This paper studies the role of non-performing loans in the regulatory measures of the Chinese commercial banking system. A threshold panel regression model has been applied to the data of 87 commercial banks in China from 2006 to 2012. The empirical results suggest that a higher non-performing...

This paper investigates the macroeconomic determinants of credit risk in the banking system of 22 Sub-Saharan African economies. We measure credit risk as the ratio of non-performing loans to total gross loans (NPLs) and employ dynamic panel data methods over the period 2000-2016. Using a...