Credit dynamics and non-performing loans in the Czech Republic

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F17%3A86098227" target="_blank" >RIV/61989100:27510/17:86098227 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Credit dynamics and non-performing loans in the Czech Republic
Original language description
A strand of literature associates rapid credit growth (CG) with the build-up of credit risk during the expansionary phase of business cycle, and its materialization in the downturn (see e.g. Jimenéz and Saurina, 2006 or Festić et al., 2011). Aim of the paper is to investigate the effects of credit growth on credit risk, measured by ratio of non-performing loans to total loans (NPLR), in the Czech Republic (CR) during the period 1994Q2-2016Q2. Chosen Bayesian estimation method with instrumental variables considers possible endogeneity of credit provision developments vis-a-vis non-performing loans (NPLs), and exploits a priori information obtained from international empirical studies. Preliminary results suggest that credit growth in CR influenced the non-performing loans ratio and origination of non-performing loans in a modest way in the researched time period.
Czech name
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Czech description
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Project
<a href="/en/project/EE2.3.20.0296" target="_blank" >EE2.3.20.0296: Research team for modelling of economic and financial processes at VSB-TU Ostrava</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
9th International Conference on Currency, Banking and International Finance : "Challenges for Financial Sector of CEE Countries in Overcoming Problems of Economic Integration in the EU"
ISBN
978-80-225-4362-0
ISSN
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e-ISSN
neuvedeno
Number of pages
7
Pages from-to
255-261
Publisher name
Ekonóm
Place of publication
Bratislava
Event location
Bratislava
Event date
Sep 20, 2016
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
000411851600033

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