Petkovski, Mihail and Kjosevski, Jordan and Jovanovski, Kiril (2021) MACRO AND BANK SPECIFIC DETERMINANTS OF NON-PERFORMING LOANS IN POLISH COMMERCIAL BANKS. MACRO AND BANK SPECIFIC DETERMINANTS OF NON-PERFORMING LOANS IN POLISH COMMERCIAL BANKS, 2 (47). pp. 107-126.
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Abstract
The aim of this paper was to examine the determinants of non-performing loans (NPLs) in
Polish commercial banks, and investigate the bank specific and macroeconomic determinants
of NPLs for a panel of 18 banks from Poland, using annual data for the period 2005-2018. The
authors applied four alternative estimation techniques: the fixed effects model, the random
effects model, the difference Generalized Method of Moments and the system Generalized
Method of Moments. The analyses show the bank-specific determinants, with the impact on the
amount of NPLs including greturn on equity and growth of gross loans, while from the
macroeconomic determinants the most important factors are: GDP growth, domestic credit to
private sector, public debt and unemployment.
| Item Type: | Article |
|---|---|
| Subjects: | Scientific Fields (Frascati) > Social Sciences > Economics and Business |
| Depositing User: | UKLO Mrezha |
| Date Deposited: | 27 May 2024 06:05 |
| Last Modified: | 27 May 2024 06:05 |
| URI: | https://eprints.uklo.edu.mk/id/eprint/9978 |
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