(PDF) Micro and Macro Determinants of Non-performing Loans
This paper examines the determinants of Non-performing Loans (NPL) in Kazakhstan banking sector for aggregate volume of bad loans. In particular, it investigates the impact of macroeconomic and bank specific factors on the volume of NPL. The sample comprises 29 banks over the period from 2007 to 2014. This study uses the Determinants of Non-Performing Loans: Evidence from Europe relationship between non-performing loans and unemployment rate. The contribution of Makri et al. (2014) investigated the determinants that affect the non-performing loans in the banking systems of 14 Eurozone countries exclusively in the pre-crisis period using a dynamic panel regression analysis. Regional-Specific Determinants of Non-Performing Loans by ... Jun 16, 2019 · Abstract. This paper investigates the determinants of non-performing loans in the Armenian banking sector during the period 2004-2016. The study is motivated by the hypothesis that both macroeconomic and regional-specific variables have an effect on loan quality. Macroeconomic and bank-specific determinants of non ... Highlights We examine the determinants of non-performing loans (NPLs) in the Greek banking sector separately for each category of loan. NPLs can be explained by macroeconomic variables and management quality. Differences in the quantitative impact of macroeconomic factors among loan categories are evident.
Non-Performing Loans in CESEE: Determinants and Impact on ... indicates that there may be non-negligible contribution of banks’ specific factors. Against this background, the objective of this study is twofold. First, the study aims to evaluate the determinants of non-performing loans in CESEE economies by looking at both bank-level data and macroeconomic indicators over 1998–2011. Macroeconomic and Institutional Determinants of Non ... Macroeconomic and Institutional Determinants of Non-performing Loans 49 rates of NPL ratios and the highest share of NPL (31.9% of total gross loans) at the end of the observed period. Figure 2: Bank nonperforming loans to total gross loans (%) for selected countries 2006-2013. Source: World Development Indicators Determinants of Non Performing Loans The case of Ethiopian ... Determinants of Non Performing Loans The case of Ethiopian Banks A RESEARCH REPORT Submitted to the Graduate School of Business Leadership University of South Africa In partial fulfillment of the requirements for the Master’s Degree in Business Leadership By: Wondimagegnehu Negera ( WN Geletta ) Student Number: 72176652 January 2012 DETERMINANTS OF THE NON-PERFORMING LOANS OF …
(PDF) Macroeconomics Determinants of Non-Performing Loans ... This paper empirically studies the macroeconomic factors determining the non-performing loans (NPLs) of the banking and financial institutions in Malaysia. Using a set of time series data from Q12006 to Q42015, Auto-Regressive Distributed Lag (ARDL) Non-Performing Loans in the ECCU: Determinants and ... Non-Performing Loans in the ECCU: Determinants and Macroeconomic Impact Prepared by Kimberly Beaton, Alla Myrvoda (IMF), and Shernnel Thompson (ECCB)1 Authorized for distribution by Trevor Alleyne November 2016 Abstract This paper assesses the determinants of NPLs in … (PDF) Determinants of Bank's Non-Performing Loans: A Case ... The purpose of this study is to find the determinants of bank' non-performing Loan in the context of Pakistan. This secondary study used panel data of 39 banked across 6 years (2006-2011) in Pakistan. The current study used total 11 variables in Determinants of non-performing loans in banking sector in ...
indicates that whenever there is an appreciation in the local currency the non-performing loan portfolios of commercial banks are likely to be higher. Our empirical results show that GDP growth is inversely related to non-performing loans, suggesting that an improvement in the real economy translates into lower non-performing loans. What are the Key Determinants of Nonperforming Loans in … What are the Key Determinants of Nonperforming Loans in CESEE? Petr Jakubík and Thomas Reininger1 in particular, non-performing loan (NPL) projection are a crucial part of macro-stress tests. These tests are based on macroeconomic assumptions in order to determinants of bank asset quality and credit risk. Section 2 presents a comprehensive Macroeconomics Determinants of Non-Performing Loans in ... Keywords: Non-performing Loans (NPLs), Banking Institutions, Auto-Regressive Distributed Lag (ARDL), Malaysia Introduction Asian financial crisis in 1997 has prompted a wave of research to identify the determinants of non-performing loans (NPLs). It sparks researchers interest due to the evergreen nature of NPLs that move (PDF) Determinants of non-performing loans in Ghana ... Determinants of non-performing loans in Ghana banking in dustry 49 Based on the findings of the study, it means whereas sm all banks in Ghana should pay attention to bank-specific factors when pr
ABSTRACT: In this study we tried to detect the determinants of non-performing loans for a sample of 85 banks in three countries (Italy, Greece and Spain) for the
