أساليب إدارة المخاطر الائتمانية ودورها في تفعيل الجهاز المصرفي الجزائري دراسة قياسية لعينة من المصارف العاملة -

Abstract

Credit risk is considered one of the most important risks that encounter banks, and due to the transformations witnessed banking activity, finding techniques to analyse, measure, and treat these risks become more than necessary. The study aims to cover different aspects concerning credit risks and the techniques to manage, know its position within the international prudential standards, and to link these concepts with the Algerian banking system and its financial strength indicators. To measure the credit risk management methods on the effectiveness of the Algerian banking system, the study use one of the cross- sectional time- series model the PANEL DATA MODEL, the financial data was collected from a sample of twelve banks in Algeria during the period 2010-2019, it based on the credit risk indicator as an independent variable, and the rate of return on assets ROA as a dependent variable to measure the effectiveness, it also add liquidity risk indicator and banking security indicator as control variable, after estimating the optimal model of the study, which is fixed effects model, the results show that there is a positive impact of credit risk and banking security on the effectiveness of banks, and a negative impact of liquidity risks on the effectiveness of the sample. Keywords: Credit Risks; Banking Effectiveness; Algerian Banking System; Fixed Effects Model.