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The macroeconomics determinants of default of the borrowers: The case of Moroccan bank
[Les déterminants macroéconomiques de la défaillance des emprunteurs : Le cas d'une banque marocaine]

Author

Listed:
  • Anas Yassine

    (MSFGR - Laboratoire Management, Systèmes Financiers et Gestion des Risques [Casablanca] - UH2MC - Université Hassan II [Casablanca])

  • Abdelmadjid Ibenrissoul

    (Laboratoire Ingénierie Scientifique des Organisations (ISO) Université Hassan II Casablanca)

  • Nawal Snoussi

    (Laboratoire Ingénierie Scientifique des Organisations (ISO) Université Hassan II Casablanca)

  • Zakaria Benjouid

Abstract

This article aims to explore an empirical approach to analyze the macroeconomicsdeterminants of default of borrowers. For this purpose, we have measured the impact of the adverse economic conditions on the degradation of the credit portfolio quality. In our paper, we have shed more light on the question of the aggravation of default rate. For this, we have undertaken econometric modeling of the default rate distribution of a Moroccan bank while we inspired from some studies carried out. Our findings demonstrate that the decline in the economic situation has a positive impact on default of borrowers. Hence, the bank also has responsibility for monitoring the adverse economic conditions.

Suggested Citation

  • Anas Yassine & Abdelmadjid Ibenrissoul & Nawal Snoussi & Zakaria Benjouid, 2017. "The macroeconomics determinants of default of the borrowers: The case of Moroccan bank [Les déterminants macroéconomiques de la défaillance des emprunteurs : Le cas d'une banque marocaine]," Working Papers hal-01683225, HAL.
    • Handle: RePEc:hal:wpaper:hal-01683225
    Note: View the original document on HAL open archive server: https://hal.science/hal-01683225v4
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    References listed on IDEAS

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    Blog mentions

    As found by EconAcademics.org, the blog aggregator for Economics research:
    1. Les déterminants macroéconomiques de la défaillance des emprunteurs : Cas d’une banque marocaine
      by pmakdissi in NEP-ARA blog on 2018-04-09 15:57:58

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    Keywords

    Risk factors; macroeconomic; default rate; solvability.; Facteurs de risque; macroéconomique; taux de défaut; crédit; solvabilité.;
    All these keywords.

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