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The Dynamics of Non-Performing Loans during Banking Crises: A New Database. (2019). Chen, Sophia ; Ari, Anil ; Ratnovski, Lev.
In: IMF Working Papers.
RePEc:imf:imfwpa:2019/272.

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Cited: 11

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Cites: 23

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Cocites: 36

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Citations received by this document

  1. Do retail-oriented banks have less non-performing loans?. (2024). Vouldis, Angelos ; Farne, Matteo.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000070.

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  2. Economic uncertainty, public debt and non-performing loans in the Eurozone: Three systemic crises. (2024). Sohag, Kazi ; Gurdgiev, Constantin ; Zeqiraj, Veton ; Hammoudeh, Shawkat.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001406.

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  3. Computing nonperforming loan prices in banking efficiency analysis. (2022). Maggi, Bernardo ; Fusco, Elisa.
    In: Computational Management Science.
    RePEc:spr:comgts:v:19:y:2022:i:1:d:10.1007_s10287-021-00406-8.

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  4. Determinants of Non-Performing Loans in Greece: the intricate role of fiscal expansion. (2021). Louri, Helen ; Karadima, Maria.
    In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe.
    RePEc:hel:greese:160.

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  5. Corporate stress and bank nonperforming loans: Evidence from Pakistan. (2021). Choudhary, Ali ; Jain, Anil K.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1327.

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  6. Determinants of non-performing loans in Greece: the intricate role of fiscal expansion. (2021). Louri, Helen ; Karadima, Maria.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:110741.

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  7. Corporate stress and bank nonperforming loans: Evidence from Pakistan. (2021). Jain, Anil K ; Choudhary, Ali M.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:133:y:2021:i:c:s037842662100193x.

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  8. COVID-19, nonperforming loans, and cross-border bank lending. (2021). Shin, Kwanho ; Park, Cyn-Young.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621001928.

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  9. Dealing with bank distress: Insights from a comprehensive database. (2020). Boissay, Frédéric ; Adler, Konrad.
    In: BIS Working Papers.
    RePEc:bis:biswps:909.

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  10. Tools for managing banking distress: historical experience and lessons for today. (2020). Boissay, Frédéric ; Villegas, Alan ; Claessens, Stijn.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:2012d.

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References

References cited by this document

  1. Accornero, Matteo, Piergiorgio Alessandri, Luisa Carpinelli, and Alberto Maria Sorrentino, 2017, “Non-performing loans and the supply of bank credit: evidence from Italy”, Bank of Italy Occasional Paper Series, 374.

  2. Acharya, Viral V., Eisert, Tim, and Christian Eufinger, Christian Hirsch, 2018, “Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans”, The Review of Financial Studies, 31(8): 2855–2896.

  3. Aiyar, Shekhar, Wolfgang Bergthaler, Jose M. Garrido, Anna Ilyina, Andreas (Andy) Jobst, Kenneth Kang, Dmitriy Kovtun, Yan Liu, Dermot Monaghan, and Marina Moretti, 2015, “A Strategy for Resolving Europe’s Problem Loan,” IMF Staff Discussion Note 15/19, International Monetary Fund, Washington.
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  4. Ari, Anil, 2017, “Sovereign Risk and Bank Risk-Taking,” IMF Working Paper, WP/17/280 Balgova, Marta, Alexander Plekhanov, and Marta Skrzypinska, 2017, “Reducing nonperforming loans: Stylized facts and economic impact”, mimeo.

  5. Basel Committee on Banking Supervision, (BCBS), 2017, “Prudential Treatment of Problem Assets – Definitions of Non-Performing Exposures and Forbearance”.
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  6. Belloni, Alexandre, and Victor Chernozhukov, 2013, “Least Squares After Model Selection in High-Dimensional Sparse Models”, Bernoulli, 19(2): 521–547.
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  7. Belloni, Alexandre, Daniel Chen, Victor Chernozhukov, and Christian Hansen, 2012, “Sparse Models and Methods for Optimal Instruments with An Application to Eminent Domain”, Econometrica, 80(6): 2369-2429.

  8. Berger, Allen N., and Robert DeYoung, 1997, “Problem loans and cost efficiency in commercial banks,” Journal of Banking and Finance, 21(6): 849-870.

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  11. European Central Bank (ECB), 2017, Guidance to Banks on Non-Performing Loans.
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  12. Ghosh, Amit, 2015, “Banking-Industry Specific and Regional Economic Determinants of Nonperforming Loans: Evidence from US States”, Journal of Financial Stability, 20: 93-104.

  13. International Monetary Fund (IMF), 2006, Financial Soundness Indicators Compilation Guide, International Monetary Fund, Washington.
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  14. International Monetary Fund (IMF), 2016, “Fostering Stability in a Low-Growth, Low-Rate Era,” Global Financial Stability Report, October, Chapter 1, International Monetary Fund, Washington.
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  15. International Monetary Fund (IMF), 2019, “Vulnerabilities in a Maturing Credit Cycle,” Global Financial Stability Report, October, Chapter 1, International Monetary Fund, Washington.
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  16. Jordà, Òscar. 2005. “Estimation and Inference of Impulse Responses by Local Projections”, American Economic Review, 95 (1): 161-182.
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  17. Kalemli-Ozcan, Sebnem, Luc Laeven, and David Moreno, 2015, “Debt overhang, rollover risk and investment in Europe”, mimeo.
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  18. Kaminsky, Graciela, L., and Carmen M. Reinhart, 1999, “The Twin Crises: The Causes of Banking and Balance-of-Payments Problems”, American Economic Review, 89 (3): 473-500.

  19. Laeven, Luc, and Fabian Valencia 2013, “Systemic Banking Crises Database”, IMF Economic Review, 61(2): 225-270.

  20. Laeven, Luc, and Fabian Valencia, 2018, “Systemic Banking Crises Revisited,” IMF Working Paper, 18/206, International Monetary Fund, Washington.

  21. McFadden, Daniel L, 1974, “Conditional logit analysis of qualitative choice behavior,” pp. 105-142 in P. Zarembka (ed.), Frontiers in Econometrics. Academic Press.
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  22. Podpiera, Jiří, and Laurent Weill, L., 2008, “Bad Luck or Bad Management? Emerging Banking Market Experience,” Journal of Financial Stability, 4, pp.135-148.

  23. Reinhart, Carmen M., and Kenneth S. Rogoff, 2009b, “This Time Is Different: Eight Centuries of Financial Folly,” Princeton, NJ: Princeton University Press.

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