Non-performing loans and bank lending behaviour

Gjeçi, Ardit (avtor), Marinč, Matej (avtor), Rant, Vasja (avtor)

This article empirically investigates whether the level of non-performing loans (NPLs) affects the bank lending behaviour using the bank-level data across 42 coun- tries, spanning over the period from 2000 to 2017. We find a negative and statisti- cally significant relationship between NPL and bank loan growth. This impact is not geographically restricted and is confirmed for the EU, non-EU, advanced, and emerging countries subsamples. We also examine the channels through which NPLs affect loan growth. Our results show that the association between NPL and loan growth is more pronounced for well-capitalized banks. We find no evidence in support of an effect of asset management companies on the negative association between NPLs and loan growth. In addition, our results are robust with respect to alternative measure of credit risk and different specifications.

• Jezik: Angleški jezik
• Ključne besede: banks, crediting, macroeconomics, bank lending behaviour, non-performing loans, macroeconomic determinants
• Vrsta gradiva: Članek v reviji
• Tipologija: 1.01 - Izvirni znanstveni članek
• Organizacija: EF - Ekonomska fakulteta
• Status publikacije: Objavljeno
• Različica publikacije: Recenzirani rokopis
• Leto izida: 2023
• Št. strani: 26 str.
• Številčenje: Vol. 25, iss. 1, article no. 7
• PID: 20.500.12556/RUL-147394
• UDK: 336.71
• ISSN pri članku: 1460-3799
• DOI: 10.1057/s41283-022-00111-z
• COBISS.SI-ID: 138947075
• Datum objave v RUL: 04.07.2023

Gradivo je del revije

• Naslov: Risk management
• Skrajšan naslov: Risk manag.
• Založnik: Springer Nature
• ISSN: 1460-3799
• COBISS.SI-ID: 514966297

Sekundarni jezik

• Jezik: Slovenski jezik
• Ključne besede: banke, kreditiranje, makroekonomija

Projekti

• Financer: ARRS - Agencija za raziskovalno dejavnost Republike Slovenije
• Številka projekta: P5-0161
• Naslov: Izzivi vlagateljev, podjetij, finančnih institucij in države v negotovem evropskem gospodarskem okolju

• Financer: EC - European Commission
• Program financ.: Erasmus Mundus project Green Tech WB
• Številka projekta: 551984-EM-1-2014-1-ES-ERA MUNDUS-EMA2