Macroeconomic Determinants of the Credit Risk in the Banking System: The Case of the GIPSI

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Bank Specific and Macroeconomics Dynamic Determinants of Credit Risk in Islamic Banks and Conventional Banks (2015, background): “Castro (2013) opined that high inflation can make debt servicing easier by reducing the real value of outstanding loans.”
Political Institutions and Bank Risk-Taking Behavior (2015, neutral): “…& De Nicolo 2005; Martinez-Miera & Repullo 2010), macroeconomic indicators such as GDP growth, inflation, unemployment rates etc. (Ali & Daly 2010; Castro 2013; Chaibi & Ftiti 2015), legal institutions (Houston et al. 2010; Cole & Turk 2013; Fang et al. 2014) and national culture (Ashraf et al.…”
Credit risk determinants: Evidence from a cross-country study (2015, background): “First, it can reduce the real value of outstanding loans, and second, it is associated with lower unemployment as the Phillips’ curve suggests (Castro, 2013).”
Macroeconomic and Bank-Specific Determinants of Non-Performing Loans: Evidence from Nepalese Banking System (2018, methodology): “The inclusion of the lagged dependent variable as a regressor is commonly used in dynamic panel data, which is similar to the method of Louzis et al. (2012), Castro (2013), Makri et al. (2014), Ghosh (2015), and Dimitrios et al. (2016).”