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Modeling of cash flows from nonperforming loans in a commercial bank

Devjak, Srečko - In: Naše gospodarstvo : NG 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 expect from nonretail nonperforming loans (hereafter NPLs). Expected inflows from nonretail NPLs follow a probability distribution, defined by size and timing of historic...

Persistent link: https://www.econbiz.de/10012021720

Net flow rates versus roll rates as non-performing consumer loans forecasting methodologies

De Ribera Martin, Francisco de Asis - In: Revista de métodos cuantitativos para la economía y … 34 (2022), pp. 37-59

Roll rates and net flow rates can be seen as the evolution of ageing of accounts receivable and Markov chains. They are accepted methodologies to model the behavior of non-performing consumer loans by buckets and to predict losses, but we find that quite often they are wrongly used as...

Persistent link: https://www.econbiz.de/10013485817

GDP growth as a bank loan quality determinant

Rachuba, Joanna - In: Journal of banking and financial economics 2 (2020) 14, pp. 21-37

Past financial crises and recessions have revealed the importance of the economy’s condition for the loan quality. Macroeconomic determinants of the non-performing loans have been attracting considerable attention in recent years. The aim of this paper is to organize and summarize studies...

Persistent link: https://www.econbiz.de/10012887740

The role of macroprudential policy in bank housing loans portfolio quality assurance

Mitrašević, Mirela - In: Ekonomske teme 59 (2021) 2, pp. 281-296

The subject of this paper is the contemporary trend in residential real estate markets in European countries and their impact on the quality of banks' housing loan portfolios. Due to the fact that these are the markets that still have not fully recovered from the previous financial crisis, and...

Persistent link: https://www.econbiz.de/10012888083

Non-performing loans and profitability indicators : the case of the Republic of Macedenia

Jolevski, Ljube - In: Journal of contemporary economic and business issues 4 (2017) 2, pp. 5-20

credit portfolio quality is the share of non-performing loans to the total credit portfolio. The consequences of an increased …

Persistent link: https://www.econbiz.de/10011862127

Borrowing alternatives for households in Lithuania : current situation, trends and challenges

Taujanskaitė, Kamilė; Karklytė, Ieva - In: Business, mangagement and economics engineering : BMEE 19 (2021) 2, pp. 389-411

Purpose - to analyse the main borrowing alternatives available to Lithuanian households and the credit market as a … macroeconomic environment for all the credit market segments is the same, the P2P segment is developing significantly faster. If … this trend remains unchanged, the whole credit market is likely to face challenges, such as the growth of overdue loans …

Persistent link: https://www.econbiz.de/10013348705

Does credit growth in the EMU banking sector follow its capital adequacy?

Veselinovič, Draško; Fabijan, Janez; Vadnjal, Jaka - In: Journal of central banking theory and practice 12 (2023) 2, pp. 33-62

Union (EMU) banking sector. The paper's central hypothesis that capital adequacy of the EMU banking sector influenced credit …, the sub-hypothesis that higher capital adequacy resulted in negative credit growth was supported for the crisis period. We …

Persistent link: https://www.econbiz.de/10014316648

Credit rating impact on CDO evaluation

Rösch, Daniel; Scheule, Harald - In: Global finance journal 19 (2009) 3, pp. 235-251

Persistent link: https://www.econbiz.de/10003837176

Does ESG performance reduce banks' nonperforming loans?

Liu, Suyi; Jin, Justin Y.; Nainar, Khalid - In: Finance research letters 55 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014473069

Bank non-performing loans, loan charge-offs, and crime incidence

Jin, Justin Y.; Nainar, Khalid; Sun, Chenwei - In: Finance research letters 49 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10013479210

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