Determinants of nonperforming loans: A global data analysis

This study analyzes the factors that explain the evolution of banks´ nonperforming ioan 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 and...

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Detalles Bibliográficos
Autores: Salas, M.Belen, Lamothe Fernández, Prosper, Delgado, Enrique, Fernández-Miguélez, Angel L., Valcarce, Lucia
Tipo de recurso: artículo
Fecha de publicación:2024
País:España
Institución:Universidad Autónoma de Madrid
Repositorio:Biblos-e Archivo. Repositorio Institucional de la UAM
Idioma:inglés
OAI Identifier:oai:repositorio.uam.es:10486/719455
Acceso en línea:http://hdl.handle.net/10486/719455
https://dx.doi.org/10.1007/s10614-023-10543-8
Access Level:acceso abierto
Palabra clave:Bank Industry
Credit risk
Dynamic Panel data
Global Economy
Nonperforming loan
Economía
Descripción
Sumario:This study analyzes the factors that explain the evolution of banks´ nonperforming ioan 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 and an extensive set of both specific and macroeconomic variables, the results show that nonperforming ioan ratio is etermined by a series of specific factors, regardless of where or when they operate. these results may be helpful to minimize the cost of building models for the nonperforming ioan analysis in the world´s most critical regions