Влияние доходности кредитного портфеля на доходность акций с использованием платежеспособности коммерческих банков Иордании как условной переменной

Целью данного исследования является проверка влияния доходности кредитного портфеля на доходность акций в коммерческом банковском секторе Иордании при наличии платежеспособности как условной переменной (модератора). Исследуемая совокупность представляет собой все местные коммерческие банки Иордании, зарегистрированные на бирже в Аммане в 2013–2020 гг. Для решения задачи автор применяет корреляционный анализ (корреляция Пирсона), использует тест Дарбина-Уотсона на наличие автокорреляции. Применена программа SPSS для достижения поставленной цели и проверки гипотез. Результаты выявили значительное влияние доходности кредитного портфеля на доходность акций в банковском секторе Иордании. Это означает, что рост доходности кредитного портфеля отражается на доходности акций, принадлежащих акционерам, поскольку она зависит от финансовой эффективности банка. Платежеспособность играет роль условной переменной в улучшении влияния доходности кредитного портфеля на доходность акций. В соответствии с полученными результатами автор рекомендует администрации банков концентрироваться на управлении кредитным портфелем и финансовой платежеспособностью, чтобы добиваться большей прибыльности и следовать решениям Базельского комитета.

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