{"id":9214,"date":"2025-01-09T19:29:22","date_gmt":"2025-01-09T19:29:22","guid":{"rendered":"https:\/\/revista.isfin.ro\/?p=9214"},"modified":"2025-07-19T06:44:27","modified_gmt":"2025-07-19T06:44:27","slug":"credit-risk-management-through-stress-testing-during-the-covid-19-crisis-case-of-banque-exterieure-dalgerie","status":"publish","type":"post","link":"https:\/\/revista.isfin.ro\/en\/2025\/01\/09\/credit-risk-management-through-stress-testing-during-the-covid-19-crisis-case-of-banque-exterieure-dalgerie\/","title":{"rendered":"CREDIT RISK MANAGEMENT THROUGH STRESS TESTING DURING THE COVID-19 CRISIS: CASE OF BANQUE EXTERIEURE D\u2019ALGERIE"},"content":{"rendered":"
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Authors: Amira Benachour, Hanane Abdlemalek, Lamine Tarhlissia<\/p>

Vol. 10 \u2022 No. 18 \u2022 May 2025<\/p>\t\t\t\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t

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Abstract<\/strong><\/p>\t\t\t\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t

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This article examines the impact of stress tests on the financial stability of BEA-Banque, with the primary objective of assessing the bank’s resilience to macroeconomic and microeconomic shocks. The methodology relies on ordinary least squares (OLS) estimation to establish a long-term relationship between non-performing loans (NPL) and several macroeconomic variables, including inflation, exchange rates, and gross domestic product (GDP), as well as bank-specific variables such as size, ROA, and total credits. The results show that inflation and exchange rates significantly affect the level of NPLs. An increase in inflation is correlated with a rise in NPLs, while an appreciation of the exchange rate has an inverse impact. In terms of microeconomic indicators, ROA negatively influences NPLs, whereas total credits have a positive effect. The applied stress tests indicate that the quality of BEA-Banque’s loan portfolio deteriorates under extreme scenarios, particularly when inflation rises simultaneously with a depreciation of the currency. Nevertheless, the bank’s solvency ratio remains above the regulatory threshold set by the Central Bank of Algeria (9.5%), attesting to its financial strength.<\/p>\t\t\t\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t

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Keywords: <\/strong>Stress testing, Credit risk, Loss, Risky credits, Model.<\/p>\t\t\t\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t

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JEL Classification:<\/strong> C14, G21.<\/p>\t\t\t\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t

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DOI: <\/strong>10.55654\/JFS.2025.10.18.01<\/p>\t\t\t\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t

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Authors: Amira Benachour, Hanane Abdlemalek, Lamine Tarhlissia Vol. 10 \u2022 No. 18 \u2022 May 2025 View abstract PDF View article PDF Abstract This article examines the impact of stress tests on the financial stability of BEA-Banque, with the primary objective of assessing the bank’s resilience to macroeconomic and microeconomic shocks. The methodology relies on ordinary …<\/p>\n

CREDIT RISK MANAGEMENT THROUGH STRESS TESTING DURING THE COVID-19 CRISIS: CASE OF BANQUE EXTERIEURE D\u2019ALGERIE<\/span> Read More »<\/a><\/p>","protected":false},"author":6,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":[],"categories":[186],"tags":[],"yoast_head":"CREDIT RISK MANAGEMENT THROUGH STRESS TESTING DURING THE COVID-19 CRISIS: CASE OF BANQUE EXTERIEURE D\u2019ALGERIE - Revista de Studii Financiare<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/revista.isfin.ro\/en\/2025\/01\/09\/credit-risk-management-through-stress-testing-during-the-covid-19-crisis-case-of-banque-exterieure-dalgerie\/\" \/>\n<meta property=\"og:locale\" content=\"en_GB\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"CREDIT RISK MANAGEMENT THROUGH STRESS TESTING DURING THE COVID-19 CRISIS: CASE OF BANQUE EXTERIEURE D\u2019ALGERIE - Revista de Studii Financiare\" \/>\n<meta property=\"og:description\" content=\"Authors: Amira Benachour, Hanane Abdlemalek, Lamine Tarhlissia Vol. 10 \u2022 No. 18 \u2022 May 2025 View abstract PDF View article PDF Abstract This article examines the impact of stress tests on the financial stability of BEA-Banque, with the primary objective of assessing the bank’s resilience to macroeconomic and microeconomic shocks. 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