Author(s)

Wang Bo ¹

Affiliation(s)

¹ School of Economics, University of Chinese Academy of Social Sciences, Beijing, 100836, China

Corresponding Author

Wang Bo

ABSTRACT

This study systematically analyzes the mechanisms through which macroeconomic factors influence the credit risk management of banks in developing countries, and evaluates the role and impact of Basel III in enhancing credit risk management. By constructing a rigorous theoretical research framework, this study systematically analyzes the function mechanism of macroeconomic factors on the credit risk management of banks in developing countries. Based on representative samples and utilizing advanced econometric models and data analysis techniques, this paper deeply discusses the influence mechanism and transmission path of macroeconomic variables on bank credit risk. This study reveals that Basel III has a positive role in improving the credit risk management effect of banks in developing countries, but also highlights some limitations. This study not only provides practice-oriented advice for risk control in financial institutions in developing countries, but also provides a new perspective for future academic research in related fields.

KEYWORDS

Credit Risk Management; Macroeconomic Factors; Developing Countries; Basel III; Financial Regulation; Data Analysis

CITE THIS PAPER

Wang Bo, The Impact of Macroeconomic Factors on Credit Risk Management in Developing Country Banks: An Analysis Based on Basel III. Financial Engineering and Risk Management (2024) Vol. 7: 97-105. DOI: http://dx.doi.org/10.23977/ferm.2024.070513.

REFERENCES

[1] S Li, Q Li, S Lu. The impact of climate risk on credit supply to private and public sectors: an empirical analysis of 174 countries [D].Environment Development & Sustainability, 2024.
[2] D Herzer.The impact of domestic and foreign R&D on TFP in developing countries [D].World Development, 2022 .
[3] Jiang Lu. Reflection on and optimization of the parallel operation mechanism of commercial banks before the loan [J]. Modern Commercial Bank Guide, 2021.
[4] Basel Committee on Banking Supervision (BCBS) (2017): Basel III: Finalising post-crisis reforms, December.
[5] Basel Committee on Banking Supervision (BCBS) (2024): Basel IIImonitoring report, March, https://www. bis.org/bcbs/publ/d570.pdf. 

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