Artikel
What Triggers Loan Losses? An Empirical Investigation of Greek Financial Sector
The aim of this study is to investigate which factors influence loan quality in Greece. In this context, it is examined the effect of various accounting and macroeconomics indices to loans loss provisions (LLP) and loans loss reserves (LLR) ratios. The empirical analysis is carried out at both individual bank and banking system level data by using dynamic regression techniques. The findings extend the existing literature and confirm all the examined hypotheses, since macroeconomic environment (unemployment, public debt, economic growth and inflation) and accounting factors (past performance of loan quality, capital adequacy, liquidity and profitability) seem to influence credit risk in Greece.
- Language
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Englisch
- Bibliographic citation
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Journal: SPOUDAI - Journal of Economics and Business ; ISSN: 2241-424X ; Volume: 65 ; Year: 2015 ; Issue: 3/4 ; Pages: 119-143 ; Piraeus: University of Piraeus
- Classification
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Wirtschaft
Banks; Depository Institutions; Micro Finance Institutions; Mortgages
Accounting
- Subject
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Credit Risk
Loan Quality
Loan Loss Provisions
Loan Loss Reserves
Accounting Factors
Macroeconomic Factors
- Event
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Geistige Schöpfung
- (who)
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Makri, Vasiliki
- Event
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Veröffentlichung
- (who)
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University of Piraeus
- (where)
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Piraeus
- (when)
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2015
- Handle
- Last update
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10.03.2025, 11:43 AM CET
Data provider
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Artikel
Associated
- Makri, Vasiliki
- University of Piraeus
Time of origin
- 2015
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What drives loan losses in Europe?
Estimates of banks' losses on loans to the corporate sector
When losses turn into loans: The cost of undercapitalized banks
Financial fragility, macroeconomic shocks and banks' loan losses: evidence from Europe
Aggregate Bankruptcy Probabilities and Their Role in Explaining Banks' Loan Losses
Genericity in Greek : An Experimental Investigation
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