Credit risk assessment is a crucial part of macroprudential analysis, with the aggregate nonperforming loan (NPL) ratio serving as a proxy for the economy-wide probability of default of the banking sector’s overall loan exposure. Therefore, the factors driving the NPL ratio deserve a lot of interest. This study provides a macroeconomic model for nonperforming loans (NPLs) for the Central, Eastern ...
| Year of publication: |
2014-08
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| Authors: | Jakubík, Petr ; Reininger, Thomas |
| Institutions: | Institut ekonomických studií, Univerzita Karlova v Praze |
| Subject: | nonperforming loans | credit risk | financial stability | macroprudential framework | Central | Eastern and Southeastern Europe (CESEE) | emerging Europe |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 2014/26 25 pages longages |
| Classification: | G28 - Government Policy and Regulation ; G32 - Financing Policy; Capital and Ownership Structure ; G33 - Bankruptcy; Liquidation ; G38 - Government Policy and Regulation |
| Source: |
Persistent link: https://www.econbiz.de/10011078528