Eintrag weiter verarbeiten

The dynamics of non-performing loans during banking crises: a new database

Gespeichert in:

Personen und Körperschaften: Ari, Anil (VerfasserIn), Chen, Sophia (VerfasserIn), Ratnovski, Lev (VerfasserIn)
Titel: The dynamics of non-performing loans during banking crises: a new database/ Anil Ari, Sophia Chen, Lev Ratnovski
Format: E-Book
Sprache: Englisch
veröffentlicht:
Frankfurt am Main, Germany European Central Bank [2020]
Gesamtaufnahme: Europäische Zentralbank: Working paper series ; no 2395 (April 2020)
Quelle: Verbunddaten SWB
Lizenzfreie Online-Ressourcen
Details
Zusammenfassung: This paper presents a new dataset on the dynamics of non-performing loans (NPLs) during 88 banking crises since 1990. The data show similarities across crises during NPL build-ups but less so during NPL resolutions. We find a close relationship between NPL problems-elevated and unresolved NPLs-and the severity of post-crisis recessions. A machine learning approach identifies a set of pre-crisis predictors of NPL problems related to weak macroeconomic, institutional, corporate, and banking sector conditions. Our findings suggest that reducing pre-crisis vulnerabilities and promptly addressing NPL problems during a crisis are important for post-crisis output recovery.
Umfang: 1 Online-Ressource (circa 64 Seiten); Illustrationen
ISBN: 9789289940382
9289940387
DOI: 10.2866/174853