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
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spelling Determinants of nonperforming loans: A global data analysisSalas, M.BelenLamothe Fernández, ProsperDelgado, EnriqueFernández-Miguélez, Angel L.Valcarce, LuciaBank IndustryCredit riskDynamic Panel dataGlobal EconomyNonperforming loanEconomíaThis 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 regionsSpringerDepartamento de Financiación e Investigación ComercialFacultad de Ciencias Económicas y Empresariales20242024-01-18research articlehttp://purl.org/coar/resource_type/c_2df8fbb1VoRhttp://purl.org/coar/version/c_970fb48d4fbd8a85info:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10486/719455https://dx.doi.org/10.1007/s10614-023-10543-8reponame:Biblos-e Archivo. Repositorio Institucional de la UAMinstname:Universidad Autónoma de MadridInglésengopen accesshttp://purl.org/coar/access_right/c_abf2Attribution 4.0 Internationalhttp://creativecommons.org/licenses/by/4.0/info:eu-repo/semantics/openAccessoai:repositorio.uam.es:10486/7194552026-06-23T12:46:27Z
dc.title.none.fl_str_mv Determinants of nonperforming loans: A global data analysis
title Determinants of nonperforming loans: A global data analysis
spellingShingle Determinants of nonperforming loans: A global data analysis
Salas, M.Belen
Bank Industry
Credit risk
Dynamic Panel data
Global Economy
Nonperforming loan
Economía
title_short Determinants of nonperforming loans: A global data analysis
title_full Determinants of nonperforming loans: A global data analysis
title_fullStr Determinants of nonperforming loans: A global data analysis
title_full_unstemmed Determinants of nonperforming loans: A global data analysis
title_sort Determinants of nonperforming loans: A global data analysis
dc.creator.none.fl_str_mv Salas, M.Belen
Lamothe Fernández, Prosper
Delgado, Enrique
Fernández-Miguélez, Angel L.
Valcarce, Lucia
author Salas, M.Belen
author_facet Salas, M.Belen
Lamothe Fernández, Prosper
Delgado, Enrique
Fernández-Miguélez, Angel L.
Valcarce, Lucia
author_role author
author2 Lamothe Fernández, Prosper
Delgado, Enrique
Fernández-Miguélez, Angel L.
Valcarce, Lucia
author2_role author
author
author
author
dc.contributor.none.fl_str_mv Departamento de Financiación e Investigación Comercial
Facultad de Ciencias Económicas y Empresariales
dc.subject.none.fl_str_mv Bank Industry
Credit risk
Dynamic Panel data
Global Economy
Nonperforming loan
Economía
topic Bank Industry
Credit risk
Dynamic Panel data
Global Economy
Nonperforming loan
Economía
description 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
publishDate 2024
dc.date.none.fl_str_mv 2024
2024-01-18
dc.type.none.fl_str_mv research article
http://purl.org/coar/resource_type/c_2df8fbb1
VoR
http://purl.org/coar/version/c_970fb48d4fbd8a85
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv http://hdl.handle.net/10486/719455
https://dx.doi.org/10.1007/s10614-023-10543-8
url http://hdl.handle.net/10486/719455
https://dx.doi.org/10.1007/s10614-023-10543-8
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
Attribution 4.0 International
http://creativecommons.org/licenses/by/4.0/
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
Attribution 4.0 International
http://creativecommons.org/licenses/by/4.0/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Springer
publisher.none.fl_str_mv Springer
dc.source.none.fl_str_mv reponame:Biblos-e Archivo. Repositorio Institucional de la UAM
instname:Universidad Autónoma de Madrid
instname_str Universidad Autónoma de Madrid
reponame_str Biblos-e Archivo. Repositorio Institucional de la UAM
collection Biblos-e Archivo. Repositorio Institucional de la UAM
repository.name.fl_str_mv
repository.mail.fl_str_mv
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