VSE knjižnice (vzajemna bibliografsko-kataložna baza podatkov COBIB.SI)
  • Non-performing loans and bank lending behaviour
    Gjeçi, Ardit ; Marinč, Matej ; Rant, Vasja
    This article empirically investigates whether the level of non-performing loans (NPLs) affects the bank lending behaviour using the bank-level data across 42 coun- tries, spanning over the period ... from 2000 to 2017. We find a negative and statisti- cally significant relationship between NPL and bank loan growth. This impact is not geographically restricted and is confirmed for the EU, non-EU, advanced, and emerging countries subsamples. We also examine the channels through which NPLs affect loan growth. Our results show that the association between NPL and loan growth is more pronounced for well-capitalized banks. We find no evidence in support of an effect of asset management companies on the negative association between NPLs and loan growth. In addition, our results are robust with respect to alternative measure of credit risk and different specifications.
    Vir: Risk management. - ISSN 1460-3799 (Vol. 25, iss. 1, article no. 7, Mar. 2023, 26 str.)
    Vrsta gradiva - članek, sestavni del
    Leto - 2023
    Jezik - angleški
    COBISS.SI-ID - 138947075

    Povezava(-e):

    Repozitorij Univerze v Ljubljani – RUL
    DOI

vir: Risk management. - ISSN 1460-3799 (Vol. 25, iss. 1, article no. 7, Mar. 2023, 26 str.)
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