The dynamics of non-performing loans during banking crises : a new database
by Anil Ari, Sophia Chen, Lev Ratnovski
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
Year of publication: |
2019
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Authors: | Ari, Anil ; Chen, Sophia ; Ratnovski, Lev |
Publisher: |
[Washington, DC] : International Monetary Fund |
Subject: | non-performing loans | debt | banking crises | recessions | crisis resolution | Bankenkrise | Banking crisis | Finanzkrise | Financial crisis | Notleidender Kredit | Non-performing loan | Welt | World | Konjunktur | Business cycle | Kreditgeschäft | Bank lending | Wirtschaftskrise | Economic crisis | Bankenaufsicht | Banking supervision | Kreditrisiko | Credit risk |
Saved in:
freely available
Extent: | 1 Online-Ressource (circa 41 Seiten) Illustrationen |
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Series: | IMF working papers. - Washington, DC : IMF, ZDB-ID 2108494-4. - Vol. WP/19, 272 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
ISBN: | 978-1-5135-2115-2 |
Other identifiers: | 10.5089/9781513521152.001 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012155002
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