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Non-performing loans and bank profitability: evidence from Vietnam

Macroeconomics and Finance in Emerging Market Economies
This paper analyzes the determinants of NPLs and the impact of NPLs on bank profitability in Vietnam during the period 2005–2020 via panel data estimation techniques.
Phan Dinh Nguyen
semanticscholar   +1 more source

Capital for Non-Performing Loans

SSRN Electronic Journal, 2008
A portfolio of non-performing loans needs economic capital. We present two models for forecasting the non-performing portfolio's loss and derive the probability distribution. In the first model, the loss for each loan is a Gaussian random variable, and the risk determinants are the portfolio concentration, as well as systematic and idiosyncratic risk ...
Rafael Weissbach   +1 more
openaire   +1 more source

Non-Performing Loans

2019
Based on the recent European regulatory policies on non-performing loans (NPL), the dissertation ‘Non-Performing Loans: Determinants—Default—Divestiture’ presents four stand-alone research papers on the determinants, default and divestiture of NPL, which explore the effectiveness of the proposed restructuring mechanisms.
openaire   +1 more source

Non-performing Loans

2007
One major and long-standing issue in the Chinese banking industry is that of non-performing loans (NPLs). This problem is common to most banks, but was particularly acute in those banks which are older and where state shares carry greater weight. The highest NPL ratios were found in SOCBs, some CCBs and rural financial institutions (Table 12.1).
openaire   +1 more source

Hidden Non-Performing Loans in China

SSRN Electronic Journal, 2021
We study non-performing loan (NPL) resolution using proprietary data on NPL transactions in China. Rather than representing orderly NPL resolution, the transactions appear to reflect banks concealing non-performing assets from regulators as (i) transaction prices do not reflect underlying credit risks; (ii) banks fund the NPL transactions and remain ...
Charoenwong, Ben   +2 more
openaire   +1 more source

Securitisation of Non-performing Loans

2017
The chapter is aimed to understand how the securitisation of non-performing loans works and how to analyse and evaluate it. The first part is dedicated to the analysis of the cash securitisation on performing asset (“standard” cash securitisation). We will not enter into the details of the cash securitisation: we believe though that understanding the ...
openaire   +1 more source

Micro and Macro Determinants of Non-performing Loan [PDF]

open access: possibleInternational Journal of Economics and Financial Issues, 2013
In this study we tried to detect the determinants of non-performing loans for a sample of 85 banks in three countries (Italy, Greece and Spain) for the period of 2004-2008. These countries have faced financial problems after the subprime crisis on 2008. The variables used are macroeconomic variables and specific variables to the bank. The macroeconomic
Messai, Ahlem Selma, Jouini, Fathi
openaire   +1 more source

EU Non-Performing Loans and Loan Loss Provisioning

2020
This chapter focuses on the issue of non-performing loans (NPLs), which is critical in the home and host dilemma because of the significant level of cross-border banking that exists at the European level. Indeed, the NPL problem is one of the negative consequences of the push and pull factors of cross-border banking.
openaire   +1 more source

Workout management of non‐performing loans

Journal of Property Investment & Finance, 2008
PurposeThe German banking sector has recently been facing high real estate loan default rates resulting in the accumulation of a high volume of distressed real estate debt in the banks' balance sheets. As a consequence, German banks are confronted with the workout of their non‐ and sub‐performing real estate loans to proactively solve the problem. When
Nico B. Rottke, Julia Gentgen
openaire   +1 more source

Fintech investment, non-performing loans risk reduction and bank performance improvement

International Review of Financial Analysis, 2023
Haijun Wang   +3 more
semanticscholar   +1 more source

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