Search Results - subject_exact:"Non-performing loans"

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

On modelling non-performing loans in bank efficiency analysis

Karagiannēs, Giannēs; Kourtzidis, Stavros - 2025

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

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

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

Reigl, Nicolas - 2025

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

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

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

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

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

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

Sackey, Lawrence - 2025

Book / Working Paper

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

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

Shadow seniority? : lending relationships and borrowers’ selective default

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

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

Bank supervision and non-performing loan cleansing

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

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

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

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

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

Bajrami, Fisnik - 2024

Book / Working Paper

Analyzing the impact of cost of funds and non-performing loans on bank profitability : a case study of bank BJB in Indonesia

Buchory, Herry Achmad - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015619817

Assessing the role of the fintech era on the banking stability of an emerging economy : interaction analysis of the Indian banking industry

Syed, Aamir Aijaz; Grima, Simon; Sood, Kiran - 2024

Research background: The rapid expansion in recent fintech innovations has garnered researchers' attention to evaluate its influence on the banking industry. Purpose: In this quest, the current study conducts an interaction analysis to measure the impact of the fintech era on Indian banking...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015484561

Banking credit dynamics: driving economic growth in Spain, France, and Romania : a panel data analysis, 2000,2020

Hamdaoui, Houssem E.; Cancelo, María-Teresa - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015414742

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

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

Rehman, Faiz Ur; Ahsan, Mohammad Ammar; Asghar, Bilal; … - 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

The influence of climate risk on interest spread in the banking sector performance in Kenya

Maru, Lucy; Makambi, Steve Anyona - 2024

One of the most important steps towards a greener economy is assessing the path through which climate risks are internalized in to bank portfolios. Aligned with literature on market risks and credit risks emanating from climate risk exposure, this paper sought to assess the feedback effect...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014541601

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

Impact of COVID-19 and non-performing loan determinants : case study Republic of Kosovo

Hajdaraj, Besa; Aliu, Muhamet - 2023

This paper explores the repercussions of the COVID-19 pandemic on the banking sector, focusing on the escalation of credit risk and its effects on non-performing loans (NPLs), loan loss provisions, and economic activity in the Republic of Kosovo. Amidst the global health crisis, the banking...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014496249

Climate change and financial stability : evidence from Southern Africa

Ntsaila, Mapaseka J.; Hloele, Moleboheng F. - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015652085

The impact of monetary policy and credit risk on bank credit behavior : an analysis of banks listed on the Indonesian stock exchange

Anwar, Cep Jandi; Suhendra, Indra; Didu, Saharuddin; … - 2023

The study investigates macroeconomic and bank-specific determinants of credit for commercial banks from 2010Q1-2022.Q4 in Indonesia. The banking credit is divided into an investment, working capital, and consumption credits. The study aims to address a gap in the literature since most prior...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014500874

Determinants of capital adequacy and voluntary capital buffer among microfinance institutions in an emerging market

Duho, King Carl Tornam - 2023

This study examines the determinants of capital adequacy and voluntary capital buffers among microfinance institutions (MFIs). We apply the two-stage least squares (2SLS) with instrumental variables to account for endogeneity. Using quarterly panel data of 439 MFIs in Ghana covering the period...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014501012

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Determinants of capital adequacy and voluntary capital buffer among microfinance institutions in an emerging market

Duho, King Carl Tornam - 2023

Article

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

Bruno, Brunella; Marino, Immacolata - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015672935

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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 do funding diversity and non-performing loans affect bank performance in different economic cycles?

Khoa Dang Duong; Phuong Mai Duong Tran; Phung Y. Ngoc Nguyen - 2023

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 of 37 Vietnamese banks from 2005 to 2020. Our findings...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014504822

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

Forbearance vs foreclosure in a general equilibrium model

Barbaro, Bianca; Tirelli, Patrizio - 2021

We build a business cycle model characterized by endogenous firms dynamics, where banks may prefer debt renegotiation, i.e. non-performing exposures, to outright borrowers default. We find that debt renegotiations only do not have adverse effects in the event of financial crisis episodes, but a...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012488660

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Forbearance vs Foreclosure in a General Equilibrium Model

Barbaro, Bianca; Tirelli, Patrizio - 2023

Book / Working Paper

Does credit growth in the EMU banking sector follow its capital adequacy?

Veselinovič, Draško; Fabijan, Janez; Vadnjal, Jaka - 2023

We put our hypothesis very straightforward, considering the euro area and the whole European Economic and Monetary Union (EMU) banking sector. The paper's central hypothesis that capital adequacy of the EMU banking sector influenced credit growth and activities in the nonfinancial sector was...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014316648

Macroeconomic factors of consumer loan credit risk in Central and Eastern European countries

Kanapickienė, Rasa; Keliuotytė-Staniulėnienė, Greta; … - 2023

In the scientific literature, there is a lack of a systematic approach to credit risk factors. In addition, insufficient attention is still paid to analysing the macroeconomic factors of consumer loan credit risk. Thus, this research aims to evaluate the macroeconomic factors of consumer loan...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014317476

Insolvency frameworks across the EU : challenges after COVID-19

Coutinho, Leonor; Kappeler, Andreas; Turrini, Alessandro - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014631533

An estimation of the default probabilities of Spanish non-financial corporations and their application to evaluate public policies

Blanco, Roberto; Fernández, Elena; García-Posada, Miguel - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014526677

Non-Performing loans and Net Interest Margin in the MENA region : linear and non-linear analyses

Alnabulsi, Khalil; Kozarević, Emira; Hakimi, Abdelaziz - 2023

This paper analyzes the linear and non-linear relationship between non-performing loans and bank profitability measured by the Net Interest Margin for a sample of 74 Middle Eastern and North African banks over the period of 2005-2020. We used the System Generalized Method of Moments (SGMM) as a...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014285271

Excessive focus on risk? : non-performing loans and efficiency of microfinance institutions

Zamore, Stephen; Beisland, Leif Atle; Mersland, Roy - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014253390

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Excessive Focus on Risk? Non-performing Loans and Efficiency of Microfinance Institutions

Zamore, Stephen; Beisland, Leif Atle; Mersland, Roy - 2022

Book / Working Paper

Spatial dependence in the non-performing loans of small Italian cooperative banks

Algeri, Carmelo; Forgione, Antonio Fabio; Migliardo, Carlo - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014420229

Comparative study of microfinance sustainability : credit risk-taking and capital structure

Fersi, Marwa; Abbes, Mouna Boujelbène - 2023

The purpose of this paper was to investigate the determinants of risk-taking in the context of Islamic and conventional microfinance institutions (MFIs) while considering the capital structure’s role in moderating the risk-taking decisions’ effect on financial performance. Fixed and Random...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014368527

Missed payments, renegotiations, and household consumption

Louka, Kyriaki G.; Michail, Nektarios - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014426232

Assessment of the five Cs of credit in the lending requirements of the Nigerian commercial banks

Oseni, Ezekiel - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014416072

Agricultural credit association efficiencies over time and with mergers

He, Yurou; Tauer, Loren W. - 2023

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015188442

Does inflation influence banking performance? Empirical evidence from Malaysia and Indonesia

Nawir, Jubaedah; Juliannisa, Indri Arrafi - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015437763

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

Bank non-performing loans research around the world

Ozili, Peterson K. - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015557584

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Bank non-performing loans research around the world

Ozili, Peterson K. - 2025

Article

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

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

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

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015618657

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