Showing 1 - 10 of 20,478
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 …
Persistent link: https://www.econbiz.de/10010459786
This paper presents the pilot top-down climate stress test of the Hungarian banking system over the 2020-2050 horizon. The focus is on a core indicator of financial soundness, the ratio of non-performing loans. Three scenarios are considered with different grades of compliance with the Paris...
Persistent link: https://www.econbiz.de/10013489715
hypothesis that both macroeconomic and bank-specific variables have an effect on loan quality and that these effects vary between …
Persistent link: https://www.econbiz.de/10013404350
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. …
Persistent link: https://www.econbiz.de/10011443000
the Turkish lira and foreign currency composition of bank assets and liabilities between 2002 and mid-2009 when the policy …
Persistent link: https://www.econbiz.de/10013096515
structure. Using data from 55 countries, we find that more timely loan loss recognition reduces firms' reliance on bank debt …, consistent with firms relying less on bank debt due to more costly monitoring by banks. In addition, we find that this negative … with such markets facilitating a switch from bank debt when banks impose more costly monitoring on firms …
Persistent link: https://www.econbiz.de/10012900764
European Central Bank's Financial Stability Committee Working Group on Stress Testing (WGST). Over a four-year period, the WGST …
Persistent link: https://www.econbiz.de/10014530302
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 …
Persistent link: https://www.econbiz.de/10013002233
This paper investigates the nexus between bank-based financial inclusion and asset quality of 43 Banks in Kenya using … growth in outstanding bank credit, deposit growth and asset quality, we find that lagged credit growth has a positive …
Persistent link: https://www.econbiz.de/10012801664
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 …
Persistent link: https://www.econbiz.de/10013053008