nonperforming loans in Mauritius using annual report data from a panel of 10 existing banks and macroeconomic data for the period …The present study pertains to unravelling the internal (bank specific) and external (macroeconomic) determinants of … 2000 to 2012. The model used in the present instance comprises of a vector of bank specific and macro economic variables …

economies. We measure credit risk as the ratio of non-performing loans to total gross loans (NPLs) and employ dynamic panel data …

, institutional, and bank-specific factors behind nonperforming banking loans as an indicator of banking sector functioning in … emerging market economies over the 2000-2013 period by employing the system GMM dynamic panel data estimator. Results of the … dynamic panel regression analysis showed that economic growth, inflation, economic freedom (institutional development), return …

bank specific drivers of NPL for each licensed category. Z-Score is constructed to proxy banking stability, and its …This study examines Non-Performing Loan (NPL) and its effects on the stability of Nigerian banks with national and … response to shocks NPLs is examined in a panel vector autoregressive framework. The results reveal that drivers of NPLs vary …