Decomposition of non-performing loans dynamics into a debt-servicing capacity and a risk taking indicators
Santiago Gamba-Santamaria, Luis Fernando Melo-Velandia, Camilo Orozco-Vanegas
| Year of publication: |
2024
|
|---|---|
| Authors: | Gamba-Santamaria, Santiago ; Melo-Velandia, Luis Fernando ; Orozco-Vanegas, Camilo |
| Published in: |
The quarterly review of economics and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9769, ZDB-ID 2002261-X. - Vol. 96.2024, Art.-No. 101860, p. 1-16
|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2024.04.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014631557