Credit Risk in Two Institutional Regimes: Spanish Commercial and Savings Banks

By V. Salas, Jesús Saurina. 2002

999 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/7bff5447cc435b40f77d274305b5e51d34ff2ebb

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Citations in the corpus

The profitability of banks in Japan (2010, neutral): “…suggests that impaired loans may increase after periods of increased lending often when senior bank managers under competitive pressure to satisfy short-term profit targets imposed by owners employ less rigorous lending standards (Salas and Saurina, 2002; Berger and Udell, 2003; Ruckes, 2004).”
Nonperforming Loans and Macrofinancial Vulnerabilities in Advanced Economies (2011, methodology): “Although the GMM estimator is theoretically superior, it may not prove useful in predictions since the dependent variable is truncated (Salas and Saurina, 2002).”
Credit risk determinants: Evidence from a cross-country study (2015, background): “Only a small number of studies have used both types of determinant (Louzis et al., 2012; Salas and Saurina, 2002).”
Bank Profitability During Recessions (2012, result): “This result is supported by Salas and Saurina (2002), who investigate the effect of real GDP growth on the amount of problem loans faced by Spanish banks.”
Banking-industry specific and regional economic determinants of non-performing loans: Evidence from US states (2015, background): “Salas and Saurina (2002) examine Spanish commercial and savings banks, and find GDP growth to lower NPLs. Macit (2012) investigates NPLs for 15 largest commercial banks in Turkey using quarterly data from 2005 to 2010.”
Loan Growth and Riskiness of Banks (2010, positive): “This result is consistent with the findings of Salas and Saurina (2002), who discover a positive impact of lag 3 of loan growth on total loan loss reserves at Spanish banks.”
Determinants of Non Performing Loans: Case of US Banking Sector (2012, methodology): “Study of Salas & Saurina (2002) conducted the analysis for NPLs by combining the macroeconomic and firm specific factors by employing the Spanish commercial banks’ data.”
Micro and Macro Determinants of Non-performing Loan (2013, background): “Several empirical studies have found a negative association between NPL and real GDP growth (Salas and Saurina 2002; Fofack, 2005; Jimenez and Saurina, 2006; Khemraj and Pasha, 2009; Dash and Kabra, 2010).”
Macroeconomic Determinants of the Credit Risk in the Banking System: The Case of the GIPSI (2013, background): “Their results highlight the importance of economic growth and interest rates to the soundness of the banking system.3 Salas and Saurina (2002) and Jakubík (2007), in studies for the Spanish and Czech banking sectors, respectively, also point out GDP growth and interest rates as the main…”