The Dynamics of Non-Performing Loans during Banking Crises : A New Database with Post-COVID-19 Implications

We present a new dataset on the dynamics of non-performing loans (NPLs) during 92 banking crises since 1990. The data show similarities across crises during NPL build-ups but much heterogeneity in the pace of NPL resolution. We document how high and unresolved NPLs deepen post-crisis recessions and use a machine learning approach to establish pre-crisis predictors of NPL problems. These predictors—a set of weak macroeconomic, institutional, corporate, and banking sector conditions—help shed light on post-COVID-19 NPL vulnerabilities

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Year of publication:	[2021]
Authors:	Ari, Anil ; Chen, Sophia ; Ratnovski, Lev
Publisher:	[S.l.] : SSRN
Subject:	Bankenkrise \| Banking crisis \| Welt \| World \| Coronavirus \| Kreditgeschäft \| Bank lending \| Notleidender Kredit \| Non-performing loan

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