Credit Cycles, Credit Risk, and Prudential Regulation

By Gabriel Jiménez, Jesús Saurina. 2006

709 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/23876752080407a729eff2a7b80a21f459e53f34

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Citations in the corpus

• Determinants of Credit Risk in Indian State-owned Banks: An Empirical Investigation (2007, background): “Banks anticipate that if a recession occurs, firms and households will encounter liquidity shortages which, in turn, would raise the likelihood of delays in the fulfillment of their financial obligations (Jimenez and Saurina, 2006).”
• Towards an operational framework for financial stability : "fuzzy" measurement and its consequences (2009, unknown): “31 based on average historical experience, in place until recently in Spain (Fernández de Lis (2001), Jiménez and Saurina (2006)).”
• The Countercyclical Capital Buffer of Basel III: A Critical Assessment (2011, unknown): “                                                             15 The rationale, the workings and the impact of dynamic provisions in Spain may be found in Jiménez and Saurina (2006), Saurina (2009) and Saurina (2011).”
• Micro and Macro Determinants of Non-performing Loan (2013, background): “Indeed, excessive loans offered by banks are habitually considered as a main determinant of impaired loans (Keeton and Morris, 1987; Sinkey and Greenwalt, 1991; Keeton, 1999; Salas and Saurina, 2002; Jimenez and Saurina, 2006).”
• Determinants of non-performing loans in Central and Eastern European countries (2014, unknown): “Jimenez and Saurina (2006) presented an extended piece of research on NPL determinants in Spain, demonstrating that the acceleration of GDP, as well as the decline in real interest rates, brings about a decline in problem loans.”
• The Impact of Green Lending on Credit Risk in China (2018, methodology): “In line with other studies analyzing credit risk to lenders [44,45], we used the NPL ratio for our credit risk indicator, as the main goal of this study is to analyze the impact of green lending on lenders’ risks rather than individual risk to borrowers.”
• The impact of credit risk management on financial performance of commercial banks in Nepal (2012, background): “The indicators of credit risk include the level of bad loans (Non- performing loans), problem loans or provision for loan losses (Jiménez & Saurina, 2006).”
• Mitigating the pro-cyclicality of basel II (2010, unknown): “Jiménez and Saurina (2006) provide robust empirical evidence for the Spanish banking system of a close relationship between credit expansion and risk taking by banks.”
• Macroeconomic and Bank-Specific Determinants of Non-Performing Loans: Evidence from Nepalese Banking System (2018, result): “However, our results are consistent with the studies of Jiménez and Saurina (2006), Makri et al. (2014), Ghosh (2015), and Dimitrios et al. (2016).”
• Asset quality in a crisis period: An empirical examination of Ghanaian banks (2014, methodology): “…he system generalized method of moments (GMM) provides vidence in support of the persistence of non-performing loans Keeton and Morris (1987), Keeton (1999), Gambera (2000) Rajan and Dhal 2003), Jimenez and Saurina (2006), Hoggarth et al. (2005) Bofondi and Ropele 2011) and Louzis et al. (2012).”