Macroeconomic effects and frailties in the resolution of non-performing loans
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DOI: 10.1016/j.jbankfin.2017.09.008
Abstract: Resolution of non-performing loans is a key determinant of bank credit default losses. This paper analyzes macroeconomic and systematic frailty effects of the default resolution time for a sample of 17,395 defaulted bank loans in… read more here.
Keywords: non performing; macroeconomic effects; effects frailties; performing loans ... See more keywords