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Machine Learning and Metaheuristics Approach for Individual Credit Risk Assessment: A Systematic Literature Review. [PDF]
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Capital for Non-Performing Loans
SSRN Electronic Journal, 2008A 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
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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).
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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).
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Determinants of Non-Performing Loans(NPLs):
DIU Journal of Business and Entrepreneurship, 2022The study was conducted to explore the determining factors of non-performing loans of the private commercial banks in Bangladesh. A panel dataset, along with a fixed effect model, was used. Consistent with empirical evidence, it has been found that an increase in GDP exerts a substantial adverse outcome on NPLs, indicating that it generally transforms ...
Mollah Mohammad Anhar Sharif +2 more
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EU Non-Performing Loans and Loan Loss Provisioning
2020This 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.
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