinosa na akcijski kapital i aktivne kamatne stopa nije statistički značajan.
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