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Do Macroeconomic Determinants of non-performing loans Vary with the Income Levels of Countries?

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Journal of Systems Science and Information 2018年第6期9卷 512-531页

作者： Laxmi KOJU Ghulam ABBAS Shouyang WANG Academy of Mathematics and Systems Science Chinese Academy of SciencesBeijing 100190 China University of Chinese Academy of Sciences Beijing 100049 China School of Economics and Management University of Chinese Academy of SciencesBeijing 100190China Sukkur Institute of Business Administration Sindh-65200 Pakistan

This paper explores the macroeconomic determinants of non-performing loans(NPL) in 19 Asian countries(low to high income economies) using the Generalized Method of Moments estimation approach based on the economic data for the period between 1998 and 2015. The categorization of the economies is based on the average gross national income per capita as set by the World ***, the paper aims to evaluate if the determinants of NPL vary with the income levels of the countries. The results indicate that the NPL is strongly influenced by the inflation rate. The effect is,however, negative in the high-income and the middle-income countries and positive in the low-income countries. The GDP per capita has a dynamic negative relationship with the NPL in the high-income and the low-income countries. The remittance has a significant positive association in the high-income and a significant negative association in the low-income countries. Similarly, the unemployment rate has a positive effect on NPL in the middle-income and the low-income countries. With the rise in the official exchange rate, the NPL level increases in the low-income countries. The overall estimation results suggest that the NPL in Asian banking system depend on some key macroeconomic variables,such as unemployment rate, inflation rate, official exchange rate, remittance received and gross domestic product per capita, and these associations vary with the income level of the countries. Therefore,economic level of a country should be carefully considered while formulating credit policy to minimize credit risks in the banking system.

关键词： dynamic panel economic growth fiscal policy gross national income non-performing loans

Does abnormal lending behavior increase bank riskiness?Evidence from Turkey

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Financial Innovation 2019年第1期5卷 630-644页

作者： Farrukh Shahzad Zeeshan Fareed Bushra Zulfiqar Umme Habiba Muhammad Ikram School of Economic and Business Administration Chongqing UniversityChongqingChina School of Business Huzhou UniversityHuzhou CityZhejiang ProvinceChina School of Economics Southwestern University of Finance and EconomicsChengduChina School of Finance Shanxi University of Finance and EconomicsTaiyuanShanxi ProvinceChina College of Economics and Management Nanjing University of Aeronautics and Astronautics NanjingChina

Purpose:This study empirically analyzes whether the rapid growth of loans and risktaking behavior during the expansion of loans affected non-performing loans(NPLs)and the solvency of financial institutions in the Turkish banking ***/methodology/approach:Using the GMM Generalized Method of Moments,this study used data on Turkish banks from 2011 to 2017 to test two hypotheses on the effects of loan growth on NPLs and ***:This study finds significant results for the effect of loan growth on NPLs and *** rose from the previous year’s loan growth,which tended to reduce *** limitations/implications:Due to selected research methods,the results may lack ***,future studies should test the propositions herein *** implications:The results indicate that careful allocation behavior is required when ***,these findings may be helpful to financial managers and decision ***/value:This study confirms the need to determine how to allocate loans during the loan boom periods.

关键词： Turkish banks non-performing loans Loan growth Solvency GMM

Sharing China’s Bank Restructuring Bill

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China & World Economy 2006年第3期14卷 19-37页

作者： Guonan Ma Senior Economist the Representative Office for Asia and the Pacific of Bank for International Settlements （BIS）

This paper addresses the questions related to the cost of China＇s bank restructuring and how it has been financed. We first propose a framework for recognizing losses. Then, we examine the recent major moves by the Chinese Government to repair the country. ＇s bank balance sheets. Finally, we explore the implications of the Chinese Government＇s methods offunding bank restructuring. We find that the Chinese Government has been decisive in confronting the costly task of bank restructuring. So far, Chinese taxpayers have paid most of the bill for bank restructuring.

关键词： China bank restructuring non-performing loans recapitalization

Loan growth and bank solvency:evidence from the Pakistani banking sector

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Financial Innovation 2016年第1期2卷 292-304页

作者： Muhammad Kashif Syed Faizan Iftikhar Khurram Iftikhar Applied Economics Research Centre University of KarachiKarachiPakistan

Background:The dramatic loan growth and changes in the Pakistani banking system in mid-2000s have led to significant research attention on borrowers and *** expansion and diversification in financial sector was driven by structural reforms,political stability and significant economic *** this background,this study investigates the loan growth and risk-taking behavior of the banks during the expansionary periods of ***:This study used dynamic two-step system generalized method of moment’s estimation technique,based on data taken from 32 banks in Pakistan over ***:Loan growth has a significant effect on bank-specific and macroeconomicspecific *** growth in the previous year raises non-performing loans and decreases the solvency of banks with a time lag of many *** driving force behind this phenomenon is weak prudential regulation among competitors,the asymmetric information of the borrowers,and,most importantly,that banks underestimate the risk of lending during credit ***:More regulatory measures are required to ensure a strong financial system when the volume of non-performing loan grows *** increase in the capital requirement policy for rapidly growing banks is also needed because the problem of abnormal loan growth cannot be detected at the current *** the same time,strong supervision is necessary to avoid the adverse consequences of borrower selection.

关键词： Loan growth non-performing loans Bank solvency

The Empirical Estimation of the Influence of Credit Risk Determinants in Baltic States＇ Banking Sector

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Journal of Modern Accounting and Auditing 2012年第1期8卷 113-127页

作者： Igor Novikov Tallinn University of Technology Estonia

There have been investigated empirically the influence of macroeconomic and real estate market variables on the level of non-performing loans in the Baltic States. A secondary goal was to analyze the effect of constant loan portfolio growth on the level of non-performing loans in mentioned countries and to define the type of influence of the variables （i.e., long-term or short-term）. The research indicates that all variables except the growth rate of the real estate market （RRE） have long-term influence on the level of non-performing loans. RRE has short-term influence and variables influence is associated with the development of another variables. The influence of RRE played an important role, but it was not as crucial as it has been previously assumed. If a respective credit risk management is applied, the influence of RRE is to be eliminated. The research results indicate that the most significant reason for the growth of non-performing loans for the Baltic States presented by rapid growth of aggregated loan portfolio and unemployment rate. The increasing influence of rapid loan portfolio growth proves the assumption that banks＇ credit risk management policies underestimated the changes in the macroeconomic variables during the analyzed period. The changes in the real GDP had initial influence on the economic situation deterioration for Baltic States.

关键词： non-performing loans banking system credit risk determinants

Financial Supports to the Rejuvenation of the Old Industrial Base of Northeast China

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Journal of Northeast Agricultural University(English Edition) 2004年第2期11卷 184-186页

作者： CONGDan-yang LIYou-hua TANGXiu-qin CollegeofEconomicsandManagement NortheastAgriculturalUniversityHarbinHeilongjiang150030PRC

Supporting the reconstruction and reform of the old industrial base in Northeast China is a significant strategy made by the Central Government. With the strategy going into effect, it will be a great opportunity for the economy and finance development in Northeast. Based on the financial facts in Northeast China and the analyses on the key issues concerning finance and the rejuvenation of the old industrial base, countermeasures in five aspects are put forwarded in this paper.

关键词： the old industrial base rejuvenation money raising non-performing loans

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债转股的经济学思考