Decomposition of non-performing loans dynamics into a debt-servicing capacity and a risk taking indicators
Year of publication: |
2024
|
---|---|
Authors: | Gamba-Santamaria, Santiago ; Melo-Velandia, Luis Fernando ; Orozco-Vanegas, Camilo |
Subject: | Credit vintages | Default | Elastic net regressions | Intrinsic estimators | Non-performing loans | Risk taking | Kreditrisiko | Credit risk | Notleidender Kredit | Non-performing loan | Theorie | Theory | Bankrisiko | Bank risk | Kreditgeschäft | Bank lending | Insolvenz | Insolvency | Risikopräferenz | Risk attitude | Schätzung | Estimation | Regressionsanalyse | Regression analysis |
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