Macroeconomic and Bank-Specific Determinants of Non-Performing Loans in Greece: A Comparative Study of Mortgage, Business and Consumer Loan Portfolios

By Dimitrios P. Louzis, Angelos T. Vouldis, V. Metaxas. 2012

137 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/7b6cf4cb0682c80380074429040405aa6349e59b

Citations in the corpus

• Macroeconomic Determinants of the Credit Risk in the Banking System: The Case of the GIPSI (2013, unknown): “In a dynamic panel data analysis for nine Greek banks over the period 2003–2009, Louzis et al. (2012) find that not only the real GDP growth rate, the unemployment rate and the lending rates have a strong effect on the level of nonperforming loans, but also some bank-specific variables such as…”
• Policy uncertainty and loan loss provisions in the banking industry (2020, unknown): “…US National Home Price Index (CSRETt), because prior studies suggest that these factors can also influence loan loss provisions (e.g., Demirgüç-Kunt and Detragiache, 19 1998; Demirgüç-Kunt et al., 2006; Louzis et al., 2012; Bushman and Williams, 2012; Beck and Narayanamoorthy, 2013).”