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首页> 外文期刊>Journal of Financial Economic Policy >Non-performing loans in European systemic and non-systemic banks
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Non-performing loans in European systemic and non-systemic banks

机译：欧洲系统性和非全系统银行的非履行贷款

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摘要

Purpose - The distinction between systemic banks (GSIBs) and non-systemic banks (non-GSIBs) is driven by policy reasons. This study aims to examine the behaviour of non-performing loans in European GSIBs and non-GSIBs from 2004 to 2013. Design/methodology/approach - The author uses regression methodology to analyse the association between non-performing loans (NPLs) and the state of the economy. Findings - The author finds that more profitable banks witness higher NPLs regardless of them being systemic or non-systemic. Secondly, GSIBs have fewer NPLs during economic booms and during periods of increased lending, while non-GSIBs experience higher NPLs during periods of increased lending. The author also observes that European non-GSIBs that exceed regulatory capital requirement also experience higher NPLs. In the post-crisis period, there is a significant and negative relationship between NPLs and the economic cycle for GSIBs in the post-financial crisis period and a significant and positive relationship between NPLs, loan supply and bank profitability for GSIBs in the post-financial crisis period; on the other hand, there is a significant and negative relationship between NPLs and regulatory capital ratios for non-GSIBs in the post-financial crisis period and a significant and positive relationship between NPLs and bank profitability for non-GSIBs in the post-financial crisis period. The findings have implications. Originality/value - To the best of the author's knowledge, the literature on the determinants of NPL has not empirically examined the behaviour of NPLs in European GSIBs and non-GSIBs. This paper examines this issue to provide insights to help policymakers and academics understand the peculiarities of NPLs in Europe.
机译：目的 - 通过政策原因驱动系统库（GSIB）和非全系统银行（非GSIB）之间的区别。本研究旨在审查欧洲GSIB和非GSIB中的非表演贷款的行为从2004年到2013年。设计/方法/方法 - 作者使用回归方法来分析非执行贷款（NPLS）与国家之间的关联经济。调查结果 - 作者发现，无论它们是全身或非系统性的，都可以获得更有利可图的银行目睹了更高的不良贷款。其次，GSIB在经济繁荣期间和贷款增加期间有更少的不良贷款，而非GSIB在增加贷款期间经历了更高的不良贷款。作者还观察到超过监管资本要求的欧洲非GSIB也经历了更高的不良贷款。在危机后期，在金融后危机期间的NPLS和GSIB的经济周期之间存在显着和负面关系，以及在金融后GSIB的NPLS，贷款供应和银行盈利能力之间的显着和积极关系危机期;另一方面，金融金融危机期间非GSIB的NPLS和监管资本比率之间存在显着和负面关系，以及金融危机后非GSIB的不良贷款和银行盈利能力之间的显着和积极关系时期。调查结果具有含义。原创性/价值 - 据作者所知，NPL决定因素的文献未经证明在欧洲GSIB和非GSIB中的NPLS行为。本文审查了这个问题，以提供帮助政策制定者和学者了解欧洲不良品的特点。

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