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@article{9422,
author = {Jakubík, Petr and Kadioglu, Eyup},
article_location = {Switzerland},
article_number = {4},
doi = {http://dx.doi.org/10.1007/s10368-021-00520-7},
keywords = {Asset quality; Loan quality; Non-performing loans; Banking sector; Emerging marke; FGLS; Net open position in foreign exchange},
language = {eng},
issn = {1612-4804},
journal = {International Economics and Economic Policy},
title = {Factors affecting bank loan quality: a panel analysis of emerging markets},
url = {https://link.springer.com/article/10.1007/s10368-021-00520-7},
volume = {18},
year = {2021}
}
TY - JOUR
ID - 9422
AU - Jakubík, Petr - Kadioglu, Eyup
PY - 2021
TI - Factors affecting bank loan quality: a panel analysis of emerging markets
JF - International Economics and Economic Policy
VL - 18
IS - 4
SP - nestrankovano
EP - nestrankovano
PB - Springer
SN - 16124804
KW - Asset quality
KW - Loan quality
KW - Non-performing loans
KW - Banking sector
KW - Emerging marke
KW - FGLS
KW - Net open position in foreign exchange
UR - https://link.springer.com/article/10.1007/s10368-021-00520-7
N2 - This study investigates the factors affecting the loan quality of banking sector in seventeen emerging and developing markets using quarterly panel dataset covering period of 2010–2019 and utilising feasible generalised least square methodology. Our empirical analysis suggests that inflation and lending ratesnegatively affect the banks’ loan quality measured by non-performing loans. On the contrary, economic growth and capital adequacy show a positive impact on banks’ loan quality. The inclusion of the ratio of net open position in foreign exchange to capital and its’ lagged values, as an additional factor, has marked out this research from other stud-ies. Our results reveal that the ratio has a significant negative impact on loan quality in banking. This finding, as it was also seen in Asian crises of 1997, indicates that the higher the ratio net open position in foreign exchange to capital cause moral haz-ard problem leading to the higher non-performing loans in banking sectors.
ER -
JAKUBÍK, Petr a Eyup KADIOGLU. Factors affecting bank loan quality: a panel analysis of emerging markets. \textit{International Economics and Economic Policy}. Switzerland: Springer, roč.~18, č.~4, s.~nestrankovano, 22 s. ISSN~1612-4804. doi:10.1007/s10368-021-00520-7. 2021.
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