Similar Search Results

Modeling of cash flows from nonperforming loans in a commercial bank

Devjak, Srečko - In: Naše gospodarstvo / Our Economy 64 (2018) 4, pp. 3-9

The purpose of this paper is to derive a model for calculation of maturities and volumes of repayments that a bank may … intervals. The model in this paper is in interest of any bank and in particular of banks with a higher fraction of NPLs in their …

Persistent link: https://www.econbiz.de/10012117612

Scoring models and credit risk: The case of cooperative banks in Poland

Kil, Krzysztof; Ciukaj, Radoslaw; Chrzanowska, Justyna - In: Risks 9 (2021) 7, pp. 1-15

The aim of the research presented in the article was to analyse the legitimacy of the use of scoring models in banking activities, together with the assessment of the effectiveness of this tool in reducing the high value of the NPL ratio in Polish cooperative banks on the example of banks...

Persistent link: https://www.econbiz.de/10013200797

A dynamic credit risk assessment model with data mining techniques: Evidence from Iranian banks

Moradi, Somayeh; Mokhatab Rafiei, Farimah - In: Financial Innovation 5 (2019) 1, pp. 1-27

Giving loans and issuing credit cards are two of the main concerns of banks in that they include the risks of non-payment. According to the Basel 2 guidelines, banks need to develop their own credit risk assessment systems. Some banks have such systems; nevertheless they have lost a large amount...

Persistent link: https://www.econbiz.de/10012602811

The Interaction Between FX and Credit Risk as an Example of Intersection of Monetary and Financial Stability Policy Goals – The Case of Serbia

Jović, Željko - In: Journal of Central Banking Theory and Practice 5 (2016) 2, pp. 133-155

The financial system of Serbia is highly bank-centric and euroised, which is a common specific feature of financial … secondary goal of the National Bank of Serbia in relation to price and financial stability as the primary goals, in terms of …

Persistent link: https://www.econbiz.de/10012217832

Macroeconomic, Institutional and Bank-Specific Determinants of Non-Performing Loans in Emerging Market Economies: A Dynamic Panel Regression Analysis

Bayar, Yilmaz - In: Journal of Central Banking Theory and Practice 8 (2019) 3, pp. 95-110

, institutional, and bank-specific factors behind nonperforming banking loans as an indicator of banking sector functioning in …

Persistent link: https://www.econbiz.de/10012217922

Commercial Bank Performance and Credit Risk in Albania

Kola, Fatmira; Gjipali, Arsena; Sula, Erjon - In: Journal of Central Banking Theory and Practice 8 (2019) 3, pp. 161-177

risk in the banking sector that affect the bank performance, as it exhibits loss probability because of the failure of … debtor to fulfill its obligations to bank. In June 2016, the level of non-performing loans in Albania appears in 24.4% of … purpose of the estimable model outlined in this section is to capture the effects of macroeconomic, bank specific factors and …

Persistent link: https://www.econbiz.de/10012217925

Non-performing loans (NPLs), liquidity creation, and moral hazard: Case of Chinese banks

Umar, Muhammad; Sun, Gang - In: China Finance and Economic Review 4 (2016) 1, pp. 1-23

Background: This study analyzes the impact of non-performing loans (NPLs) on bank liquidity creation to investigate the …

Persistent link: https://www.econbiz.de/10011658429

Effects of macroeconomic environment on non-performing loans and financial stability: Case of Bosnia and Herzegovina

Kozarić, Kemal; Dželihodžić, Emina Žunić - In: Journal of Central Banking Theory and Practice 9 (2020) 2, pp. 5-17

This paper analyses the impact of macroeconomic conditions on non-performing loans and financial stability in Bosnia and Herzegovina`s banking sector. The aim of this paper is to identify the effects of macroeconomic conditions on non-performing loans and the banking sector`s financial...

Persistent link: https://www.econbiz.de/10014558381

Are Current Prudential Frameworks Up to the Challenge of Climate Risks?

D'Orazio, Paola - In: Intereconomics 58 (2023) 2, pp. 96-101

carbon-intensive businesses, improving bank governance supervision and/or fostering climate-related disclosure requirements …

Persistent link: https://www.econbiz.de/10014334690

Pension Funds and Financial Stability: The Case of the UK Gilt Crisis

Gudjonsson, Jon; Hougaard Jensen, Svend Erik - In: Intereconomics 58 (2023) 3, pp. 155-159

While macroprudential policy has mostly focused on the role of banks, we argue that pension funds are also important for financial stability. Drawing on previous research on pension funds, we explain how their actions can have a vital impact on other financial institutions as well as on...

Persistent link: https://www.econbiz.de/10014334701

1
2
3
4
5
6
7
8
9
10
Next
Last