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The role of non-performing loans for bank lending rates
Bredl, Sebastian - 2019
Against the backdrop of a high stock of non-performing loans (NPLs) in several European countries, this paper investigates the role of NPLs for lending rates charged for newly granted loans in the euro area. More precisely, it looks for an effect that extends beyond losses caused by that stock...
Persistent link: https://www.econbiz.de/10011955694
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Macroeconomic and Bank-Specific Determinants of Nonperforming Loans in Greece : A Comparative Study of Mortgage, Business and Consumer Loan Portfolios
Vouldis, Angelos T.; Louzis, Dimitrios P.; Metaxas, … - 2022
This paper uses dynamic panel data methods to examine the determinants of nonperforming loans (NPLs) in the Greek banking sector, separately for each type of loan (consumer, business and mortgage loans). The study is motivated by the hypothesis that both macroeconomic and bank-specific variables...
Persistent link: https://www.econbiz.de/10013404350
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Risk Allocation Through Securitization – Evidence From Non-Performing Loans
Wengerek, Sascha Tobias; Hippert, Benjamin; Uhde, André - 2021
Employing a unique and hand-collected sample of 648 true sale loan securitization transactions issued by 57 stock … between true sale loan securitization and the issuing banks’ non-performing loans to total assets ratios (NPLRs). We provide … in Europe indicating that issuing banks provided credit enhancement and demonstrated `skin in the game'. Our baseline …
Persistent link: https://www.econbiz.de/10013233839
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An Empirical Study of Securitisations of Non-Performing Loans
Boudiaf, Ismael Alexander; Miranda, Fernando Gonzalez - 2022
After addressing the securitisation of non-performing loans (NPLs) within the broader context of the ECB’s efforts to reduce NPL stocks and inflows, we investigate the structural and pricing features of NPL securitisations, issued by large banks in the euro area, by drawing on a unique and...
Persistent link: https://www.econbiz.de/10013289296
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An empirical study of securitisations of non-performing loans
Boudiaf, Ismael Alexander; González, Fernando - 2022
After addressing the securitisation of non-performing loans (NPLs) within the broader context of the ECB's efforts to reduce NPL stocks and inflows, we investigate the structural and pricing features of NPL securitisations, issued by large banks in the euro area, by drawing on a unique and...
Persistent link: https://www.econbiz.de/10013198336
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Macroeconomic Effects and Frailties in the Resolution of Non-Performing Loans
Betz, Jennifer - 2018
Resolution of non-performing loans is a key determinant of bank credit default losses. This paper analyzes …
Persistent link: https://www.econbiz.de/10012927425
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Financial stability assessment for EU candidate countries and potential candidates : developments since 2016
Comunale, Mariarosaria; Geis, André; Gkrintzalis, Ioannis - 2019
. High unofficial euroisation is a source of indirect credit risk for countries with their own national legal tender, which …
Persistent link: https://www.econbiz.de/10012110105
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Impact of High Non-Performing Loan Ratios on Bank Lending Trends and Profitability
Jing, Eric - 2020
The goal of this paper is to explore the relationship between the specific non-performing loan ratio (NPL ratio) and the corresponding impact on the bank's profitability and lending behavior. It also seeks to investigate the macroeconomic impacts of economies with excessively high NPL ratios as...
Persistent link: https://www.econbiz.de/10012826179
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What drives bank coverage ratios : evidence from the euro area
Alessi, Lucia; Bruno, Brunella; Carletti, Elena; … - 2019
We analyse micro and macro drivers of coverage ratios in a cross–country sample of euro area banks. Among the former, we find that coverage ratios increase with the reliance on deposit funding and when asset quality is very poor. Among the latter, coverage ratios increase with GDP growth and...
Persistent link: https://www.econbiz.de/10012058355
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Bank Non-Performing Loans in the Fintech Era
Ozili, Peterson K - 2021
that have high supply of credit to the private sector experience high non-performing loans in the second wave Fintech era … higher credit supply in the second-wave Fintech era …
Persistent link: https://www.econbiz.de/10013213669