Les Determinants des Prets Non Performants : Etude Empirique du Secteur Bancaire Marocain

Abstract

The purpose of this study is to identify the main determinants of non-performing loans in Moroccan banks for a period from 2005 to 2015. The explanatory variables used are of two categories: Macroeconomic and bank-specific. The specific variables taken into account in our model are the return of assets, the cost to income ratio, the variation in loans granted and the average interest rate charged. As for the macroeconomic variables, the choice was made for the GDP growth, the growth of agricultural value added, the unemployment rate and the rate of inflation. Using the panel data methodology, it was concluded that non-performing loans varied negatively with the GDP growth, agricultural GDP growth, the return of assets and positively with the unemployment rate, Inflation rate, the average borrowing interest rate and the banks' operating ratio.