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.
- Sprache
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Englisch
- Erschienen in
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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
- Klassifikation
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Wirtschaft
Banks; Depository Institutions; Micro Finance Institutions; Mortgages
Accounting
- Thema
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Credit Risk
Loan Quality
Loan Loss Provisions
Loan Loss Reserves
Accounting Factors
Macroeconomic Factors
- Ereignis
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Geistige Schöpfung
- (wer)
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Makri, Vasiliki
- Ereignis
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Veröffentlichung
- (wer)
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University of Piraeus
- (wo)
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Piraeus
- (wann)
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2015
- Handle
- Letzte Aktualisierung
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10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Makri, Vasiliki
- University of Piraeus
Entstanden
- 2015
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