In this paper, we study the determinants of credit risk in the Greek banking sector. Credit risk is related to bank … asset quality and considered responsible for bank failures. In this context, we investigate how loan quality can be … financial crisis in Greece. The results of Generalized Method of Moments (GMM) estimations indicate that LLP is positively …

hypothesis that both macroeconomic and bank-specific variables have an effect on loan quality and that these effects vary between …

The aim of this study is to investigate which factors influence loan quality in Greece. In this context, it is examined …) ratios. The empirical analysis is carried out at both individual bank and banking system level data by using dynamic …, capital adequacy, liquidity and profitability) seem to influence credit risk in Greece. …

the Turkish lira and foreign currency composition of bank assets and liabilities between 2002 and mid-2009 when the policy …

structure. Using data from 55 countries, we find that more timely loan loss recognition reduces firms' reliance on bank debt …, consistent with firms relying less on bank debt due to more costly monitoring by banks. In addition, we find that this negative … with such markets facilitating a switch from bank debt when banks impose more costly monitoring on firms …

European Central Bank's Financial Stability Committee Working Group on Stress Testing (WGST). Over a four-year period, the WGST …

The aim of this study is to investigate which factors influence loan quality in Greece. In this context, it is examined …) ratios. The empirical analysis is carried out at both individual bank and banking system level data by using dynamic …, capital adequacy, liquidity and profitability) seem to influence credit risk in Greece …

This paper investigates the nexus between bank-based financial inclusion and asset quality of 43 Banks in Kenya using … growth in outstanding bank credit, deposit growth and asset quality, we find that lagged credit growth has a positive …

which are bank specific, financial sector specific and macroeconomic are used as explanatory variables in the balanced panel … regressions. Among the bank-specific variables, capital ratio and credit risk have significant impact on bank profitability. While … bank profitability positively. Two financial sector development variables are used as explanatory variables in the panel …