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...

In this paper, we study the determinants of credit risk in the Greek banking sector. Credit risk is related to bank asset quality and considered responsible for bank failures. In this context, we investigate how loan quality can be explained by accounting and macroeconomic factors. Aggregate...

In this paper, we study the determinants of credit risk in the Greek banking sector. Credit risk is related to bank asset quality and considered responsible for bank failures. In this context, we investigate how loan quality can be explained by accounting and macroeconomic factors. Aggregate...

In this paper, we study the determinants of credit risk in the Greek banking sector. Credit risk is related to bank asset quality and considered responsible for bank failures. In this context, we investigate how loan quality can be explained by accounting and macroeconomic factors. Aggregate...

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...