The Impact of Applying Basel Committee Norms on Asset Quality of Egyptian Banks

9 Pages Posted: 4 Jul 2017

See all articles by Nader Alber

Nader Alber

Ain Shams University

Hatem Ramadan

Ain Shams University

Date Written: June 30, 2017

Abstract

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

Suggested Citation

Alber, Nader and Ramadan, Hatem, The Impact of Applying Basel Committee Norms on Asset Quality of Egyptian Banks (June 30, 2017). Available at SSRN: https://ssrn.com/abstract=2995456 or http://dx.doi.org/10.2139/ssrn.2995456

Nader Alber (Contact Author)

Ain Shams University ( email )

Cairo
Egypt

Hatem Ramadan

Ain Shams University ( email )

Cairo
Egypt

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