Προσδιοριστικοί παράγοντες των μη εξυπηρετούμενων δανείων: ανάλυση σε επίπεδο χώρας

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Τραπεζικά δάνεια ; Τραπεζική οικονομική ; Δείκτες τιμών ; Γραμμικές εξισώσεις ; Ανάλυση παλινδρόμησης ; Τράπεζες και τραπεζικές εργασίες -- ΑξιολόγησηAbstract
This paper attempt to analyze the main determinants influencing the course of non-performing bank loans to the OECD countries over the period 2000 to 2010. The unit of non-performing loans ratio used NPL (Non Performing Loans), which expresses the total non-performing loans to total loans of banks. To examine the relationship between non-performing loans and a set of macroeconomic, institutional and qualitative variables used in a linear equation, and regression analysis is performed using the least squares method of organizing data in a form Panel Data. The results indicate exported clear and strong positive relationship between the ratio of non-performing loans with the same index with a lag, a strong and positive relationship with the index level of inflation and end negative and strong relationship between the ratio of non-performing loans and index measuring the efficiency of banks ROA (Return on Assets).