In this paper, we study the determinants of credit risk in the Greek banking sector. Credit risk is related to bank … asset quality and considered responsible for bank failures. In this context, we investigate how loan quality can be … financial crisis in Greece. The results of Generalized Method of Moments (GMM) estimations indicate that LLP is positively …

hypothesis that both macroeconomic and bank-specific variables have an effect on loan quality and that these effects vary between …

The aim of this study is to investigate which factors influence loan quality in Greece. In this context, it is examined …) ratios. The empirical analysis is carried out at both individual bank and banking system level data by using dynamic …, capital adequacy, liquidity and profitability) seem to influence credit risk in Greece. …

The aim of this study is to investigate which factors influence loan quality in Greece. In this context, it is examined …) ratios. The empirical analysis is carried out at both individual bank and banking system level data by using dynamic …, capital adequacy, liquidity and profitability) seem to influence credit risk in Greece …

In this paper, we study the determinants of credit risk in the Greek banking sector. Credit risk is related to bank … asset quality and considered responsible for bank failures. In this context, we investigate how loan quality can be … financial crisis in Greece. The results of Generalized Method of Moments (GMM) estimations indicate that LLP is positively …

portfolios are grouped into three separate groups based on the size of the bank to which they belong, in particular, large …

hypothesis that both macroeconomic and bank-specific variables have an effect on loan quality and that these effects vary between …

performance ratios due to increased leverage imply increased solvency risk for banks. The effect of the liquidity ratio on bank … activity or recapitalizations are likely to adversely affect bank profitability during a stress period. Our findings provide …

to its significant contribution to the issue of a bank’s capital adequacy. In this paper we build macro models for the … default rates of Greek bank’s loan portfolios. Modeling is performed at two levels: First we use common techniques: regime …