Macroeconomic effects and frailties in the resolution of non-performing loans
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DOI: 10.1016/j.jbankfin.2017.09.008
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Cited by:
- Yang, Fan & Masron, Tajul Ariffin, 2024. "Role of financial inclusion and digital transformation on bank credit risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
- Georgescu, Oana-Maria & Ponte Marques, Aurea & Galow, Benjamin, 2024. "Loss-given-default and macroeconomic conditions," Working Paper Series 2954, European Central Bank.
- Jagdeep Kaur Brar & Antoine Kornprobst & Willard John Braun & Matthew Davison & Warren Hare, 2021. "A Case Study of the Impact of Climate Change on Agricultural Loan Credit Risk," Mathematics, MDPI, vol. 9(23), pages 1-23, November.
- Obiora, Sandra Chukwudumebi & Zeng, Yong & Li, Qiang & Liu, Hao & Adjei, Peter Darko & Csordas, Tamas, 2022. "The effect of economic growth on banking system performance: An interregional and comparative study of Sub-Saharan Africa and developed economies," Economic Systems, Elsevier, vol. 46(1).
- Michael Adusei & Ngozi Adeleye & Beatrice Sarpong‐Danquah, 2022. "Legal cost of contract enforcement and nonperforming loans: Is credit information sharing relevant?," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(6), pages 2501-2514, September.
- Khalil Alnabulsi & Emira Kozarević & Abdelaziz Hakimi, 2023. "Non-Performing Loans as a Driver of Banking Distress: A Systematic Literature Review," Commodities, MDPI, vol. 2(2), pages 1-20, April.
- Li, Xiaofan & Ye, Yongwei & Liu, Zhaoda & Tao, Yunqing & Jiang, Jingjing, 2024. "FinTech and SME’ performance: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 670-682.
- Kellner, Ralf & Nagl, Maximilian & Rösch, Daniel, 2022. "Opening the black box – Quantile neural networks for loss given default prediction," Journal of Banking & Finance, Elsevier, vol. 134(C).
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More about this item
Keywords
Bank loans; Default resolution time; Credit risk; Systematic effects; Latent factors;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
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