Title:

Macro and bank specific determinants of nonperforming loans in polish commercial banks

Group publication title:

Argumenta Oeconomica

Creator:

Petkovski, Mihail ; Kjosevski, Jordan ; Jovanovski, Kiril

Subject and Keywords:

non-performing loans ; macroeconomic determinants ; bank-specific determinants ; Poland ; Generalized Method of Moments

Description:

Argumenta Oeconomica, 2021, Nr 2 (47), s. 107-126

Abstrakt:

The aim of this paper was to examine the determinants of non-performing loans (NPLs) in Polish commercial banks, and investigate the bank specific and macroeconomic determinants of NPLs for a panel of 18 banks from Poland, using annual data for the period 2005-2018. The authors applied four alternative estimation techniques: the fixed effects model, the random effects model, the difference Generalized Method of Moments and the system Generalized Method of Moments. The analyses show the bank-specific determinants, with the impact on the amount of NPLs including greturn on equity and growth of gross loans, while from the macroeconomic determinants the most important factors are: GDP growth, domestic credit to private sector, public debt and unemployment.

Publisher:

Publishing House of Wroclaw University of Economics and Business

Place of publication:

Wroclaw

Date:

2021

Resource Type:

artykuł

Resource Identifier:

doi:10.15611/aoe.2021.2.06

Language:

eng

Relation:

Argumenta Oeconomica, 2021, Nr 2 (47)

Rights:

Pewne prawa zastrzeżone na rzecz Autorów i Wydawcy

Access Rights:

Dla wszystkich zgodnie z licencją

License:

CC BY-SA 4.0

Location:

Uniwersytet Ekonomiczny we Wrocławiu