Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/169174
Authors: 
Makri, Vasiliki
Year of Publication: 
2015
Citation: 
[Journal:] SPOUDAI - Journal of Economics and Business [ISSN:] 2241-424X [Volume:] 65 [Year:] 2015 [Issue:] 3/4 [Pages:] 119-143
Abstract: 
The aim of this study is to investigate which factors influence loan quality in Greece. In this context, it is examined the effect of various accounting and macroeconomics indices to loans loss provisions (LLP) and loans loss reserves (LLR) ratios. The empirical analysis is carried out at both individual bank and banking system level data by using dynamic regression techniques. The findings extend the existing literature and confirm all the examined hypotheses, since macroeconomic environment (unemployment, public debt, economic growth and inflation) and accounting factors (past performance of loan quality, capital adequacy, liquidity and profitability) seem to influence credit risk in Greece.
Subjects: 
Credit Risk
Loan Quality
Loan Loss Provisions
Loan Loss Reserves
Accounting Factors
Macroeconomic Factors
JEL: 
G21
M41
Document Type: 
Article

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