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Bendaj, Ilda <1994>. "Non Performing Loans in Italia." Master's Degree Thesis, Università Ca' Foscari Venezia, 2019. http://hdl.handle.net/10579/15146.
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Il presente lavoro mira a fornire un accurata analisi sul deterioramento dei crediti delle banche italiane. La crisi economica ha contaminato tutti i paesi anche se con intensità diversa. Si è cercato di analizzare le motivazioni che hanno portato all'incremento di queste partite anomale nel nostro paese. Motivazioni che non siano legati soltanto a fattori storici ed economici comuni a tutti i paesi ma, anche al "modo di fare banca" dei singoli istituti di credito. Si fa un analisi delle diverse manovre poste in atto per eliminare tale partite anomale, cominciando dall'attività di cessione, cartolarizzazione e costruzione del Fondo Atlante. Per capire più in fondo il caso dell'Italia si riporta l'esempio della Banca IFIS SPA, leader nel settore di NPLs.
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Nordlinder, Elias, and Oliver Sundell. "Non-performing loans : An analysis of the relationship between non-performing loans and profitability among European banks." Thesis, Linköpings universitet, Institutionen för ekonomisk och industriell utveckling, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-142356.
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During the last decade, many European banks have been troubled with low profitability, while the amount of non-performing loans (NPLs) has increased. This thesis investigates and analyses how the increasing amount of NPL affects banks profitability and the financial system. With econometric models using panel data we examined the relationship between NPL, banks profitability and the economic cycle (GDP-growth). This combined with qualitative economic theories provided a solid analysis of this relationship. We found strong evidence the NPL-ratio has a negative correlation with both the profitability of banks and the economic cycle. With these results in mind we think the NPLs need to be dealt with by the banks and authorities soon. In accordance with our result and analysis we came up with recommendations for the banks and authorities to deal with the issue. We recognize they need to improve the secondary markets for non-performing loans, lifting the loans from their balance sheets, increase the use of Asset Management Companies and improve the NPL-management within banks.
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Mixão, Hugo Miguel Pedreira. "Non-performing loans : the portuguese case." Master's thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/20701.
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Mestrado em FinançasO objetivo deste trabalho final de mestrado é identificar e analisar quais as variáveis que têm maior impacto na evolução de Empréstimos não produtivos em Portugal (Non-Performing Loans). O período de análise será entre 2009 e 2019, tendo início após a crise de "subprime" de 2008. Neste âmbito, foram identificadas variáveis macroeconómicas, para capturar o impacto do estado do país, e também microeconómicas, específicas do setor bancário em Portugal. Os resultados obtidos demonstram que há evidências de uma correlação entre as variáveis selecionadas e a evolução de NPL's em Portugal, no entanto, o impacto destas variáveis está dependente da estabilidade económica do país em análise. Tendo em conta o facto que a definição de NPL's como é atualmente conhecida ter sido apenas definida pela Autoridade Bancária Europeia em 2015 foi realizada uma análise para dois períodos distintos, o primeiro após crise financeira, de 2009 a 2015, e o segundo período entre 2015 e 2019. Os resultados obtidos sugerem que as variáveis específicas do setor bancário, refletem a estabilidade e aversão ao risco do sistema bancário e/ou dos bancos de forma individual (se analisados singularmente), enquanto as variáveis macroeconómicas a estabilidade económica do país.
The objective of this final master's work is to identify and analyze which variables have the greatest impact on the evolution of non-performing loans in Portugal. The analysis period will be between 2009 and 2019, starting after the 2008 subprime crisis. In this context, macroeconomic variables were identified to capture the impact of the country's state, as well as microeconomic, specific to the banking sector in Portugal. The results obtained demonstrate that there is evidence of a correlation between the selected variables and the evolution of NPL's in Portugal, however, the impact of these variables is dependent on the economic stability of the country under analysis. Since the definition of NPL's as it is currently known was only defined by the European Banking Authority in 2015, an analysis was carried out for two different periods, the first after the financial crisis, from 2009 to 2015, and the second period between 2015 and 2019. The results obtained suggest that the specific variables of the banking sector, reflect the stability and risk aversion of the banking system and / or banks individually (if analyzed singularly), while the macroeconomic variables the economic stability of the country.
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Lu, Yunxuan S. M. Sloan School of Management. "Study of non-performing loans in China." Thesis, Massachusetts Institute of Technology, 2020. https://hdl.handle.net/1721.1/127068.
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Thesis: S.M. in Management Studies, Massachusetts Institute of Technology, Sloan School of Management, May, 2020Cataloged from the official PDF of thesis.
Includes bibliographical references (pages 46-49).
This thesis aims to provide an overview of the history, market landscape, and trend of investment in China's non-performing loans (NPLs). It starts by comparing the definitions of non-preforming loans by ECB, IMF, and CBRC. The focus in this section is on the change and process of NPL definition in China. Next, this thesis studies the historical trend of historical NPL balances and NPL ratios across industries and geographic locations. It then pictures the market landscape in China to introduce the market structure and participants followed by the handling and workout strategies of NPLs used in China. Lastly, it analyzes the pros and cons of investing in the China NPL market.
by Yunxuan Lu.
S.M. in Management Studies
S.M.inManagementStudies Massachusetts Institute of Technology, Sloan School of Management
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Brenner, Petra Josephine. "Non-performing Loans eine Analyse aktueller Rechtsfragen." Berlin Duncker & Humblot, 2009. http://d-nb.info/999631942/04.
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Thießen, Friedrich, and Patrick Fricke. "Non-Performing-Loans, Korruption und die Europäische Union." Universitätsbibliothek Chemnitz, 2018. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-qucosa-233572.
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Die europäische Union hat Programme installiert (EFSF, EFSM, ESM) oder ist dabei dies zu tun (Europäische Einlagensicherung EDIS), die darauf hinauslaufen, dass Kapital von weniger korrupten Ländern in Länder mit höherem Korruptionsgrad transferiert wird. Die Literatur deckt einen deutlichen Zusammenhang zwischen Kreditgeschäft und Korruption auf. In korrupteren Regionen verzeichnen Banken mehr Kreditausfälle und verbuchen mehr Non-Performing-Loans. Korruption im Kreditgeschäft ist sowohl auf der Schuldnerseite (i), wie auch auf der (ii) Gläubigerseite wie auch auf der (iii) Seite der Regierung bzw. Regulatorik anzutreffen. Korrupte Länder zeichnen sich durch schwache Rechtssysteme aus, die es Gläubigern erschweren, ihre Rechte durchzusetzen. In Griechenland spricht man von „strategischen“ Kreditnehmern, die es von vornherein darauf anlegen, Kredite nicht ordnungsgemäß zu bedienen. Außer privaten Schuldnern zeigen auch öffentliche Schuldner in korrupteren Ländern eine höhere Ausfallquote ihrer Kredite („Moratorium“). Im Ergebnis bedeutet dies, dass es für Kapitalgeber ein großes Risiko darstellt, finanzielle Hilfen an korrupte Länder zu leisten. In Zukunft sollten bei allen europäischen Projekten, die mit rückzahlbaren Geldtransfers in Länder mit hohem Korruptionsgrad verbunden sind oder sein können, eine Korruptionsauswirkungsanalyse („corruption impact assessment“) angefertigt werden, welche die voraussichtlichen Folgen der Korruption für das Projekt darlegt. Außerdem sollten Banken in korrupteren Ländern mehr Eigenkapital halten. Die Europäische Einlagensicherung sollte aufgeschoben werdenThe European Union installed financial programs that enable the transfer of money from less corrupt countries into countries with higher corruption grades (EFSF, EFSM, ESM, European deposit insurance EDIS). This is a risk for lenders in less corrupt countries. The scientific literature proofs that there is a significant correlation between the corruption grade of a country and the Non-Performing-Loan-quota (i) and loan losses (ii). Corruption can be traced back to actions of debtors, of lenders and of regulators. The latter refuse to install strong legal systems that would enable it lenders to enforce their rights. In corrupt countries a collaboration of many parties at the expense of outsiders and especially foreigners can be observed. In Greece the term “strategic borrower” has been established to describe the phenomenon that borrowers systematically try to evade the redemption of their loans with the help of the weak legal system. Taken altogether it is risky for European lenders to transfer money into corrupt jurisdictions. It seems to be necessary to complement European financial projects with detailed impact assessments of the corruption-problem. Banks in corrupt countries should hold higher equity ratios. The European deposit insurance should be suspended
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Guilherme, Miguel Ângelo Brito. "Gestão da formação numa empresa non-performing loans." Master's thesis, Instituto Superior de Economia e Gestão, 2021. http://hdl.handle.net/10400.5/21693.
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Mestrado em Gestão de Recursos HumanosA digitalização da formação e desenvolvimento, permitiu repensar na fórmula como se deve satisfazer as necessidades dos indivíduos e da organização, neste processo de fusão do mundo físico com o tecnológico. As empresas, hoje, necessitam de continuar a confiar em práticas de formação eficientes e eficazes para ajudar a reter colaboradores que reforcem ou aumentem as suas competências.O objetivo central do presente Trabalho Final de Mestrado pretende descrever as atividades formativas realizadas na Servdebt, Capital Asset Management, reconhecendo e aplicando as diferentes etapas do ciclo formativo: diagnóstico, conceção,implementação e avaliação, na execução de uma ação de formação.Este trabalho na modalidade de estágio curricular, possibilitou ao aluno um contacto mais próximo e direto com uma realidade organizacional, promovendo, assim, uma aprendizagem, participação e intervenção inerentes ao papel de um profissional de Recursos Humanos.
The digitalization of training and development has made it possible to rethink the formula for meeting the needs of individuals and organization in this process of merging the physical and technological worlds. Companies today need to continue to rely on efficient and effective training practices to help retain employees to reinforce or increase their skills.The main goal of this Master's Final Work is to describe the training activities performed at Servdebt, Capital Asset Management, recognizing and applying the different stages of the training cycle: diagnosis, design, implementation and evaluation, in the execution of a training action, This work a curricular internship enabled the student to have a closer and more direct contact with an organizational reality, thus promoting learning, participation and intervention inherent to the role of a Human Resources professional.
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Falk, Soylu Denniz. "Recovery Rate Modelling of Non-performing Consumer Loans." Thesis, Uppsala universitet, Tillämpad matematik och statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-322495.
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Manz, Florian [Verfasser]. "Non-Performing Loans : Determinants - Default - Divestiture / Florian Manz." Baden-Baden : Nomos Verlagsgesellschaft mbH & Co. KG, 2019. http://d-nb.info/1204708959/34.
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Sartor, Dalila <1991>. "Le strategie di gestione dei Non Performing Loans." Master's Degree Thesis, Università Ca' Foscari Venezia, 2017. http://hdl.handle.net/10579/11750.
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I crediti non performing sono una fonte di rischio significativa, in grado di incidere profondamente nella redditività delle singole banche generando perdite che propagandosi a livello sistemico, hanno coinvolto l'intero il sistema bancario, lo stato e la collettività. A partire dalla crisi dei subprime il fenomeno si è progressivamente diffuso ed aggravato ha determinato la necessità di molteplici interventi delle autorità tramite una regolamentazione più stringente e lo sviluppo di apposite strategie di gestione che permettano il recupero e la ristrutturazione delle esposizioni secondo criteri di efficacia ed efficienza. Il presente elaborato ha come obiettivo l'analisi del processo di valutazione, monitoraggio e gestione del credito problematico e le soluzioni che possono essere implementate per arginare e risolvere il problema, a partire dalla costituzione di una NPL workout unit interna, alla cessione e/o cartolarizzazione, alla creazione di una Bad Bank. La definizione della strategia di gestione più efficace richiede la valutazione dei punti di forza e di debolezza di ogni soluzione e le possibili conseguenze in termini di impatto per la redditività e solvibilità dei singoli istituti di credito. La dimensione del fenomeno è diventata rilevante negli ultimi anni soprattutto per l'Italia, la cui situazione verrà specificatamente analizzata al fine di comprendere i possibili sviluppi futuri.
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Pulzato, Regina <1996>. "Non Performing Loans e soluzioni: Il caso italiano." Master's Degree Thesis, Università Ca' Foscari Venezia, 2020. http://hdl.handle.net/10579/17557.
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Scopo della tesi è quello di analizzare come le banche affrontano il problema dei crediti deteriorati e quali strumenti di gestione scelgono per ridurne l’ammontare.
La crisi dei mutui subprime e la successiva crisi del debito sovrano hanno portato a una recessione globale dell’economia, una diminuzione del PIL e un aumento della disoccupazione.
Tali difficoltà hanno reso incapaci famiglie e imprese nel rimborsare interessi e capitali contrattualmente stabiliti.
L’avvento della crisi economica e finanziaria ha ripercussioni anche nel settore bancario e finanziario.
Si è quindi iniziato a parlare di non performing loans, cioè crediti di dubbia esigibilità.
L’incidenza dei crediti deteriorati ha conseguenze non solo per le singole banche in termini di minor redditività, ma anche per tutti i soggetti che si rivolgono alle banche per l’erogazione di nuovi prestiti.
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Dadoukis, Aristeidis. "Loan loss provisions, non-performing loans and cost efficiency : evidence from Greece." Thesis, University of Nottingham, 2017. http://eprints.nottingham.ac.uk/42178/.
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This Thesis is a both timely and warranted examination of ‘risk management behaviour’ in Greek banking inter-linking cost efficiencies with loan loss provisioning practices during 2005 to 2012. Firstly, utilising Stochastic Frontier Analysis, we construct numerous cost efficiency frontiers and examine the evolution of cost efficiency in the banking system. Secondly, we investigate the risk management behaviour and the dominant loan loss provisioning practises in the domestic banking sector. These include capital management, efficiency hypotheses and the cyclicality of loan loss provisioning. Finally, we investigate the evolution of non-performing loans and if they are Granger caused by bad management or cost skimping within our construct of risk management behaviour. During 2005 to 2012 the ‘four core’ banks record strong performances and operate at higher levels of cost efficiency than their domestic competitors. This gap was reduced after the 2008 and 2010 financial crises, thus indicating an adverse impact due to the Private Sector Involvement. Overall, despite the so called bond haircut, the Greek banking system still recorded a strong performance where many banks operated close to the optimal efficiency levels, despite the ongoing deepening economic recession. In addition risk bank management behaviour presents loan loss provisioning practices that are counter cyclical to the Greek business cycle. These results suggest that banks have engaged in capital adjustment via their loan loss provisioning resources. In addition, we present evidence to support that low cost efficient banks reported higher levels of loan loss provisioning indicating difficulties in raising additional external capital. Finally, with respect to the development of non-performing loans we present evidence of cost skimping and little support concerning moral hazard in Greek bank risk management behaviour.
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Petersson, Jessica, and Isac Wadman. "Non Performing Loans - the markets of Italy and Sweden." Thesis, Uppsala University, Department of Business Studies, 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-7004.
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A1207
Many countries are suffering from Non Performing Loans (NPLs), which are defaulted loans that banks are unable to profit from. There are two general ways to secure NPLs. One is for banks to handle them themselves, which is common in Sweden where the NPL market is not so widespread. The alternative is for banks to auction them in public to Asset Management Companies (AMCs), which purpose is to dispose of the assets as profitably as possible. This procedure is used at the vast Italian NPL market.
Our purpose is to describe how these countries secure their NPLs from three aspects; the market, legal and financial aspect. We investigate how Svenska Handelsbanken (Handelsbanken) in Sweden and Morgan Stanley Real Estate Fund (MSREF) in Italy handle their NPLs. The study has been made through interviews at respective companies.
Our study reveals that historic actions of the government, credit culture and management decisions have shown to be crucial causes to the spread of NPLs. The Swedish legal system allows banks to secure their own defaulted loans in a fast and efficient way, while the Italian is more unwieldy and does not give banks any incentive to work out their NPLs. From a financial perspective, neither one nor the other method can be stated better since the companies operate in different fields. The main reasons that affect the financial result are the specific national conditions. Credit culture and legal system are two vital factors that benefit Handelsbanken while they obstruct MSREF. However, both Italian and Swedish AMCs respective banks must continue to review their routines and adaptation ability in order to excel in the future.
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White, Saira Sultana. "Banking Crisis in Japan: Prediction of Non-Performing Loans." Thesis, Virginia Tech, 2002. http://hdl.handle.net/10919/43758.
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Japan is currently suffering its third economic downturn of the past decade. While Japan suffers from a variety of structural problems, the most acute is the crushing burden carried by the banks. They still suffer under the weight of thousands of billions of yen of bad loans resulting from the collapse in asset prices a decade ago. Japan's still unsolved banking crisis constitutes a threat to a large component of the global financial system.Some economists believe that these events were avoidable. Better underwriting by Japanese banks and more prudent monetary policies by the Central Bank of Japan could have prevented the subsequent downturn and losses. It may be impossible to prove that sound policies could have avoided the persistent crisis altogether, but it seems unarguable that better professional underwriting by Japanese banks and more prudent monetary policies by the Central Bank could have mitigated the severity of the economic downturns and reduced huge losses.
The model I have constructed analyzes whether the events leading Japan into financial crisis could have been anticipated. The model is a simple multivariate econometric equation estimated monthly data between 1980 and 1990. This model appears to explain much of the variation in non-performing loans during this period. The model simulated during the period 1990 to 2001 indicates that the non-performing loans could have been anticipated.
This model or one like it could have given bank regulators basic tools to anticipate the incidence of non-performing loans during the 1990s. Had regulators done so, it might have been possible for them to take those remedial actions that would have limited the subsequent numbers of poorly underwritten loans during the 1990s.
Master of Arts
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Lou, Jianbo. "China state commercial banks' non-performing loans : workout and prevention." Thesis, Queen Mary, University of London, 2001. http://qmro.qmul.ac.uk/xmlui/handle/123456789/25125.
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The purpose of this thesis is to examine the very significant problem of State bank nonperforming loan (NPL) in China. NPLs undermine the stability of China's banking system and the efficient operation of its markets. This thesis will make recommendations for developing better workout procedures to deal with existing NPLs and explore the role of banking regulation and supervision in NPL prevention, as well as in avoiding impacts of NPLs on the stability of banking system, drawing on experiences at national, regional and international levels. The accumulation of NPLs in China has been caused by the dominant role of State banks in China's financial markets, policy loans to state owned enterprises (SOEs), unnecessary administrative controls on banks' lending activities, weak internal controls within State banks and inappropriate banking regulation and supervision. All these have seriously ruined the conditions of market discipline in China and resulted not only in large amount of NPL stock, but also the constant creation of new NPLs on State banks' balance sheets. The NPL problem in China is not limited to individual banks. It is a systemic problem closely connected to the SOE problem. The existing bank NPLs cannot be worked out without debt and enterprise restructuring. The balance sheets of banks and firms must be cleaned up by, first, recapitalizing banks to write off and make provision for existing NPLs, and, second, setting up independent asset management companies to purchase and manage bank NPLs. To prevent the increasing accumulation of new NPLs, unnecessary administrative controls on banks must be removed; prudential banking regulation and supervision much be enhanced; appropriate internal control systems must be promoted within banks, especially with regard to the proper risk evaluation systems and internal decision-taking structures. To avoid the damaging impacts of NPL problem on the stability of the banking system, ' an explicit limited deposit insurance system should be introduced; the central bank's lender of last resort facilities must be properly defined; bank insolvency resolution mechanisms must be put in place. In a word, the proper functioning of market discipline must be restored in China.
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Tsumake, Gertrude Kgalalelo. "What are the determinants of non-performing loans in Botswana?" Master's thesis, University of Cape Town, 2016. http://hdl.handle.net/11427/22917.
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The maintenance of asset quality, efficiency and profitability is a vital requirement for the survival and development of banks. Loans are the main asset class from which banks generate their major portion of income and also signify the greatest risk to banks. There has been significant indication that the financial crises in the USA, Sub-Saharan Africa and East Asia were signalled by high levels of non-performing loans (NPLs). Due to the detrimental effect that these loans have on a bank's revenue and the economic welfare of a country, it is essential to examine and investigate the determinants of NPLs in the banking industry of any country. This study examines Botswana, a developing country in Southern-Africa and is stimulated by the assumption that both the industry level variables and macroeconomic variables have an effect on NPLs. Secondary data of the banking sector was obtained from Botswana's central bank, the Bank of Botswana. Correlation and regression analysis were carried out over a period of ten years (2005-2014), using quarterly data. It was found that the following industry level variables (i.e. credit growth, industry size and profitability) and macroeconomic variables (i.e. real gross domestic product (GDP) growth, inflation, real interest rates and the unemployment rate) have a statistically significant impact on the NPL rate. On the other hand, capitalization and diversification had a statistically insignificant relationship with NPLs. The banking industry in Botswana should carefully monitor the household loan portfolio as well as their credit advancement policies with regard to the aforementioned variables to help lower their NPL ratios. This study is the first of its kind in the Botswana banking industry and therefore will provide scholars with the opportunity to enrich their knowledge and serve as a reference for other researchers in the related area while also providing a foundation for further studies.
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Brenner, Petra Josephine [Verfasser]. "Non-performing Loans. : Eine Analyse aktueller Rechtsfragen. / Petra Josephine Brenner." Berlin : Duncker & Humblot, 2010. http://d-nb.info/1238363954/34.
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Maurizi, Michael <1992>. "Non-Performing Loans in commercial banks: issues and management strategies." Master's Degree Thesis, Università Ca' Foscari Venezia, 2018. http://hdl.handle.net/10579/12099.
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L’elaborato ha come obiettivo quello di analizzare gli impatti economici, macroeconomici e gestionali che i crediti deteriorati hanno avuto e stanno avendo sulle banche italiane. In primis, si analizzano le cause storiche che hanno portato all’aumento smisurato dei crediti non-performing ovvero dalla grande crisi del 2007 scaturita dal nuovo paradigma bancario originate-to-distribuite che ha spinto gli intermediari di tutto il mondo a concedere prestiti anche a soggetti senza un adeguato merito creditizio (mutui sub-prime). Le conseguenze macroeconomiche della crisi e l’aumentare dei crediti insoluti hanno danneggiato fortemente i patrimoni bancari, anche nel contesto italiano. L’aumento della percentuale di crediti deteriorati nei bilanci bancari ha fatto sì che gli istituti si attivassero per gestire questa componente del credito, pena la salvaguardia degli istituti stessi. L’elaborato presenta quindi varie strategie di gestione che spaziano dalla costituzione di una unità interna per il recupero, all’implementazione di una bad bank di sistema passando attraverso strumenti di innovazione finanziaria quali la cartolarizzazione. Infine, viene illustrato il mercato italiano degli NPLs analizzando anche il caso di Banca IFIS, ovvero un gruppo bancario che negli ultimi anni ha partecipato attivamente nella compravendita di crediti deteriorati.
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Palecek, Jan <1992>. "Determinants of Non-Performing Loans in Europe: An Econometric Analysis." Master's Degree Thesis, Università Ca' Foscari Venezia, 2019. http://hdl.handle.net/10579/14666.
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This thesis aims at determining which factors influenced the steep increase in non-performing loans in Europe. The variables used are comprised of both macroeconomic and bank-specific factors, in order to determine whether the rise of non-performing loans in Europe was solely due to the deteriorating macroeconomic situation during the years after the 2008 financial crisis or also due to the fragile situation of the European banking sector.
The first part of the thesis covers the current NPL situation in the EU, including the current and future strategies employed to reduce the level of NPLs, as well as the legal framework and supervisory policies.
The second part of the thesis identifies four macroeconomic (GDP growth, unemployment, inflation, and interest rates) and three bank-specific (return on equity, return on assets, and capital to assets ratio) factors that might have caused the steep rise in NPLs in the EU.
The paper employs the use of yearly data, starting from 1998 until 2016, among 11 European countries which struggled, or are still struggling, with high non-performing loans ratios. The thesis involves both static and dynamic models, the former including fixed effects and pooled OLS models, while the latter uses and ARDL model based on a dynamic fixed effects (DFE) estimator.
The findings point out that some macroeconomic variables, namely GDP growth and inflation, had an impact on the rise in NPLs.
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Marin, Cristina <1993>. "I non performing loans del tessuto imprenditoriale italiano: un'analisi empirica." Master's Degree Thesis, Università Ca' Foscari Venezia, 2021. http://hdl.handle.net/10579/20129.
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Il lavoro si concentra sul versante degli impieghi delle banche. Prima di approdare al tema dei crediti anomali – profilo patologico per l’intermediario bancario e aspetto protagonista del lavoro - e ai relativi aspetti normativi internazionali e nazionali che ne regolano la valutazione, la gestione e il monitoraggio, si compie una sorta di breve analisi del ciclo vitale del credito bancario. La banca, infatti, nello scegliere se concedere un finanziamento al cliente impresa si avvale di un processo massiccio che contrappone l’interesse nell’ampliare il portafoglio crediti alla necessità di gestire il rischio di inadempienza del debitore e il deterioramento del suo merito creditizio. Una volta erogato il finanziamento, il monitoraggio continuo della solvibilità del cliente è un’attività necessaria per contenere il rischio di credito e per evitare che il credito in bonis erogato riveli anomalie e inizi una parabola discendente della sua durata di vita assumendo la veste di posizione deteriorata.
Dopo aver contestualizzato i non performing loans prima nel raggio internazionale e poi in quello nazionale, si presenterà un modello econometrico di analisi e previsione che ha lo scopo di testare l’impatto di alcuni indicatori significativi dell’economia italiana sui crediti concessi alle pmi che compongono il tessuto imprenditoriale italiano.
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Hedblom, Edvin, and Rasmus Åkerblom. "Debt recovery prediction in securitized non-performing loans using machine learning." Thesis, KTH, Matematisk statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252311.
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Credit scoring using machine learning has been gaining attention within the research field in recent decades and it is widely used in the financial sector today. Studies covering binary credit scoring of securitized non-performing loans are however very scarce. This paper is using random forest and artificial neural networks to predict debt recovery for such portfolios. As a performance benchmark, logistic regression is used. Due to the nature of high imbalance between the classes, the performance is evaluated mainly on the area under both the receiver operating characteristic curve and the precision-recall curve. This paper shows that random forest, artificial neural networks and logistic regression have similar performance. They all indicate an overall satisfactory ability to predict debt recovery and hold potential to be implemented in day-to-day business related to non-performing loans.Bedömning av kreditvärdighet med maskininlärning har fått ökad uppmärksamhet inom forskningen under de senaste årtiondena och är ofta använt inom den finansiella sektorn. Tidigare studier inom binär klassificering av kreditvärdighet för icke-presterande lånportföljer är få. Denna studie använder random forest och artificial neural networks för att prediktera återupptagandet av lånbetalningar för sådana portföljer. Som jämförelse används logistisk regression. På grund av kraftig obalans mellan klasserna kommer modellerna att bedömas huvudsakligen på arean under reciever operating characteristic-kurvan och precision-recall-kurvan. Denna studie visar på att random forest, artificial neural networks och logistisk regression presterar likartat med överlag goda resultat som har potential att fördelaktigt implementeras i praktiken.
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Sanasi, Silvia <1994>. "I Non-Performing Loans: analisi empirica delle banche di Classe 3." Master's Degree Thesis, Università Ca' Foscari Venezia, 2019. http://hdl.handle.net/10579/15185.
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La recente crisi finanziaria ha comportato un forte peggioramento della qualità degli attivi bancari e un conseguente incremento dei Non Performing Loans all’interno dei bilanci di molte banche italiane ed europee. Significativi livelli di NPL all’interno delle banche, comportano un ingente impiego del capitale dove, al superamento di un certo livello di questi, ci sono conseguenze che influenzano gravemente la redditività delle banche, il patrimonio di vigilanza e la disponibilità di capitale per la concessione di ulteriori prestiti. L’elaborato ha l’obiettivo di mettere in evidenza il concetto di NPL alla luce della nuova classificazione dei crediti deteriorati fornita da Banca d’Italia con la Circolare n. 272 del 30 Luglio 2008 – 8°aggiornamento del 15 Marzo 2016, presentando le definizioni introdotte dall’EBA, nate allo scopo di porre rimedio alla mancanza di una definizione armonizzata a livello europeo. La prima parte del mio elaborato, ricoperto dal primo e dal secondo capitolo, espone una struttura prettamente normativa dalla quale è possibile esaminare la Circolare n. 285 di Banca d’Italia del 17 Dicembre 2013 e gli Accordi Basilea ponendo particolare attenzione sui requisiti patrimoniali, sulla classificazione del rischio e sull’ICAAP. In seguito, all’interno del terzo capitolo, è stata svolta un’analisi empirica sugli impatti economici su un campione rappresentativo di banche di Classe 3 attraverso un’analisi dei bilanci di esercizio e dell’informativa al pubblico.
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Masood, Omar. "Non-performing bank loans and banking crisis in the Pakistani banking system." Thesis, London Metropolitan University, 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.426494.
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Trevisan, Daniele <1995>. "La gestione dei non performing loans attraverso i "fondi comuni di ristrutturazione"." Master's Degree Thesis, Università Ca' Foscari Venezia, 2020. http://hdl.handle.net/10579/16931.
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La recente crisi finanziaria ha gravemente impattato sulla stabilità del sistema bancario europeo. In questo scenario, l’incidenza dei non performing loans (npl), sui bilanci degli intermediari, ha influenzato negativamente le possibilità di una ripresa economica stabile. È di primaria importanza, quindi, adottare le misure necessarie a ridurre l’impatto di tali crediti sull’attività delle banche.
Successivamente l’aver analizzato i npl dal punto di vista definitorio e quantitativo, l’elaborato esamina una delle soluzioni sviluppatasi negli anni: la cessione degli stessi ai "fondi comuni di ristrutturazione" e la loro gestione attraverso questi.
L’obiettivo di questo lavoro è, quindi, quello di evidenziare le peculiarità e i punti critici di questa strategia per il recupero dei crediti deteriorati, analizzando l’operato dei fondi fino a questo momento.
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Dick, Markus. "Der Verkauf von Non Performing Loans : eine Analyse von NPL-Transaktionen aus Bankensicht /." Wiesbaden : Gabler, 2010. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=018703689&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.
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Seagraves, Philip. "A Multi-Factor Probit Analysis of Non-Performing Commercial Mortgage-Backed Security Loans." Digital Archive @ GSU, 2012. http://digitalarchive.gsu.edu/real_estate_diss/13.
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Commercial mortgage underwriters have traditionally relied upon a standard set of criteria for approving and pricing loans. The increased level of commercial mortgage loan defaults from 1% at the start of 2009 to 9.32% by the end of 2011 provides motivation for questioning underwriting standards which previously served the lending industry well. This dissertation investigates factors that affect the probability of Non-performance among commercial mortgage-backed security (CMBS) loans, proposes conditions under which the standard ratios may not apply, and tests additional criteria which may prove useful during economic periods previously not experienced by commercial mortgage underwriters. In this dissertation, Cap Rate Spread, the difference between the cap rate of a property and the Coupon Rate of the associated loan, is introduced to test whether the probability of Non-performance can be better predicted than by relying on traditional commercial mortgage underwriting criteria such as Loan to Value (LTV) and Debt Service Coverage Ratio (DSCR). Testing the research hypotheses with a probit model using a database of 47,883 U.S. CMBS loans from 1993 to 2011, Cap Rate Spread is found to have a significantly negative relationship with loan Non-performance. That is, as the Cap Rate Spread falls, the probability of Non-performance rises appreciably.
A numerical model suggests that among loans which would have passed the standard ratio tests requiring loans to have values of LTV less than .8 and DSCR greater than 1.25, a Cap Rate Spread criteria requiring loans to have a value greater than 1% would have prevented the origination of an additional 1,798 CMBS loans reducing the rate of Non-performance from 14.9% with only the LTV and DSCR criteria to just 11.6% by adding the Cap Rate Spread criteria. Of course, adding additional criteria will also lead to errors of rejecting loans which would have performed well. Back testing with the same sample of CMBS loans, this Type I error rate rises from 19% with only the LTV and DSCR criteria to 34% with the addition of the Cap Rate Spread.
Ultimately, CMBS loan underwriters must individually determine an acceptable level of Non-performance appropriate to their business model and tolerance for risk. Using intuition, experience, tools, and rules, each underwriter must choose a balance between the competing risks of rejecting potentially profitable loans and accepting loans which will fail. This research result is important because it helps deepen our understanding of the relationships between property income and loan performance and provides an additional tool that underwriters may employ in assessing CMBS loan risk.
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Danesin, Serena <1993>. "Il mercato dei non performing loans tra normativa di vigilanza ed esigenze prospettiche." Master's Degree Thesis, Università Ca' Foscari Venezia, 2017. http://hdl.handle.net/10579/10752.
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L’ingente ammontare di non performing loans nei bilanci delle banche europee e soprattutto di quelle italiane, è ad oggi uno dei maggiori problemi del sistema bancario. La tesi, oltre ad analizzare l'impatto quantitativo del fenomeno a livello europeo, e le peculiarità del caso italiano, si sofferma sulle strategie attuabili dalle singole banche per risolvere il problema, dalla gestione in-house delle poste alla loro cessione sul mercato secondario. L'elaborato approfondisce, inoltre, le novità apportate dal Governo Italiano nel biennio 2015-2016, nonché le proposte europee in corso di elaborazione, che incoraggiano gli intermediari a gestire attivamente i loro Npls affinché possa riattivarsi il processo di erogazione di nuovo credito all'economia reale. Sullo sfondo, la regolamentazione e la supervisione bancaria, armonizzati a livello europeo, che influenzano direttamente il fenomeno. In conclusione, un’analisi dell’ipotetica efficacia di una soluzione in corso di elaborazione: un'unica Asset Management Company dove possano confluire gli asset problematici di tutte le banche europee.
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Alandejani, Maha Abdulaziz Y. "Efficiency, survival, and non-performing loans in Islamic and conventional banking in the GCC." Thesis, Durham University, 2014. http://etheses.dur.ac.uk/10884/.
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The success of Islamic banks is determined by several factors, among which are their performance, efficiency, stability and ability to grow in conjunction with the economic and financial growth of the GCC’s national economy. Due to the successes resulting from these factors, which are located within the inherent value system of Islamic finance, the GCC’s Islamic banks were praised for their resilience during the recent financial crisis. This research thus aims to examine the efficiency, performance, survival-time analysis and issues related to non-performing loans (NPL) in the case of the Islamic banks within the GCC through four different yet interconnected empirical essays. The first essay aims to examine the technical efficiency of the Saudi Arabian Islamic banks in a comparative analysis with the Sharia-compliant windows of Saudi Arabian conventional banks by using Data Envelopment Analysis (DEA) for the period from 2005 to 2010. In doing so, some selected variables related to the banks’ characteristics also are examined through second stage regression of the DEA model. Overall, the results indicate that the performance of Islamic banks decreased sharply until it reached its lowest level in 2008. In addition, as a result of the influence of environmental variables, it has been found that the efficiency of Islamic banks was affected negatively more than traditional banks during the period in question. The second essay aims to measure the efficiency and productivity growth of the banking sector in the GCC through DEA meta-frontier analysis for the period from 2005 to 2010. This essay offers a comparative study on two levels: between each country and between three types of bank, namely Islamic banks, conventional banks providing Islamic windows and conventional banks. The second stage of the analysis attempts to examine the influence of the banks’ characteristics, financial structures and rule-of-law variables on technical efficiency (TE) scores by applying a two-stage approach via panel random effect and bootstrap models. The findings reveal that Islamic banks have underperformed in comparison with Islamic window banks during the specified period. However, the catch-up value of the total factor productivity illustrates that Islamic banks appear to be the most productive group. The third essay aims to investigate the survival time of Islamic and conventional banks in the GCC countries, taking into account the impact of the global financial crisis by employing the discrete-time duration models for the period of 1995 to 2011. In addition, to examine the differences between banks, a range of explanatory variables from both the micro- and macro-levels are included in several models. The results from hazard and survivor functions indicate that the Islamic and conventional banks form two distinct bank types, where Islamic banks potentially have a higher incidence of failure and therefore a shorter survival time. The discrete-time duration model findings for the all-banks-pooled model confirm that the hazard rate increases with Islamic banks. Furthermore, the analysis of each bank type reveals that the effect of covariates on survival time differs between Islamic and conventional banks. For instance, increasing the net interest margin ratio causes the hazard rate in Islamic banks to rise, whereas this rate is lowered in conventional banks. The fourth essay aims to identify the macro- and micro-level factors determining NPL in Islamic banking within the GCC via the panel data econometrics model for the period from 2005 to 2011. In addition, this paper examines the impact of the sectoral distribution of Islamic financing on the NPL in the GCC banking system as a whole by utilising dynamic panel data models. The findings indicate that the relationship between efficiency and NPL supports the “bad management” and “bad luck” hypotheses. Further, the sectoral distribution of Islamic financing extended by the GCC Islamic banks shows an adverse impact on NPL, thus demonstrating that Islamic bank financing, which is related to real estate and construction projects, increases the credit risk exposure. It is suggested that increasing financing by profit-and-loss-sharing instruments could enhance loan quality, thereby implying that the growth influence of fixed-income debt contracts could increase NPL more than profit-and-loss-sharing contracts.
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Zhou, Qingqing. "Challenges and concerns on securitization of non-performing loans in China : from the state banks' perspective /." Click to view the E-thesis via HKUTO, 2001. http://sunzi.lib.hku.hk/hkuto/record/B42577159.
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De, Sutti Riccardo <1992>. "Non Performing Loans e mercato immobiliare: possibili scenari futuri e strategia di risoluzione per l’Italia." Master's Degree Thesis, Università Ca' Foscari Venezia, 2016. http://hdl.handle.net/10579/8657.
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L’elaborato è incentrato sull’analisi della correlazione tra il mercato immobiliare e quello dei crediti deteriorati posseduti dalle banche, ai fini di studiare come questi si fondano nel tema problematico di stretta attualità dei Non Profit Loans legati a garanzie su beni immobili. La tesi punta allo studio delle caratteristiche generali di questi due mercati, della normativa nazionale e comunitaria e degli strumenti utilizzabili per la valutazione di crediti ed immobili e per lo sviluppo di una strategia d’azione volta alla risoluzione del problema. Parte del lavoro si basa sulla personale esperienza del candidato presso Banca Ifis, uno degli istituti più attivi nel mercato degli NPL, che ha collaborato fornendo strumenti e dati ai fini dell’analisi.
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Гой, В. К. "Оцінка кредитного ризику банків України." Thesis, Одеський національний економічний університет, 2021. http://local.lib/diploma/Goy.pdf.
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Доступ до роботи тільки на території бібліотеки ОНЕУ, для переходу натисніть на посилання нижчеУ роботі розглядаються науково-методичні засади оцінки кредитного ризику банків. Визначено економічний зміст кредитного ризику банків. Охарактеризовано законодавче забезпечення, що регулює процеси оцінки кредитного ризику в банках України. Проаналізовано тенденції розвитку кредитної діяльності банківської системи України. Надано оцінку кредитного ризику банків України та охарактеризовано його взаємозв’язок з дохідністю. Проаналізовано вплив карантинних обмежень на рівень кредитного ризику банків України. Зроблено висновки стосовно можливого негативного впливу, який позначиться на показниках кредитного ризику банків найближчим часом Обґрунтовано чинники, які впливають на показники кредитного ризику банківських систем окремих країн світу. Запропоновані перспективи використання фінансових технологій в оцінці кредитного ризику (Business Intelligence, Data Mining, Data Science, Machine Learning, Artificial Intelligence).
The theses consider the scientific and methodological principles of credit risk assessment of banks. The economic content of banks' credit risk is determined. The legislative provision regulating the processes of credit risk assessment in the banks of Ukraine is described. The trends of credit activity development of the banking system of Ukraine are analyzed. An assessment of the credit risk of Ukrainian banks is provided and its relationship with profitability is described. The impact of quarantine restrictions on the level of credit risk of Ukrainian banks is analyzed. Conclusions regarding the possible negative impact in the near future that will affect the credit risk indicators of banks are made. The factors influencing the credit risk indicators of the banking systems of some countries of the world are substantiated. Prospects for the use of financial technologies in credit risk assessment (Business Intelligence, Data Mining, Data Science, Machine Learning, Artificial Intelligence) are proposed.
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Zhou, Qingqing, and 周青青. "Challenges and concerns on securitization of non-performing loans in China: from the state banks' perspective." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2001. http://hub.hku.hk/bib/B42577159.
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Terrinha, João Pedro Santos Almeida. "A titularização de non-performing loans." Master's thesis, 2019. http://hdl.handle.net/10400.14/30970.
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Hsu, Chi-Fa, and 許基發. "A Study of Non-Performing Loans Forecast." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/18091676043748479608.
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碩士國立高雄第一科技大學
金融營運所
91
This study tries to explore to forecast the non-performing loans and the relational variables, Steenackers & Goovaerts（1989）reveal some factors which influence on breaking a contract including occupation 、revenue and period of payment, with the literatures review and Logistic regression we construct the model to forcase the probability of non-performing loans. The result reveals that (1) With the literatures review, we found the issues focus on the management and handle after non-performing loans appeared. (2) In the degree of accuracy, Backward is better than Forward and Enter with the logistic regression (3) In general, we should consider the loan period and the loan rate in the procreeing to avoid non-performing loans appeared.
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Barseghyan, Levon. "Non performing loans, prospective bailouts, and Japan's slowdown." 2003. http://catalog.hathitrust.org/api/volumes/oclc/55061137.html.
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Hsu, Yu-Yin, and 許毓盈. "On Taiwanese Banks’ Processing of Non-Performing Loans." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/898fe6.
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碩士國立高雄第一科技大學
金融營運所
96
The higher the non-performing loans, the larger the impact on the economy. As a result, banks have to deal with non-performing loans carefully. There are several approaches for the banks to deal with non-performing loans. The major channels are through asset management companies, the court, brokers, banks themselves, and debtor negotiation. There are different ways to deal with non-performing loans and the rates of return differ. This paper also discusses sub-prime mortgage crisis in the US, hoping to get some reflection on a feasible solution if Taiwanese banks encounter such kind of crisis.
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Lin, Mu-Kun, and 林木坤. "A Study of Non-Performing Loans in Taiwan." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/71116546365838455936.
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碩士長庚大學
企業管理研究所
92
This study attempts to explore the non-performing loans (NPLs) problems and their disclosure in Taiwan’s banking industry and the impact of new regulations on credit risk ratings. Since transparency is essential to measuring asset quality, those who disclose as much as required by law will gain the trust of customers and investors. Based on the samples of 162 bankrupt corporations and 47 financial institutions, we can find that different banks do hold different standards with respect to NPLs. Some recognized them as NPLs, but some still viewed them as performing loans. If we adopt the new regulations governing the bad loan, most of Taiwan’s banks need to raise significant amounts of reserves for the allowances and thus reduce their net worth accordingly. The study results also reveal that: (1) Only 2 banks recognize corporate loans to bankrupt business as NPLs. Most of Taiwan banks are reluctant to disclose their NPLs and for questionable loans as clearly as required by law. They also have insufficient allowances for bad loan problems. (2) Those banks which survive even after suffering huge amount of loan loss are not necessarily most transparent. Those banks which are taken over by the govern- ment are the most transparent. (3) From the study results, we find 8 banks out of 47 have negative net worth according to the new bad loan allowances regulation and 28 banks’ net worth is less than their capital.
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Shu, Chen-mei, and 許真美. "On Taiwanese Banks’ Non-Performing Loans Processing Mechanism." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/23737540109295811774.
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碩士國立高雄第一科技大學
金融營運所
93
There are three major ways to deal with non-performing loans in Taiwan, via governments’ resolution trust company, private asset management corporation, and banks’ own loan collection, which is the largest of all three. This paper discusses banks’ dealing with collaterals to decrease the ratio of overdue loans. With the experiences from other countries and the practices of auction, a reform to current system is proposed. Creditors may set up a system on their own, or relegate a disinterested third party to execute the auction, or use debt as the equity of asset management company, or securitize of those debts. Such measures may break the constraints of tradition and may be helpful to deal with overdue debts.
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Kuo, Yi-Hui, and 郭怡慧. "The assessmentofthe Non-Performing loans of the financial institutions." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/03481602777060330427.
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碩士國立中央大學
財務金融學系碩士在職專班
93
Abstract Ever since bank privatization in 1991, bankers tried to gain customers turned furious by ways of price war and even ignoring credit risks. What it caused was not only the extreme predicament for the overall banking industrial, but also the increasing rate of NPL (non-performing loans). In particular, the NPL ratio reached 11.27% in 1991. However, the non-government owned research organizations indicated that the NPL ratio was actually more than 20% The huge amount of non-performing loans causes the quality deterioration of banking assets, as well as the corrosion of banking net worth. Further more, it effects the banking operation. For example, jillion NPL leads to financial institutes’ conservativeness on granting loans. What follows is the credit stagnation, and venture capital liquidity inconvenience. Eventually, it harms the financial development of our nation. Therefore, it would be great to have the effective management on NPL so that we can accelerate the return of loans, improve our financial mechanism, stabilize the overall financial system, and it will benefit both the financial institution’s financial structure and enterprises management. This study expects to suggest a preventive and effective system for dealing with NPL.
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Yi-ShanLi and 李依珊. "A Study of Taxation of Handling Non-performing Loans." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/66790178177678680229.
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碩士國立成功大學
法律學系
101
The non-performing loan refers to a loan of which the principal and interest are not paid off by the debtor within a specified deadline. The issues of overdue loans have deteriorated rapidly in our country since the financial crisis in 2008. In order to effectively reduce the Non-Performing Loan Ratio (NPL Ratio) for financial institutions, the government amended Article 15 of the Financial Institutions Merger Act and expected to acquire non-performing loans for financial institutions through the establishment of asset management companies. However, such loans usually have collateral as security. When an asset management company evaluates the market value of collateral to be higher than acquisitions cost of loans, it often petitions the court for auction, pays the auction price of collateral with the non-performing loan, and then re-sells the collateral after obtaining it. This is a new type of transaction in practical operations in recent years, which in turn, attracts the individual investors. The Ministry of Finance has successively issued legal interpretations about the aforementioned trading pattern since 2003. The assessment of both income tax and business tax shall adopt two-stage taxation; in other words, both individuals and asset management companies shall recognize the profits and losses of non-performing loans when obtaining the collateral. The profits and losses of assets shall only be recognized after the actual disposition of collateral, and then income tax shall be assessed in accordance with law. Moreover, when an asset management company has paid the auction price of collateral with the non-performing loan and sold collateral, business tax shall be levied according to the actual selling price of collateral and the difference when the collateral auction price is higher than the original acquisition price of the non-performing loan. However, this taxation method is different from taxpayers’ understanding that the income can only be realized after the collateral is sold. Also, it is necessary to verify whether the calculation of income using auction price is deviated from market price, whether the acquisition price of a non-performing loan is reasonable for individuals or asset management companies since the cost of non-performing loans affects the calculation of taxable income, whether the aforementioned trading is within the taxation scope of business tax or not, and if there shall be any penalty for circumvention. In view of above, this paper explores the taxation issues and provides research conclusions and possible recommendations for individuals and asset management companies acquiring non-performing loans and obtaining the collateral by paying its auctions price with the non-performing loan.
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Chen, Lie-Long, and 陳麗蓉. "On Dealing with Non-performing Loans of Financial Institutions." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/17039763408702646570.
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碩士國立高雄第一科技大學
金融研究所
99
Banks often overlook risks in pursuing customers. In case of economic downturn and rising overdue loans, bank lending tends to be conservative, resulting in funding shortages for businesses with great impacts on the economy. Therefore, preventing the occurrence of overdue loans and accelerating the handling of nonperforming are important issues for the government. This paper explores the ways to prevent overdue loans and the handling of nonperforming loans, restoring the overall financial health of banks and socio-economic order.
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Marçal, Tânia Sofia Miranda Martins. "The impact of non-performing loans on banks' lending." Master's thesis, 2016. http://hdl.handle.net/10071/13356.
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JEL Classification: C23, G18, G21, G28, G32This study analyzes the impact of non-performing loans (NPLs) on credit granted by banks and, consequently, on their management lending policies. An historical review of recent developments in national economies in terms of credit granting and credit quality is presented in this document, along with an analysis of the macroeconomic determinants of NPLs in order to understand the impact of its dynamics in banks’ lending policies and profitability. Furthermore, a perspective of the evolution of regulation on NPLs and the development of the NPLs definition overtime, with the enlargement of the dimensions considered, is also given. Finally, we analyze the measures undertaken by banks to tackle NPLs, in order to evaluate their current situation and the adjustment needed that should be taken regarding the paradigm of banks’ management and the respective business models. Using an unbalanced panel data of quarterly information of 111 banks of the Euro Area, covering the period from 2010 to 2015, and applying a fixed effects model estimated with the Driscoll-Kraay robust approach, we conclude that NPLs show different lagged effects on credit granting. Only after some time of coexistence of simultaneous increase in credit granting and in NPLs, a change in the credit policy occurs. Thus suggesting the existence of rigidity when setting credit policy. Dividing the data into two different groups - countries of Central and Eastern Europe and Peripheral countries (that suffered from financial stress in the period under analysis) – and applying the same approach, we observe significant differences in results between countries.
Este estudo analisa o nível de impacto dos créditos não produtivos na concessão de crédito e, consequentemente, na gestão das políticas de concessão de crédito dos Bancos. É apresentada uma perspetiva histórica dos desenvolvimentos económicos relacionados com a concessão e a qualidade do crédito, acompanhada por uma análise dos fatores determinantes dos créditos não produtivos, de forma a apurar a sua dinâmica nas políticas de crédito e na rendibilidade dos Bancos. Adicionalmente, é apresentada a evolução da regulamentação relativa a créditos não produtivos e do conceito ao longo do tempo, tendo em conta o alargamento das dimensões consideradas. Finalmente, é também realizada uma análise das medidas endereçadas pelos Bancos para lidar com os créditos não produtivos, de forma a aferir o estado atual dos Bancos e a necessidade de ajustamentos relativamente ao paradigma da gestão e dos modelos de negócio dos Bancos. Através da utilização de dados de painel não balanceados e de um modelo de efeitos fixos juntamente com o estimador robusto Driscoll-Kraay, é analisada informação trimestral relativa a 111 Bancos da Área do Euro no período entre 2010 e 2015, concluindo-se que a variável relativa aos créditos não produtivos demonstra um comportamento diferenciado entre os intervalos temporais, o que sugere a existência de uma rigidez na definição da política de crédito. Apenas depois de algum tempo, em que o aumento do crédito coincide com o aumento de créditos não produtivos, existe uma alteração da política de crédito. Dividindo a informação em dois grupos – Países da Europa Central e de Leste e Países Periféricos (que estiveram sob pressão financeira no período em análise) – e aplicando a mesma abordagem permite-nos observar diferenças significativas de resultados entre os países considerados.
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Carvalheira, Ana Catarina Ribeiro. "Non-performing Loans em Portugal: Determinantes e Comportamento Bancário." Master's thesis, 2019. http://hdl.handle.net/10316/86617.
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Relatório de Estágio do Mestrado em Economia apresentado à Faculdade de EconomiaO presente relatório foi elaborado no âmbito do estágio realizado na Caixa de Crédito Agrícola Mútuo de Coimbra entre 10 de setembro de 2018 e 3 de janeiro de 2019.Os Non-performing Loans despertaram, nos últimos anos, o interesse da literatura devido aos efeitos negativos que têm na atividade bancária e, consequentemente, na economia. Uma vez que Portugal é um dos países europeus mais afetados pelos NPL, o presente trabalho centrar-se-á no setor bancário português. Sobretudo em face da realidade dos NPL queremos perceber como as Caixas de Crédito Agrícola Mútuo se comportam em termos de oferta de crédito, da sua qualidade, em confronto com outros bancos, durante os últimos anos. Neste contexto, o presente relatório visa analisar a heterogeneidade do sistema bancário português em relação à exposição ao risco e à prudência dos bancos em amostra, através da estimação de modelos de efeitos fixos, usando o crédito vencido como variável proxy dos NPL.Constatamos que o crédito vencido no setor bancário português não aumentou significativamente, contudo a proporção de crédito vencido em relação ao crédito concedido aumentou de uma forma considerável. Alguns dos fatores que se revelaram significativos na evolução do crédito vencido na banca portuguesa foram: o crédito concedido, as licenças de habitação, as taxas de juro de curto prazo, o consumo privado e o consumo público. As Caixas de Crédito Agrícola Mútuo mostraram ser das instituições com mais crédito vencido em carteira relativamente ao crédito concedido. Os resultados são contraditórios no que toca à prudência que as CCAM tiveram no período em análise. Por um lado, temos modelos que indicam que as CCAM foram das instituições mais imprudentes. Por outro lado, chegamos a resultados que nos fazem crer que as Caixas de Crédito Agrícola foram adequadamente prudentes, tendo em conta o nível de crédito vencido que apresentavam.
This report was prepared as part of the traineeship held at Caixa de Crédito Agrícola Mútuo between 10th September, 2018 and 3rd January, 2019.The past few years, non-performing loans aroused the interest of the literature due to the negative effects they have on banking activity and, consequently, on the economy. Since Portugal is one of the European countries most affected by the NPL, this work will focus on the Portuguese banking sector. Above all, in view of the reality of NPL, we want to understand how Caixas de Crédito Agrícola Mútuo behave in terms of the supply of credit, of their quality, in comparison with other banks during the last years. In this context, this report aims to analyze the heterogeneity of the Portuguese banking system in relation to the risk exposure and prudence of the banks in the sample, through the estimation of fixed effects models, using overdue credit as proxy variable of NPL.We found that overdue credit in the Portuguese banking sector did not increase significantly, but the weight of loans overdue in total loans increased considerably. Some of the factors that were significant in the evolution of overdue credit in Portuguese banks were credit granted, housing permits, short-term interest rates, private consumption and public consumption.Caixas de Crédito Agrícola Mútuo showed that they were one of the most overdue credit institutions in relation to the credit granted. The results are contradictory as regards the cautiousness of the CCAM in the period under review. On the one hand, we have models that indicate that CCAM were among the most imprudent institutions. On the other hand, we have results that lead us to believe that the Caixas de Crédito Agrícola were adequately prudent, considering the level of overdue loans.
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FU, SHAO-HUA, and 符紹樺. "Research on the Influencing Factors of Non-Performing Loans." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/m5253c.
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碩士國防大學
資源管理及決策研究所
107
This paper mainly discussed the association study on impact factors of Non-Performing Loans of domestic banks. By experiencing the 2-stage financial reforms from 2001 to 2003 and from 2004 to 2008, the Taiwanese financial institutions reduced the Non-Performing Loans ratio from 8.16% to 1.52%, which greatly reformed the financial systems of banks. During the period of reform, the banks could go through the worldwide financial crisis from 2007 to 2008 and the following impacts, which demonstrated the effects of bank system adjustment in financial reform policies. Among the 2 stages, the powerfully controlled Non-Performing Loans ratio of the focus of the financial reform at the first stage greatly affected the banking business, which improved the international credits of domestic banks and strengthened the financial stability, having the far-reaching impact on banking industry. Hence, the important study motivation of this paper is to analyze Non-Performing Loans and the impact factors. Covering the period from 2004 to 2018 and taking the quarterly data of 13 Taiwanese banks as the study subjects, this study used the panel regression model to discuss the relevance among impact factors of Non-Performing Loans. From the study results, during the period of sample study, loan growth rate, NPL coverage ratio, return on net worth and loan-deposit ratio would significantly affect the Non-Performing Loans ratio. In case of the business cycle of overall context, overall economic factors, consumers price indexed and unemployment rate would also significantly affect the Non-Performing Loans ratio. When interactions were further used to analyze the difference between state-owned banks and private banks, the feature that the Loan-to-Deposit Ratio of state-owned banks in indexes of sound operation were positive and significant was highlighted, which shows that the factor of “Loan-to-Deposit Ratio ” is an important consideration to measure Non-Performing Loans of banks. Banks should properly control the absorption of deposits and loans, so that both deposit and loan holding current assets balance to reduce the excess ratio to adjust the direction of their own operating lending. In particular, loan is a necessary business for banks, and good regulation and control of Non-Performing Loans can guarantee the value of bank assets. Keywords: Non-Performing Loans, panel data regression model, loan-to -deposit ratio
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Thao, Pham Thi. "Determinants of non-performing loans in Vietnamese commercial banks." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/772g9g.
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碩士國立臺北科技大學
管理學院外國學生專班
107
This study aims to identify determinants of non-performing loans in Vietnamese commercial banks by adapting Ordinary Least-Squares (OLS) regression technique. It is believed that the present study of non-performing loan will provide a platform to disclosure the potential impacts of NPLs in Vietnamese commercial banks. This research use panel data of 20 largest Vietnamese commercial banks in the period from 2011-2017. It has been found that ROE, GDP are negatively associated with the occurrence of non-performing loans, whereas CAP, TIME, OWNER and REGION are positively associated with the occurrence of NPLs in commercial banks in Vietnam. From these results, we suggest some important policy implications for the State Bank of Vietnam and bank managers in reducing NPLs.
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Chen, Hsin-Hung, and 陳信宏. "A Study on the Variance of Non-performing Loan Ratios between Metropolitan and Non-metropolitan Housing Loans." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/j6zgvd.
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碩士銘傳大學
財務金融學系碩士在職專班
96
The traditional 5P model of credit authorization by the banking industry is susceptible to influence by the credit evaluator''s subjective opinions. On the other hand, the more objective quantitative rating models often ignores the location factor of the object under consideration, especially the difference between metropolitan and non-metropolitan areas. The present paper adds geographical variable to the rating model generally employed by banks in credit evaluation to assess the impact of geography on non-performing loan ratios, so that banks may be able to estimate the possibility of default by loan customers more accurately. This paper uses data from a bank with housing mortgage cases that completed loan processing between 2003 and 2005 as the population, with a random sample of size 1,484, and performs a backward stepwise logistic regression empirical analysis. The results show that the loan customer''s probability of default is positively correlated with the collateral loan-to-value and relative contract rate, but negatively correlated with the size of loan. Moreover, the probability of default associated with objects located in metropolitan areas is significantly lower than in non-metropolitan areas, other factors being equal. In addition, since competition among banks is generally more intense in metropolitan areas, underestimation of default probability is more likely to happen. However, lowering the threshold for determining default can reduce the risk of misjudging actually defaulting target as lendable target.
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Shih, Min-Han, and 施旻函. "An Empirical Analysis of Bank’s Non-performing Loans in Taiwan." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/49wve7.
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碩士國立中山大學
財務管理學系研究所
103
Housing market conditions have a huge impact on the economic system of a country. Also, banks’ non-performing loans are highly correlated with business cycle fluctuations. Thus, this paper focuses on the issue of how Taiwan’s housing industry can affect banks’ non-performing loans. We use AR(1) model proposed by Kuo(2013), which is based on point-in-time(PIT) and through-the-cycle(TTC) approaches, to estimate banks’ non-performing loans ratios and expected losses. Then we detect whether these two methodologies can effectively release warning signals prior to each crisis since 1997, which we hope to contribute to the establishment of Basel III “countercyclical capital buffer”. The empirical results show that both banks’ expected losses on PIT and TTC bases can release warning signals before crises. Furthermore, the outcome of empirical inspection by using banks’ non-performing loans ratios also provides supporting evidence for the conclusion.
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Geletta, Wondimagegnehu Negera. "Determinants of non-performing loans : the case of Ethiopian banks." Thesis, 2012. http://hdl.handle.net/10500/6120.
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This study intends to assess determinants of nonperforming loans. The mixed research approach was adopted for the study. Survey was conducted with professionals engaged in both private and state owned Banks in Ethiopia holding different positions using a self administered questionnaire. In addition, the study used structured review of documents and records of banks and in-depth interview of senior bank officials in the Ethiopian banking industry.
The findings of the study shows that poor credit assessment, failed loan monitoring, underdeveloped credit culture, lenient credit terms and conditions, aggressive lending, compromised integrity, weak institutional capacity, unfair competition among banks, willful default by borrowers and their knowledge limitation, fund diversion for unintended purpose, over/under financing by banks ascribe to the causes of loan default.
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Lin, Shu-Ming, and 林淑鍲. "The Non-Performing Loans of Banks Processing Mechanism in Taiwan." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/52528961637602535857.
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碩士國立屏東商業技術學院
國際企業所
97
This study investigates the deteriorating non-performing loan (NPL) problem of domestic banks resulted from Asian Financial crisis, depressing economics and overbanking in Taiwan and people’s negligence. The banks’ net worth has been weathered by NPL which even effects the regular operation. Recently, it has become baking’s priority and challenge to deal with NPL. In order to keep in line with the international market and Basel II, regulators have endeavored to revise and promulgate more strict rules on defining NPL. These rules will be further described in this article. More to say, our government set up Resolution Trust Corporation (RTC) to take over some nonperforming financial institutions and assist them to solve NPL problem or exit the market without causing any systematic banking crisis. This essay uses t-test to compare private financial holding companies (FHC) and banks with government run banks and analyzes their NPL management and operating performance. Results show that the NPL ratios of private FHC and banks are higher than government run banks, while the net worth is lower. It is proved that government-run banks are better in NPL management and operating performance. The conclusion and recommendations for possible NPL improvement will be present in the last part of this essay.
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Baptista, Matheus de Almeida. "Non-performing loans in Latin America: determinants and macroeconomic effects." Master's thesis, 2021. http://hdl.handle.net/10362/131503.
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The paper investigates the determinants of non-performing loans in 13 Latin American countries using a panel data approach from 2005to 2017. The study demonstrates that macroeconomic and bank variables are statistically significant through the estimation. Further, in order to determine the feedback effects of NPLs and economic activity, the Vector Autoregressive(VAR) model is employed with Impulse Response Functions (IRFs). The results suggest that exist strong interactions between the real economy and banking system.