Search Results - subject_exact:"Distressed debt"

The impact of ESG performance on non-performing loans, capital adequacy, liquidity risk, and net balance sheet position in banks

Ciğer, Ayşegül; Yetiz, Filiz; Kınay, Bülent - 2026

This study examines the relationship between banks' ESG performance and core risk and balance sheet indicators in the Turkish banking sector. Using an unbalanced panel of eight banks listed on Borsa Istanbul over the period 2008-2023, we estimate bank fixed-effects models with one-year-lagged...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015652115

Stabilizing credit when nonperforming loans surge : the role of asset management companies

Martin, Reiner; O'Brien, Edward J.; Peiris, Udara; … - 2026

When default losses elevate borrowing costs, expanding credit cannot stabilize the economy because default rates feed back to lending rates through bank balance sheets. Asset management companies (AMCs) break this loop by purchasing nonperforming loans at their long-run recovery values, thereby...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015606839

Developing a risk-based stress testing framework for microfinance banks in Uzbekistan : a SVAR approach

Nematov, Farrukh - 2026

This paper develops a risk-based stress-testing framework for emerging microfinance banks using a structural vector autoregressive (SVAR) approach. The model captures the dynamic transmission of key macroeconomic shocks, including economic activity, monetary policy, and exchange-rate movements,...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015634066

Why non-performing assets persist : uncovering the structural and macroeconomic drivers of India's banking stress

Rehman, Faiz Ur; Asghar, Bilal; Alshebami, Ali Saleh; … - 2026

Rising non-performing assets (NPAs) remain a persistent threat to banking stability in emerging economies, including India. This study examines the role of conventional macroeconomic determinants in shaping NPA dynamics using annual panel data from 30 Indian banks over the period 2003-2022....

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015633307

Unveiling risk on bank balance sheets : from risk disclosure to credit reallocation

Bruno, Brunella; Marino, Immacolata - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016059364

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Unveiling risk on bank balance sheets : from risk disclosure to credit reallocation

Bruno, Brunella; Marino, Immacolata - 2026

Book / Working Paper

How does NPLs securitization affect EU banks' systemic risk?

Dell'Atti, Stefano; Di Tommaso, Caterina; Onorato, Grazia; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015101886

Managing non-performing loans in Ghana's banking sector : balancing prudential discipline with realistic transition pathways

Awuah, John; Sackey, Lawrence; Nortah-Ocansey, Derick Ayiku - 2026

Non-performing loans (NPLs) remain a central and persistent vulnerability within Ghana’s banking sector, with significant implications for financial stability, bank performance, and the sector’s ability to support economic growth. Although the 2017-2018 banking sector clean-up led by the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016059400

How does news-driven monetary policy frictions affect nonperforming loans? : taking Chinese commercial banks as an example

Zhang, Heng-Guo; Wang, Shihong; Xie, Yuchi - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015371997

We are different : the drivers of asset quality in loan type and sectoral breakdowns

Çolak, Mehmet Selman; Kılıç, Yavuz; Öztürk, … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015374385

On modelling non-performing loans in bank efficiency analysis

Karagiannēs, Giannēs; Kourtzidis, Stavros - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015375504

Determinants of non-performing loans : an empirical analysis across major sectors

Reigl, Nicolas - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015330337

How foreign and domestic ownership influenced risk-taking in GCC banks

Aldousari, Abdullah; Mohammed, Ahmed; Lindop, Sarah - 2025

This study investigates the relationship between ownership structure (foreign and domestic) and bank risk-taking over the period 2014-2022. The analysis includes 66 banks operating in the GCC, divided into 44 domestically owned, and 22 foreign-owned banks. The research examines the relationship...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015338316

Drivers of NPAs in Indian banks : an empirical analysis of bank-specific determinants

Das, Santosh Kumar - 2025

The paper empirically analyses the factors responsible for non-performing assets (NPAs) in India's banks, with a focus on bank-specific factors or determinants. Panel estimation of a total sample of 43 Indian banks, comprising 20 public sector banks (PSBs), 18 domestic private banks, and 5...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015467850

Revisiting the macroeconomic determinants of non-performing loans with a deep learning technique with causal inference : evidence from Türkiye

Raşid Bakır, Muhammed; Atalay Çetin, Mümin; … - 2025

This study revisits the macroeconomic determinants of non-performing loans using a deep neural network (DNN). We present the proposed DNN as a methodological framework that combines deep learning techniques and causal inference methods. We employ a rigorous triple-validation methodology that...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015471266

Does the shadow economy cast a cloud on banking sector resilience?

Cooray, Arusha; Özmen, Ibrahim; Schneider, Friedrich - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015473226

Balancing caution and expansion : the non-performing loans threshold for the credit-growth nexus

Zuhroh, Idah; Rofik, Mochamad - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015447649

Does financial inclusion affect non-performing loans and liquidity risk in the MENA region? : a comparative analysis between GCC and non-GCC countries

Hakimi, Abdelaziz; Saidi, Hichem; Adili, Lamia - 2025

Over the past decade, the debate on the microeconomic effects of financial inclusion has intensified, with a growing body of research exploring how access to financial services impacts banks' behaviors. Studying the effect of financial inclusion on bank risk is crucial because it helps...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015410220

Business cycle and realized losses in the consumer credit industry

Distaso, Walter; Roccazzella, Francesco; Vrins, Frédéric - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015432964

Do board characteristics affect non-performing loans? : GCC vs. non-GCC insights

Hakimi, Abdelaziz; Saidi, Hichem; Saidi, Soumaya - 2025

The Middle East and North Africa (MENA) region has faced challenges like political instability and economic fluctuations, which have impacted non-performing loans (NPL) levels. At the same time, over the years, reforms and regulations have encouraged stronger board structures to enhance...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015434036

Does inflation influence banking performance? : empirical evidence from Malaysia and Indonesia

Nawir, Jubaedah; Mohd Hanafia Huridi; Siti Hidayati; … - 2025

High and volatile inflation over a long haul is detrimental to an economy, particularly to a country's financial sector. While most studies suggest a positive relationship between inflation and bank profitability, others argue for a negative impact. As such, it is evident that the impact of...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015436245

When models fail : credit scoring, bank management, and NPL growth in the Greek recession

Giannopoulos, Vasileios; Kariofyllas, Spyridon - 2025

The significant increase in non-performing loans (NPLs) during the escalating recession of the Greek economy motivates us to study the predictive power of credit rating models in periods of economic shocks. In parallel, we examined the responsibilities of bank management in the expansion of NPLs...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015457848

Impact of regional digital economy on default recovery : evidence from China

Chen, Muzi; Li, Geng; Li, Nan; Yang, Xiaoguang; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015460029

The impact of non-performing loans on bank growth : the moderating roles of bank size and capital adequacy ratio ; evidence from U.S. banks

Arhinful, Richard; Mensah, Leviticus; Gyamfi, Bright Akwasi - 2025

Banks in the United States face persistent challenges from non-performing loans (NPLs), despite conducting thorough client evaluations before issuing loans. To mitigate the impact of NPLs and support both local and global growth, banks must adopt effective risk management strategies. This study...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015462886

Credit rationing, its determinants and non-performing loans : an empirical analysis of credit markets in Polish banking sector

Tunçay, Cenap Mengü; Grzegorczyk-Akın, Elżbieta - 2025

In a situation where the number of non-performing loans (NPLs) increases, lenders may raise interest rates to compensate for potential losses, and the amount of credit granted in the market may decrease, leading to credit rationing. Such actions may become vital based on their potential...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015562165

Can fiscal rules improve banking system stability in developing countries?

Coulibaly, Yacouba; Diallo, Askandarou Cheik - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015563771

Non-performing assets in indian banking in the 2010s : the role of infrastructure and public-private partnerships

Mohan, Rakesh; Srinivasan, Divya - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015446613

Effectiveness of internal corporate governance mechanisms in controlling non-performing loans of an emerging economy

Hossain, Mohammad Kamal; Rahman, Fazlur; Golder, Uttam; … - 2025

This study examines the effectiveness of internal corporate governance mechanisms (ICGMs) in managing non-performing loans (NPLs) in listed banks within an emerging economy, specifically Bangladesh. We focus on addressing dynamic endogenous bias, which has often been overlooked in prior studies....

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015615509

Bank non-performing loans research around the world

Ozili, Peterson K. - 2025

This article presents a literature review of bank non-performing loans (NPLs) research around the world and suggests directions for future research.The study used the thematic and bibliometric literature review methodologies to present a review of the recent NPL literature that have emerged...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015554061

Do academic bank leaders reduce bank non-performing loans?

Chang, Xiao; Wang, Yang; Shu, Xia; Fifield, S. G. M. - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015555220

Assessing the impact of non-performing assets on financial performance : evidence from urban cooperative banks in Assam

Bayan, Parnakshi; Barman, Kandarpa Kumar - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015625317

Short-run dynamics of interest rates and non-performing loans : evidence from Ghana's banking sector (2008–2023)

Sackey, Lawrence - 2025

This study examines the short-run dynamics between interest rates and non-performing loans (NPLs) in Ghana's banking sector, with particular emphasis on how fluctuations in lending rates influence credit risk and financial stability. Using quarterly data spanning 2008 to 2023, the study applies...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015620651

Relationship of banking industry financial performance in ASEAN-6 countries : a panel data evidence

Aris, Muhammad; Hidayat, Ariodillah; Liliana, Liliana; … - 2025

Aim/purpose - This study examines the effects of non-performing loans (NPL), net interest margin (NIM), and capital adequacy ratio (CAR) on the return on equity (ROE) of banks in selected ASEAN countries, namely Indonesia, Malaysia, Thailand, Singapore, the Philippines, and Viet Nam....

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015671930

Corruption, economic growth, and non-performing loans in Sub-Saharan Africa : an empirical analysis (2011-2019)

Akuoko-Konadu, Emmanuel; Mahmud, Anyars - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015673374

Intellectual capital and asset quality : a nonlinear investigation in the Turkish Banking sector

Ozkan, Nasif; Zeytinoglu, Emin - 2024

This study aims to investigate the intricate relationship between intellectual capital and asset quality within the context of the Turkish banking sector to determine the optimal level of intellectual capital investment that can enhance the asset quality of deposit banks. The study relies on...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014635352

The evolution and determinants of the non-performing loan burden in Italian banking

Pancotto, Livia; Ap Gwilym, Owain; Williams, Jonathan - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014534545

Shadow seniority? : lending relationships and borrowers’ selective default

González Rodríguez, Francisco; Gutiérrez, José E.; … - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014583701

Unraveling the loan growth threshold effect on non-performing loans during total dollarization in Zimbabwe

Katuka, Blessing; Mudzingiri, Calvin; Vengesai, Edson - 2024

The availability of bank loans is a vital component in determining the investment and spending patterns that influence economic growth. This article examines the threshold effect of loan growth on non-performing loans (NPLs) in the Zimbabwean banking industry during dollarization. The study...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014535516

Bank supervision and non-performing loan cleansing

Baskaya, Soner; Gutiérrez, José E.; Serena, José María - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015072688

Analysis of macroeconomic determinants of non-performance in consumer and mortgage loans

Cortés, David; Soriano, Pilar - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014490748

Determinants of nonperforming loans : a global data analysis

Salas, MBelen; Lamothe Fernández, Prosper; Delgado, Enrique - 2024

This Study Analyzes the Factors that Explain the Evolution of banks' Nonperforming loan Ratios Worldwide. We use a Sample of 1,631 Entities from 111 Countries Grouped into the Eight Central Regions in the World, with Information Corresponding to the Period 2007-2021. Applying Panel data Methods...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015144063

Corporate bond defaults and spillover effects on bank risk : evidence from city commercial banks in China

Gao, Haoyu; Ouyang, Yiling; Wang, Yaxin - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015052452

Macroprudential policies and dollarisation : implications for the financial system and a cross-exchange rate regime analysis

Bajrami, Fisnik - 2024

Macroprudential policy has gained prominence for promoting financial stability. In this paper, we assess the effectiveness of macroprudential policy in reducing credit growth over a 22-year period across 129 countries. Additionally, we investigate the interaction between macroprudential policy,...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014496532

A material balance approach for modelling banks' production process with non-performing loans

Fukuyama, Hirofumi; Matousek, Roman; Tzeremes, Nickolaos G. - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015052799

Is climate change fueling commercial banks' non-performing loan ratio? : empirical evidence from 31 provinces in China

Fan, Wenna; Wang, Feng; Zhang, Hao; Yan, Bin; Ling, Rui; … - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015210696

Expansionary federal monetary policy and U.S. banks' risk profiles during the COVID-19 pandemic-induced economic recession

Zheng, Maoyong; Escalante, Cesar - 2024

This study focuses on the pandemic phase when the U.S. economy dealt with significant economic recessionary pressures due to widespread, prolonged social mobility restraints. The Federal Open Market Committee (FOMC) promptly pursued expansionary policies, such as lowering the federal funds rate...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015334740

Examining the impact of bank cost efficiency on non-performing loans in a dollarised economy : evidence from Zimbabwe

Katuka, Blessing; Mudzingiri, Calvin; Vengesai, Edson; … - 2024

This paper investigates the effects of cost efficiency on non-performing loans (NPLs) in Zim-babwe during dollarisation. The research applies the random effects and bootstrap quantile regression models using the full dollarisation era dataset for 13 banks from 2009 to 2017. The obtained results...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015340278

Corruption's impact on non-performing loans of banks in emerging markets : empirical insights

Rehman, Abdul; Mehmood, Waqas; Al-smady, Ahnaf Ali; … - 2024

Purpose: This study investigates the impact of control of corruption (COC) on nonperforming loans (NPLs) in South Asian countries. Methodology: The present study selected three South Asian countries (Pakistan, India, and Bangladesh) from 2000 to 2019. Further, the current research employed the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015361573

The dynamics behind private banking growth in Egypt

Abdou, Doaa Mohamed Salman; Alarabi, Yomna - 2024

The research investigates the determinants of private banks profitability in Egypt. The determinants are bank specific (liquidity, capital adequacy, bank size, asset structure, credit risk, and non-performing loans), industry-specific (industry concentration and banking industry development),...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015411175