technique. The dependent variable in the model is quality of bank assets, proxied as the proportion of non-performing loans (NPL …) to total loans; while operating efficiency, profitability, asset liquidity, loans to deposits ratio, predictability of …

cost/fair value measurement methods applied to loans, and test whether loan fair values are an incremental explanatory …

household loans from UK banks. Design/methodology/approach – The approach uses Vector auto-regression models to test the …, interest rates and unemployment rates have a significant impact on secured loans. There is however, minimal impact on unsecured … loans. Unemployment stands out as the major factor that influences both mortgage and credit card arrears. The estimated …

significantly related to the changes in the non-performing loans, corporate and real estate sectors loans ratio and earnings losses …

household loans from UK banks. Design/methodology/approach – The approach uses Vector auto‐regression models to test the …, interest rates and unemployment rates have a significant impact on secured loans. There is however, minimal impact on unsecured … loans. Unemployment stands out as the major factor that influences both mortgage and credit card arrears. The estimated …

cost/fair value measurement methods applied to loans, and test whether loan fair values are an incremental explanatory …

significantly related to the changes in the non‐performing loans, corporate and real estate sectors loans ratio and earnings losses …

technique. The dependent variable in the model is quality of bank assets, proxied as the proportion of non‐performing loans (NPL …) to total loans; while operating efficiency, profitability, asset liquidity, loans to deposits ratio, predictability of …