المخاطر الائتمانية وأثرها على السيولة المصرفية

مفتاح إبراهيم مفتاح حمد الفارسي; صفاء إبراهيم سعيد  محجوب

doi:10.54172/6bx5kw45

Authors

Muftah I M Hamed ِAlfarisiu Department of Finance & Banking, Faculty of Economics, University of Benghazi, Benghazi - Libya Author
Safa Ibrahim Saeed Mahjoub Department of Finance & Banking, Faculty of Economics, University of Benghazi, Benghazi - Libya Author

DOI:

https://doi.org/10.54172/6bx5kw45

Keywords:

Credit Risk, Bank Liquidity, Commercial Banks

Abstract

The aim of this study was to determine the impact of credit risk on bank liquidity in Libyan commercial banks during the period of 2008-2023, and to assess the extent to which bank liquidity was affected by the banking crisis, which was characterized by the division of the central bank of Libya in addition, a set of recommendations was provided to assist decision-makers in Libyan commercial banks. To achieve the objectives of the study, the researcher followed the analytical descriptive method, with hypotheses suggesting a significant relationship between credit risks and bank liquidity, as well as between the central bank of Libya`s crisis and bank liquidity in Libyan commercial banks, and the population of the study consisted of Libyan commercial banks, according to the classification of reports issued by the central bank of Libya .The researcher used the Autoregressive Distributed Lag(ARDL) model to analyze the data and test the hypotheses during the period from the first quarter of 2008 until the first quarter of 2023, using the statistical program (EViews 12).

The study found a significant long- term relationship between credit risk and bank liquidity in Libyan commercial banks, as well as a significant impact of credit risks on bank liquidity, Additionally, there was a significant effect of the banking crisis, represented by the division of the central bank of Libya, on bank liquidity in commercial banks. The study recommends that credit management departments in Libyan commercial banks increase their focus on credit risks.

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