关键词:盈利能力,风险,效率,银行,面板数据分析,非洲撒哈拉以南
II 硕士学位论文
MASTER’S THESIS
ABSTRACT
The study seeks to examine the profitability, risk, and efficiency of the banking
sector of major Sub-Saharan Africa economies. Five major banking institutions selected
from each of these countries were used to represent the banks of the countries. In the
study, performance is measured in terms of profits generated, risk, and efficiency by
employing banking ratios. Profitability was assessed using Return on Assets (ROA),
Return on Equity (ROE), Rate Paid on Funds (RPF)5 Yield on Earning Assets (YEA) and
Net Interest Margin (NIM). Risk was measured losing Loan Loss Reserve and Debt-to-
Assets ratios. The measures of efficiency included Non-Interest Income and Non-Interest
Expense ratios. Panel data analysis employing an econometric model was run using
Eviews. The results obtained showed a marked variation in individual country9 s banking
performance which could be attributable to the individual country’s specific
macroeconomic, sectoral, and even political situation. The banks of Kenya were found
out to be exhibiting good performance under most of the profitability metrics. South
African banks were found out to be more efficient and risky at the same time. However,
it can also be hypothesized that a number of bank-specific factors like size, ownership,
age,and experience significantly affect bank’s performance.
Keywords: Profitability, Risk, Efficiency, Banks, Panel Data Analysis, Sub-
Saharan Africa
hi 硕士学位论文
MASTER’S THESIS
TABLE OF CONTENTS
ACKNOWLEDGMENTS
I
m m
n
ABSTRACT
HI
LIST OF FIGURES, TABLES, AND GRAPHS
VI
ABBREVIATIONS AND ACRONYMS
VII
CHAPTER ONE: INTRODUCTION1.1 Background 1
1.2. Statement of the Problem1.3 Objectives of the Study1.4 Significance of the Study1.5 Organization of the Thesis
.4
CHAPTER TWO: THEORETICAL AND EMPIRICAL REVIEW2.1 Introduction 5
2.2 Measurement of Bank Profitability2.3 Measurement of Bank Risks2.4. Measurement of Bank Efficiency2.5 Bank Profitability, Risks and Efficiency: The Linkage2.6 ConclusionCHAPTER THREE: SUB-SAHARAN AFRICA BANKS AND THEIR
POLICIES3.1 General Background Information on SSA Countries3.2 Economic Review of South Africa3.2.1 Financial Sector3.2.2 Banking Sector3.3 Economic Review of Nigeria
21
3.4 Economic Review of EAC Countries
23
3.4.1 Market Structure and Competition in the Banking Sector
24
3.4.2 Recent Banking Sector Developments, Intermediation and Access to
Finance
28
3.4.3 Performance and Soxindness of Banks
30
3.4.4 Banking Sector Supervision and Regulation
31
3.5 Conclusion
32
IV z26\硕士学位论文
MASTER&39;S THESIS
CHAPTER FOUR: RESEARCH DESIGN AND STATISTICAL DATA
PRESENTATION
33
4.1 Introduction
33
4.2 Sample Selection
34
4.3 Research Framework and Methodology
35
4.3.1 Return on assets (ROA)
35
4.3.2 Return on Equity (ROE)
35
4.3.3 Yield on Earning Assets (YEA)
35
4.3.4 Rate paid on funds (RPF)
36
4.3.5 Net Interest Margin (NIM)
36
4.3.6 Provision for Loan Losses
36
4.3.7 Debt-to-Assets Ratio
37
4.3.8 Non-Interest Income
37
4.3.9 Non-Interest Expenses
37
4.4 Conclusion
38
CHAPTER FIVE: EMPIRICAL RESULTS AND DISCUSSION OF FINDINGS
39
5.1 Introduction
39
5.2 Discussion on Profitability
39
5.3 Discussion on Risk
40
5.4 Efficiency
42
5.5 Panel Data Analysis
42
5.5.1 Data 42
5.5.2 Methodology
43
5.5.3 Findings
45
5.5.4 Summary of Findings
46
CHAPTER SIX: CONCLUSION AND RECOMMENDATIONS
47
6.1 Conclusion
47
6.2 Recommendations
49
References 50
Appendixes 52
Appendix A: Profitability, Risk and Efficiency ratios for South African Sample
Banks 52
Appendix B: Profitability, Risk and Efficiency ratios for Nigerian Sample Banks.. 54
Appendix C: Profitability, Risk and Efficiency ratios for Kenyan Sample Banks....56
Appendix D: Profitability, Risk and Efficiency ratios for Tanzanian Sample Banks58
Appendix E: Profitability, Risk and Efficiency ratios for Ugandan Sample Banks..60
v /pm\硕士学位论文
MASTER&39;S THESIS
LIST OF FIGURES, TABLES, AND GRAPHS
Figures
Figure 3.1 Political Map of AfricaFigure 3.2 Map of Sub-Saharan Africa。。。以上简介无排版格式，详细内容请下载查看
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