Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/310700 
Erscheinungsjahr: 
2018
Quellenangabe: 
[Journal:] Journal of Accounting and Management Information Systems (JAMIS) [ISSN:] 2559-6004 [Volume:] 17 [Issue:] 1 [Year:] 2018 [Pages:] 122-136
Verlag: 
Bucharest University of Economic Studies, Bucharest
Zusammenfassung: 
The dynamics of the real economy is a major driver of the evolution of arrears at the level of the pool of loans granted to non-financial companies, completed by the financial pressure induced by the monetary conditions. Lending allows on the one hand providing resources for companies that need financing for investment projects, on the other hand, it supports the fund holders to place resources for obtaining profit. The role of the lending policy in the activity of commercial banks is very important, as it may influence both the cost of credits and the loan portfolio quality in the future. The purpose of this research is to find the macroeconomic variables that significantly influence credit risk and to develop a statistical model for predicting the doubtful and non-performing loans rate. Thus, it is envisaged the research of mechanisms by which the dynamics of the real economy and the money market conditions influence the evolution of the credit risk in different business sectors.
Schlagwörter: 
credit risk
intermediate consumption
gross value added
foreign exchange rate
interest rate
JEL: 
E44
G21
O1
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