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首页> 外文期刊>Journal of Finance and Investment Analysis >Empirical Determinants of the Non-Performing Loans in the Cypriot Banking System
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Empirical Determinants of the Non-Performing Loans in the Cypriot Banking System

机译：塞浦路斯银行体系不良贷款的经验决定因素

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High levels of nonperforming loans (NPLs) weigh heavily on private investmentand the ability of banks to meet their basic financing role in society. Using linearregression, the paper examines the factors that affect the level of credit risk of theCypriot commercial banks as expressed by the percentage of non-performingloans. Like similar studies in the international literature, macroeconomic andinstitutional/microeconomic factors were utilized to construct and test anappropriate predictive model for NPLs. This empirical study spans the start of theglobal financial crisis in the fourth quarter of 2008 and the resulting recession ofthe economy in the second quarter of 2014. All macroeconomic indicators used inthe creation and testing of five prediction models were found to affect NPLssignificantly, with public debt as a percentage of GDP being the most significantfactor.JEL classification numbers: E32, E44, E51, E52, G10, G21Keywords: Banks, nonperforming loans, business fluctuations, financial stability
机译：高水平的不良贷款严重影响了私人投资以及银行履行其在社会中的基本融资角色的能力。使用线性回归，本文研究了影响塞浦路斯商业银行信贷风险水平的因素，这些因素以不良贷款的百分比表示。与国际文献中的类似研究一样，宏观经济和制度/微观经济因素也被用来构建和检验不良贷款的适当预测模型。这项经验研究涵盖了2008年第四季度全球金融危机的开始以及2014年第二季度由此导致的经济衰退。发现，在创建和检验五个预测模型时使用的所有宏观经济指标均对公共部门债务产生了重大影响。 JEL分类号：E32，E44，E51，E52，G10，G21关键字：银行，不良贷款，业务波动，金融稳定

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