Leading indicators of non-performing loans in Greece: the information content of macro-, micro- and bank-specific variables
Sign Up to like & getrecommendations! Published in 2018 at "Empirical Economics"
DOI: 10.1007/s00181-017-1247-0
Abstract: We examine the information content of a unique set of macroeconomic, bank-specific, market and credit registry variables as regards their ability to forecast non-performing loans using a panel data set of nine Greek banks. We… read more here.
Keywords: specific variables; non performing; performing loans; bank specific ... See more keywords
Conformance and performance roles of bank boards: The connection between non-performing loans and non-performing directorships
Sign Up to like & getrecommendations! Published in 2019 at "European Management Journal"
DOI: 10.1016/j.emj.2019.04.005
Abstract: Abstract This study evaluates how non-performing loans and different types of board turnover—which we link to performing directorship (natural turnover) and non-performing directorship (forced turnover)—impact the economic performance (ROA) of banks. The proposed model and… read more here.
Keywords: performing loans; performance; conformance performance; performance roles ... See more keywords
Non-performing loans and sovereign credit ratings
Sign Up to like & getrecommendations! Published in 2019 at "International Review of Financial Analysis"
DOI: 10.1016/j.irfa.2019.06.002
Abstract: This paper examines the joint behaviour of sovereign ratings and their macroeconomic/financial determinants (namely uncertainty, GDP growth, government debt-to-GDP ratio, investment-to-GDP ratio and the fiscal balance-to-GDP ratio) in a multivariate Panel Vector Autoregressive (PVAR) framework.… read more here.
Keywords: performing loans; loans sovereign; gdp ratio; non performing ... See more keywords
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
Corruption and banks’ non-performing loans: empirical evidence from MENA countries
Sign Up to like & getrecommendations! Published in 2020 at "Macroeconomics and Finance in Emerging Market Economies"
DOI: 10.1080/17520843.2020.1842478
Abstract: ABSTRACT Corruption has long been a serious problem in most countries in the Middle East and North Africa (MENA). This research aims to investigate the impact of country-wide corruption on banks’ credit risk across 16… read more here.
Keywords: non performing; mena; corruption banks; performing loans ... See more keywords
The Determinants of Non-Performing Loans in the Indonesian Banking Industry: An Asymmetric Approach Before and During the Pandemic Crisis
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DOI: 10.1177/21582440221102421
Abstract: The outbreak has created an unprecedented crisis that influences macroeconomic variables. These circumstances are predicted to be contagious for banking performance. To understand the related influences, this study attempts to examine the asymmetric relationship between… read more here.
Keywords: indonesian banking; performing loans; macroeconomic variables; non performing ... See more keywords
Efficiency evaluation of commercial banks in Pakistan: A slacks-based measure Super-SBM approach with bad output (Non-performing loans)
Sign Up to like & getrecommendations! Published in 2022 at "PLoS ONE"
DOI: 10.1371/journal.pone.0270406
Abstract: According to recent figures from the State Bank of Pakistan (SBP), since 2006, commercial banks’ non-performing loans (NPLs) have significantly risen. To this end, the primary objective of this research is to explore the impact… read more here.
Keywords: commercial banks; output; cbs; non performing ... See more keywords
Relationship between Macroeconomic Variables and their Impact on Non-Performing Loans in Jordanian Banks
Sign Up to like & getrecommendations! Published in 2019 at "Asian Economic and Financial Review"
DOI: 10.18488/journal.aefr.2019.92.166.175
Abstract: This study aims at showing the impact of macroeconomic variables such as GDP, unemployment rate, interest rates, remittances of workers abroad and external grants on non-performing loans in Jordanian banks. To achieve the objectives of… read more here.
Keywords: performing loans; loans jordanian; study; relationship ... See more keywords