The Impact of Exchange Rate Volatility on Credit Risk in South African Banking Portfolios
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...
Main Authors: | Margaret Rutendo Magwedere, Joseph Chisasa |
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Format: | Article |
Language: | English |
Published: |
Danubius University
2023-05-01
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Series: | Acta Universitatis Danubius: Oeconomica |
Subjects: | |
Online Access: | https://www.dj.univ-danubius.ro/index.php/AUDOE/article/view/2295 |
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