change in NPL ratios tends to depress bank lending volumes, widens bank lending spreads and leads to a fall in real GDP …

This paper aims to study the impacts of bank funding diversity, non-performing loans (NPLs), and business cycles on … bank performance. We employ Fixed Effect Models and the two-step system Generalized Method of Moments to examine a sample … proxies of bank performance, economic cycles, and FED interest rate cycles. The findings help determine the optimal funding …

impulse response analysis shows that an exogenous increase in the change in NPL ratios tends to depress bank lending volumes …, widens bank lending spreads and leads to a fall in real GDP growth and residential real estate prices; ii) A forecast error …