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Beyond the crystal ball: forecasting non-performing loans

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Abstract

This paper examines the relationship between non-performing loans and economic conditions. This relationship is used to forecast the possible path ofnon-performing loans and provide a useful input into the Reserve Bank of New Zealand’s assessment of financial stability risks.

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  • Tyler Smith, 2024. "Beyond the crystal ball: forecasting non-performing loans," Reserve Bank of New Zealand Analytical Notes series AN2024/06, Reserve Bank of New Zealand.
    • Handle: RePEc:nzb:nzbans:2024/06
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    File URL: https://www.rbnz.govt.nz/-/media/project/sites/rbnz/files/publications/analytical-notes/2024/beyond-the-crystal-ball-forecasting-non-performing-loans.pdf
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