Determinants of Non-Performing Loans of Thai Commercial Bank Listed in the Stock Exchange of Thailand
Article Sidebar
Main Article Content
Abstract
This study aims to examine the determinants of non-performing loans of 11 Thai commercial banks listed in the Stock Exchange of Thailand during 2006 – 2015, totally 10 years, by employing fixed and random effects regression analyses. In addition, non-performing loans in this study are measured by the ratio of non-performing loans to total loans. The findings reveal that the average non-performing loans of 11 commercial banks equaled 6.65 billion baht while the mean value of the ratio of total non-performing loans on total loans was 1.05 percent. Additionally, it was found that non-performing loans of commercial banks in Thailand was positively affected by the ratio of owner’s equity to total assets and size of commercial banks but negatively affected by the return on assets.
Article Details
Article Accepting Policy
The editorial board of Thai-Nichi Institute of Technology is pleased to receive articles from lecturers and experts in the fields of business administration, languages, engineering and technology written in Thai or English. The academic work submitted for publication must not be published in any other publication before and must not be under consideration of other journal submissions. Therefore, those interested in participating in the dissemination of work and knowledge can submit their article to the editorial board for further submission to the screening committee to consider publishing in the journal. The articles that can be published include solely research articles. Interested persons can prepare their articles by reviewing recommendations for article authors.
Copyright infringement is solely the responsibility of the author(s) of the article. Articles that have been published must be screened and reviewed for quality from qualified experts approved by the editorial board.
The text that appears within each article published in this research journal is a personal opinion of each author, nothing related to Thai-Nichi Institute of Technology, and other faculty members in the institution in any way. Responsibilities and accuracy for the content of each article are owned by each author. If there is any mistake, each author will be responsible for his/her own article(s).
The editorial board reserves the right not to bring any content, views or comments of articles in the Journal of Thai-Nichi Institute of Technology to publish before receiving permission from the authorized author(s) in writing. The published work is the copyright of the Journal of Thai-Nichi Institute of Technology.
References
“เงินให้สินเชื่อ เงินฝาก และอัตราส่วนเงินให้สินเชื่อต่อเงินฝากของธนาคารพาณิชย์,” ธนาคารแห่งประเทศไทย. [ออนไลน์]. แหล่ง ที่มา: https://www2.bot.or.th/statistics/ReportPage.aspx?reportID=155&language=th. [เข้าถึงเมื่อ: 6-พ.ค.-2560]
A. Gersl and J. Hermanek, “Financial Stability Indicators: Advantages and Disadvantages of their Use in the Assessment of Financial System Stability,” in Occasional Publications - Chapters in Edited Volumes, Czech National Bank, Research Department, 2007, pp. 69–79.
“ประกาศธนาคารแห่งประเทศไทย ที่ สนส. 5/2559 เรื่อง หลักเกณฑ์การจัดชั้นและการกันเงินสดสำรองของสถาบันการเงิน,” ธนาคารแห่งประเทศไทย, 2559. [ออนไลน์]. แหล่งที่มา: https://www.bot.or.th/Thai/ FIPCS/Documents/FPG/2559/ThaiPDF/25590128.pdf. [เข้าถึงเมื่อ: 3-ธ.ค.-2559].
C. Sussangkarn and P. Vichyanond, “Ten Years After the Financial Crisis in Thailand: What Has Been Learned or Not Learned?,” Asian Economic Policy Review, vol. 2, no. 1, pp. 100–118, Jun. 2007.
“ข้อมูลยอดคงค้าง NPLs และสินเชื่อ,” ธนาคารแห่งประเทศไทย. [ออนไลน์]. แหล่งที่มา: https://www.bot.or.th:443/Thai/Statistics/ FinancialInstitutions/StatNPLsOutstanding/Pages/default.aspx. [เข้าถึงเมื่อ: 3-ธ.ค.-2559].
A. S. Messai and F. Jouini, “Micro and Macro Determinants of Non-performing Loans,” International Journal of Economics and Financial Issues, vol. 3, no. 4, pp. 852–860, Sep. 2013.
R. Mileris, “Macroeconomic factors of non-performing loans in commercial banks,” Ekonomika, vol. 93, no. 1, Jan. 2014.
B. Skarica, “Determinants of non-performing loans in central and eastern European countries,” Financial Theory and Practice, vol. 38, no. 1, pp. 37-59, 2014.
S. Tanasković and M. Jandrić, “Macroeconomic and Institutional Determinants of Non-performing Loans,” Journal of Central Banking Theory and Practice, vol. 4, no. 1, pp. 47–62, 2015.
K.S. Rajha, “Determinants of non-performing loans: Evidence from the Jordanian banking sector,” Journal of Finance and Bank Management, vol. 4, no.1, pp. 125-136, 2016.
K. S. Rajha, “Determinants of Non-Performing Loans: Evidence from the Jordanian Banking Sector,” Journal of Finance and Bank Management, vol. 5, no. 1, pp. 54–65, 2017.
Z. B. Isahak, “Determinants of the non-performing loans of commercial Banking institutions in Malaysia,” Master’s Dissertation (Business Administration), University Sains Malaysia, Malaysia, 2010.
ชัชวลัย ใจธีรภาพกุล, “ปัจจัยที่ส่งผลต่อปริมาณหนี้ที่ไม่ก่อให้เกิดรายได้ (NPL) ของธนาคารพาณิชย์ในประเทศไทย,” สารนิพนธ์ศิลปศาสตรมหาบัณฑิต (เศรษฐศาสตร์การจัดการ), มหาวิทยาลัยศรีนครินทรวิโรฒ, กรุงเทพฯ, 2554.
วิมพ์วิภา ทองรุ่งเกียรติ, “การศึกษาความสัมพันธ์ระหว่างปัจจัยพื้นฐานทางเศรษฐกิจระดับมหภาคกับปัญหาหนี้เสียสะสมในระบบเศรษฐกิจไทย,” วิทยานิพนธ์วิทยาศาสตรมหาบัณฑิต (การบริหารการเงิน), มหาวิทยาลัย ธรรมศาสตร์, ปทุมธานี, 2554.