JAKUBÍK, Petr a Eyup KADIOGLU. Factors affecting bank loan quality: a panel analysis of emerging markets. International Economics and Economic Policy. Switzerland: Springer, 2021, roč. 18, č. 4, s. nestrankovano, 22 s. ISSN 1612-4804. Dostupné z: https://dx.doi.org/10.1007/s10368-021-00520-7. |
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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, 2021, roč.~18, č.~4, s.~nestrankovano, 22 s. ISSN~1612-4804. Dostupné z: https://dx.doi.org/10.1007/s10368-021-00520-7.
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