Macro and Bank Specific Determinants of Nonperforming Loans in Polish Commercial Banks

• Autorzy: Mihail Petkovski , Jordan Kjosevski , Kiril Jovanovski
• Języki publikacji: EN

Abstrakty

EN

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.(original abstract)

Słowa kluczowe

EN

Loans; Banks; Macroeconomics

PL

Pożyczki; Banki; Makroekonomia

• Czasopismo: Argumenta Oeconomica
• Rocznik: 2021
• Numer: nr 2 (47)
• Strony: 107--126

Twórcy

autor

Mihail Petkovski

• Ss. Cyril and Methodius University in Skopje, Republic of North Macedonia.

autor

Jordan Kjosevski

• Bank official in the Silk Road Bank, Ohrid, Republic of North Macedonia.

autor

Kiril Jovanovski

• Ss. Cyril and Methodius University in Skopje, Republic of North Macedonia.

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Identyfikatory

DOI

10.15611/aoe.2021.2.06