Micro and macro determinants of non-performing loans

AS Messai, F Jouini - … journal of economics and financial issues, 2013 - dergipark.org.tr
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 period of 2004-2008. These …

Macroeconomic and bank-specific determinants of household's non-performing loans in Tunisia: A dynamic panel data

L Abid, MN Ouertani, S Zouari-Ghorbel - Procedia Economics and Finance, 2014 - Elsevier
Using the dynamic panel data methods estimated over 2003–2012 on around 16 Tunisian
banks, the current paper attempts to examine the determinants of households' non …

Non-performing loans in Baltic States: determinants and macroeconomic effects

J Kjosevski, M Petkovski - Baltic Journal of Economics, 2017 - Taylor & Francis
This study analyses the linkages between macroeconomic and bank-specific determinants
of non-performing loans (NPLs) and their impact on macroeconomic performance in the …

Bank-specific and macroeconomic determinants of non-performing loans in the Republic of Macedonia: Comparative analysis of enterprise and household NPLs

J Kjosevski, M Petkovski, E Naumovska - Economic research …, 2019 - hrcak.srce.hr
Sažetak The purpose of this paper is to explore the influence of bank-specific and
macroeconomic determinants of all non-performing loans (NPLs) to enterprises and …

The Determinants of Non-Performing Loans (NPLs); Evidence from the Banking Sector of Pakistan

KHU Hassan, SM Sheikh… - Annals of Social Sciences …, 2022 - assap.wum.edu.pk
The main aim of the current study is to theorize an inclusive assessment of the factors of non-
performing loans from the banking sector in the setting of Pakistan. In this connection …

Credit risk in European banks: The bright side of the internal ratings based approach

D Cucinelli, ML Di Battista, M Marchese… - Journal of Banking & …, 2018 - Elsevier
This paper investigates the accuracy of internal rating based (IRB) models in measuring
credit risk. We contribute to the growing debate on the current prudential regulatory …

Macroeconomic and bank-specific determinants of non-performing loans: the case of baltic states

J Kjosevski, M Petkovski - Empirica, 2021 - Springer
This study examines selected macroeconomic and bank-specific determinants of non-
performing loans (NPLR) for a panel of 21commercial banks from the Baltics States (Estonia …

Regulatory capital and its effect on credit growth, non-performing loans and bank efficiency: Evidence from Ghana

E Osei-Assibey, JK Asenso - Journal of Financial Economic Policy, 2015 - emerald.com
Purpose–This paper aims to investigate the influence of the central bank's regulatory capital
on commercial banks specific performance outcomes such as credit supply, interest rate …

The impact of control quality on the non-performing loans of Tunisian listed banks

M Ben Saada - Managerial Auditing Journal, 2018 - emerald.com
Purpose This paper aims to explore the extent to which the control quality impacts non
performing loans (NPLs) of Tunisian listed banks by integrating the guidelines of Circular …

Determinants of credit risk in Palestine: Panel data estimation

MT Abusharbeh - International Journal of Finance & …, 2022 - Wiley Online Library
This manuscript examines the influence of macroeconomic and bank‐specific factors on
credit quality in Palestine over the last decade. For this purpose, empirical tests are …