The purpose of this study is to identify, using an econometric model, the factors affecting the Non-Performing Loans Rate (NPL) of the banking systems of the Eurozone for the period 2000-2008. Today, the Eurozone is in the middle of an unprecedented financial crisis, calling into question the...

The purpose of the present study is to identify the factors affecting the non-performing loans rate (NPL) of Eurozone's banking systems for the period 2000-2008, just before the beginning of the recession. In our days, Eurozone is in the middle of an unprecedented financial crisis, calling into...

The main objective of this article is to define which macroeconomic and accounting factors determine loan quality, hence credit risk, in Eurozone. Non Performing Loans, Loan Loss Provisions and Loan Loss Reserves are used as proxies for loan portfolio quality. Through dynamic regression...

We investigate the impact of 2008 global financial crisis due to Lehman Brothers collapse on tail dependence structure of the largest systemic banks in euro in a pairwise comparison using bivariate extreme value theory. The dataset includes banks equity prices from area core (Austria, Belgium,...