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VOL. 5, ISSUE 3 (2023)
Impact of credit and market risk on bank performance
Authors
Keshav Pandey
Abstract
This study is about impact of credit and
market risk on bank performance where dependent variables are ROA and ROE and
independent variables are CRE, NPLR and MRE. The findings of the study over the
study period of 2069/70 to 2078/79 with sample selected 10 commercial banks
based on 100 observations as using convenience sampling techniques. The
descriptive and analytical research design has been used to collected secondary
sources of data which is analyzed form descriptive statistics, Pearson
correlation coefficient and multiple regression analysis. The regression
analysis with dependent variables on ROA has negative affects on CRE. It was
also found that NPLR has negative influences on ROA. Moreover, the results
indicate that MRE has a positive effect on ROA. The study found that all the
independent variable is significant impact on ROA. The regression analysis with
dependent variables on ROE has negative affects on CRE and NPLR but MRE has
positive. The study further revealed that CRE on ROE which shows that
independent variable is significant impact on ROE. Moreover, it revealed NPLR
and MRE has insignificant impact on ROE. There is a negative significant
relationship between ROA with CRE and NPLR but positive relationship of MRE.
Moreover, there is a negative significant relationship between ROE with CRE and
NPLR but MRE has positive relationship.
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Pages:83-90
How to cite this article:
Keshav Pandey "Impact of credit and market risk on bank performance". International Journal of Finance and Commerce, Vol 5, Issue 3, 2023, Pages 83-90
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