The Impact of Exchange Rate Volatility on Credit Risk in South African Banking Portfolios

The Impact of Exchange Rate Volatility on Credit Risk in South African Banking Portfolios

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Macroeconomic shocks affect loan defaults in the credit markets. The South African rand has been volatile with low economic growth and high unemployment. Time series data from 2008Q1-2018Q4 was used to determine the impact of exchange rate on credit risk in South African banking portfolios. Cointeg...

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Bibliographic Details
Main Authors: Margaret Rutendo Magwedere, Joseph Chisasa
Format: Article
Language:English
Published: Danubius University 2023-05-01
Series:Acta Universitatis Danubius: Oeconomica
Subjects:
Exchange rate
credit risk
cointegration
information asymmetry
South Africa
Online Access:https://www.dj.univ-danubius.ro/index.php/AUDOE/article/view/2295

Internet

https://www.dj.univ-danubius.ro/index.php/AUDOE/article/view/2295

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