Effects of macroeconomic shocks on banking sector loan quality in Kenya

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dc.contributor.authorShammah, Wema Oduor
dc.date.accessioned2022-02-11T10:25:11Z
dc.date.available2022-02-11T10:25:11Z
dc.date.issued2020
dc.descriptionSubmitted in partial fulfilment of the requirements for the Degree of Bachelor of Business Science in Finance and Applied Economics at Strathmore Universityen_US
dc.description.abstractThis a paper uses two approaches to analyse the link between loan quality and macroeconomic performance. First evaluating the interaction between different macroeconomic factors using panel regressions second applying a panel vector autoregressive model in modelling the same macro-financial interactions. Using panel datafrom banks 31 banks spanning between 2001 to 2018, results show that money supply is the main macro-economic factor that influences loan quality in Kenya. Impulse response fimctions are used to how that macro-economic shocks take time reduce or increase loan quality in Kenya.en_US
dc.identifier.urihttp://hdl.handle.net/11071/12666
dc.language.isoenen_US
dc.publisherStrathmore Universityen_US
dc.titleEffects of macroeconomic shocks on banking sector loan quality in Kenyaen_US
dc.typeUndergraduate Projecten_US
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