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2 ( ) د. مهند ابو رجيله. 2013

3 ( ) ( ) ( ) ( ) ( ).( ) ( ) info@mas.ps : : /4 : / :

4 ( ) د. مهند ابو رجيله. 2013

5 .. :.. : (IDB) (BADEA) : ( ) 2013 ( ) ISBN

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10 ( ) ( ) ( ) ( ) ( ) :1 :2 :3 :4 :5 v

11 vi

12 ..... vii

13 %55 ). ( 2008 %292 % % %81 2, viii

14 2010.%19 %31 1,953.9 % %71.4 : 2012.%13.4 % %6.97 : %8.11.% %0.48 : %1.22 %1.7. % , % %65.%50 ix

15 % %48. % % %328 % % % %431. x

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20 %30. %20... xv

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22 (Mishkin, 2010)....(2006 )

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24 . 1 :. 1 3

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27 ... %24.61 (1998 ) % ) % (2013 ) 93, (

28 (Multiple Regression Analysis) 20. 7

29 (Partial Correlation)

30 .. ) (... 9

31 10

32 (2005 )...(2012 ) 11

33 ..(2010 ).....(2006 )..(2010 ) 12

34 .... (Excess Reserves).(2012 ).. (McConnelh, Brue, Flynn, 2009) ) ) ( ) (.(.5C's. 5C's 13

35 " " :(2002 ) (Character). (Capacity). (Capital). (Collaterals).. (Conditions)

36 (Demirgüç-Kunt and Detragiache, 1997)..... ( ) (Zinman, 2010) (Backé and Wojcik, 2008) 15

37 (Kaminsky, 1998) (Reinhart and Kaminsky, 1999)... (Beck, Büyükkarabacak, Rioja and Valev, 2009) (2006)... 16

38 (2004) (2000)..... (Beck, Demirgüç-Kunt, and Levine, 2004) 52 17

40 (2013 ) %38.%48 ).(2011 %55.%65 % % %

41 ) : (

42 % (17 16 : )

43 , , %7 % %41.9 %42.8. %40..( 2013 ) % %23.3.( 2013 ) %25.4. %

44 ..( 2013 ) 3-3. %55 % % %56 %

45 %81 2, %19 1,953.9 %69.( 2013 ) %31 % %13.4 % %6.97 %8.11 % %0.46 :. %1.22 %1.7 % , %

46 ) 2010 %7.( (1) (Bank Audi, 2012) %65.( 2013 ) % (1)

47 :1 ( ) (%) ( 2013) : Bank Audi, Audi, Saradar Group, (2012), Challenging Twin Deficits in a Wait to See Mode Economy, Jordan Economic Report %34.9 (2) %

48 :2 ( ) النسبة (%) الا ردن اسراي يل مصر الا راضي الفلسطينية الولايات المتحدة لبنان Source: World Bank, (2012), Bank Non-Performing Loans to Total Gross Loans, (3) , ,248, % , % ,

49 . :3 ( ) 800 مليون دولار Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q3 Q4 15 ( 2013) : (2) (5)

50 .. ).( ).(2010. % ) ) %12 (.(2009 /7 29

51 5-3 (4) % %12. %328.. % ( 2013 ) 30

52 .. :4 ( ) (%) Source: World Bank, (2012), Bank Non-Performing Loans to Total Gross Loans, % %12.%2. ) 31

53 . (

54 % %44.7..( 2013 )

55 ( ).( ) (Production Function). ( ).(Pindyck and Rubinfeld, 2001) : RGDPG = β β β β CL + 2 RINV + 3Empl e......( 1) : (%) : RGDPG ( ) : CL ( ) : RINV ( ) : Empl : e. : β ' s ( 4.44) ( 1.77) (4.64) (2.10) : RGDPG= CL RINV Empl 0.38AR(1) ( ) R 2 = 0.74 F ratio= 9.17 DW =

56 (R 2 ) ) %74 ) (.(.9.17 (F-calculated).( ) ( ).( ) (DW) (Autocorrelation).(AR(1)) ( ) 35

57 .... %0.01. (1-2)... (1998) Demirgüç-Kunt and Detragiache Beck, Büyükkarabacak, Rioja and Valev. 36

58 (2009) ) ) ( ) (.(. ). (Demand Pull Inflation) (.. CPI = β β β1cl + β2rgdp + 3Unempl e :... ( 3) 37

59 : (%) : CPI ( ) : CL ( ) : RGDP (%) :Unempl : e : β ' s (9.41) ( 1.70) (10.25) (2.68) : CPI = CL RGDP Unempl... ( 4) R 2 = 0.96 F ratio = DW = % (R 2 ) ( ) ).( (F-calculated) ( ).( ) 38

60 ... ( )..( ).. ) ( (Dlamini, 2008). 39

61 3-4..(Partial Correlation) % %

62 (2012 )

63 Beck, Demirgüç-Kunt, and (2004) Levine

65 44

66 (Joseph, 2006) (5).. 45

67 % % %431.% :5 ( ) نسبة مي وية Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q ( 2013) :

68 ... :

69 (2010 ).....(2003 )

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75 54

76 : % % % % %19 %

77 %13.4 %14.2. %8.11 % %11.29 %1.7 %0.46 :. %1.22 % %15.6 % % % %2.8 %12 % %7.22 % %

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82 . :... : 61

84 " (2010) " :.(2012) (2013) 2012 " (2004). (2006). " (2006) " ( ).... :.(2002) (2008 (2009 (2011 (2012 /1) (2008) /7) /1) /152) 20 (2009) 6 (2011) 27 (2012) 11. (2010) 63

85 -93) (2011) 2011 (2012) 2010 (2011) (2011) (2001\7\ ( 2013) ( 2013) ( 2013) 20 " (2010). " : " " (1998). 2.(2003).(1997)....(2006). 4 :.(2006). ( ) (5) 1997 (2) (17) (16) 2010 (9) 23.(2011) 31.(2013) 64

86 " (2005). ". " (2000). " ( ) (2012). Backé, P., Wójcik, C., (2008). "Credit Booms, Monetary Integration and the New Neoclassical Synthesis," Journal of Banking & Finance, Elsevier, vol. 32(3): , March Bank Audi, Audi Saradar Group, Challenging Twin Deficits in a Wait and See Mode Economy, Jordan Economic Report Beck, T, Büyükkarabacak, B, Rioja, F., Valev, N., (2009). "Who Gets the Credit? And Does It Matter? Household vs. Firm Lending across Countries," CEPR Discussion Papers 7400, C.E.P.R. Discussion Papers Beck T., Demirgüç-Kunt A., and Levine R., (2004). Finance, Inequality and Poverty: Cross-Country Evidence World Bank Policy Research Working Paper, No Demirgüç-Kunt, A., Detragiache, E., (1998). "The Determinants of Banking Crises in Developing and Developed Countries", IMF Staff Papers, Palgrave Macmillan, Vol. 45(1): , March Dlamini, S., (2008), Bank Credit Extension to the Private Sector and Inflation in South Africa, Unpublished Master Thesis, Rhodes University Joseph, C., (2006). Credit Risk Analysis, Portfolio Credit Mitigation,' 1 st Ed., Mc Graw-Hill, New Delhi Kaminsky, G., "Currency and Banking Crises: The Early Warnings of Distress," International Finance Discussion Papers 629, Board of Governors of the Federal Reserve System (U.S.) McConnell C., Brue L., Flynn S., (2009), Economics: Principles, Problems and Policies, Eighteenth Edition, McGraw-Hill Irwin, Mishkin F. S., (2010), The Economics of Money Banking and Financial Markets, Ninth Edition: NY, Pearson: Addison Wesley 65

87 Pindyck R., Rubinfeld D., (2001), Microeconomics, Fifth Edition, NJ., Prentice Hall Reinhart, C., Kaminsky, G., (1999). "The Twin Crises: The Causes of Banking and Balance of Payments Problems," American Economic Review, 89(3): Wa, H. N., (2005), Bank Credit and Economic Growth in Macao, Monetary Authority of Macao World Bank, (2012), Bank Non-Performing Loans to Total Gross Loans, Zinman, J., (2010). "Restricting Consumer Credit Access: Household Survey Evidence on Effects Round the Oregon Rate Cap," Journal of Banking & Finance, Elsevier, Vol. 34(3): , March 66

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