The Provisioning Experience of the Major UK Banks: A Small Panel Investigation
By D. Pain. 2003
130 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/a223550f1c4e0b793ba0ea09864678e11bc73009
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- A. Alhassan
- A. Kyereboah-Coleman
- Charles Andoh
- A. Messai
- Fathi Jouini
- Jesús Saurina
- Marcello Bofondi
- Peterson K. Ozili
In Finance
- Gabriel Jiménez
- A. Alhassan
- A. Kyereboah-Coleman
- Charles Andoh
- A. Messai
- Fathi Jouini
- Jesús Saurina
- Peterson K. Ozili
Citations in the corpus
- Micro and Macro Determinants of Non-performing Loan (2013, background): “Macroeconomic indicators are included primarily as control variables and are therefore treated as exogenous (Berger and DeYoung 1997; Bikker and Hu, 2002; Pain, 2003; Jimenez and Saurina, 2006; Quagliariello, 2007).”
- Asset quality in a crisis period: An empirical examination of Ghanaian banks (2014, methodology): “The models were adopted from Salas and aurina (2002), Pain (2003) and Louzis et al. (2012).”
- Bank Loan Loss Provisions Research: A Review (2017, background): “In UK, Pain (2003) shows that macroeconomic factors particularly real GDP growth, real interest rates and lagged aggregate lending growth, are key drivers of LLP estimates of UK banks.”
- Credit Cycles, Credit Risk, and Prudential Regulation (2006, background): “(2000), Bikker and Hu (2002), Cavallo and Majnoni (2002), Laeven and Majnoni (2003), Pain (2003) and”
- Macroeconomic Determinants of Bad Loans: Evidence from Italian Banks (2011, background): “Rinaldi and Sanchis‐Arellano (2006) find a positive relation between the inflation rate and non‐performing loans, while Shu (2002) reports a negative relation.”
- Banks’ riskiness over the business cycle: a panel analysis on Italian intermediaries (2007, unknown): “Interest-rate spread shows a negative association with LLP, contrasting the hypotheses that it either proxies risk taking or anticipates cyclical downturns; however, it is worth underlining that the indicator is calculated for the banking system as a whole and can therefore hide differences across b”