The Impact of Applying Basel Committee Norms on Asset Quality of Egyptian Banks
9 Pages Posted: 4 Jul 2017
Date Written: June 30, 2017
This paper attempts to investigate the impact of applying Basel committee norms on asset quality of Egyptian banks as applied on a sample of 15 banks represented in Egyptian banks over the period from 2007 to 2015. Asset quality is measured by “non-performing loans to gross loans” and “loan provisions to non-performing loans”, while Basel committee norms are measured by the “response to Basel implementation” according to Financial Stability Institute survey of July 2013.
Results indicate that there is a significant effect of applying Basel committee norms on asset quality of Egyptian banks. This has been conducted using panel data analysis according to both of fixed and random effect models according to OLS technique. Besides, robustness check supports these results using GLS technique.
Keywords: Asset Quality, Basel Committee Norms, Egyptian Banks, Panel Analysis
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