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attempt to examine various banking factors that affect NPLs with respect to developing economies. In this study, the bank … have a negative association with NPLs. The results confirm that if the bank-specific conditions change, the credit quality … and bank management of banks are affected. It was concluded that the performance of banks is responsive to an effective …
Persistent link: https://www.econbiz.de/10013347052
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...
Persistent link: https://www.econbiz.de/10011980001
We review heterogeneous agent-based models of financial stability and their application in stress tests. In contrast to the mainstream approach, which relies heavily on the rational expectations assumption and focuses on situations where it is possible to compute an equilibrium, this approach...
Persistent link: https://www.econbiz.de/10011906282
overnight unsecured loans. Using proprietary bank-level data, we find that interbank rate uncertainty signi cantly raises … positions and greater access to central bank funding. …
Persistent link: https://www.econbiz.de/10012059036
standards change in reaction to two specific macroeconomic developments, namely an increase in bank funding costs and a sudden …. Insofar, we provide evidence of heterogeneity in the bank lending channel, depending on the situation of the lenders and the …
Persistent link: https://www.econbiz.de/10014486705
measure of risk to profitability in a bank's loan portfolio based on traditional portfolio theory. This measure is used to … examine the risk levels in the loan portfolios of merging bank holding companies (BHCs) and the change in risk that occurs in …
Persistent link: https://www.econbiz.de/10013120122
Theory suggests that unhealthy banks exhibit more pronounced flight-to-quality behavior during financial crises and, hence, the infusion of capital through unhealthy banks is less effective in relieving the liquidity shocks of vulnerable borrowers. We test these predictions by investigating how...
Persistent link: https://www.econbiz.de/10013039022
This study highlights the differences in performance of commercial banks operating in Pakistan in the context of credit portfolio management. Specifically, we look at their credit allocation policies and outcomes in the shape of nonperforming loans (NPLs). We categorize a sample of 34 banks into...
Persistent link: https://www.econbiz.de/10012959556
and bank managers to minimize the size of non-performing loans. After examining 82 banks from US, Europe, Asia and Africa … predictive power of each bank-specific factor (excluding loan diversification), regulatory variable and macroeconomic indicator …
Persistent link: https://www.econbiz.de/10013004906
their asset quality. Consequently, the study tests for a comprehensive array of both bank-specific and macroeconomic … retarded GDP growth and unfavorable movement in exchange and lending rates. Within the bank-specific variables, non …
Persistent link: https://www.econbiz.de/10013218468