A Cross-Country Study: Determinants of Non-Performing Loans in the Eurozone

Annual International Conference on Accounting and Finance (AF 2011), Singapore, May 23-24, 2011

2 Pages Posted: 13 May 2011

See all articles by Vasiliki Makri

Vasiliki Makri

University of Patras - Business Administration

Athanasios Tsaganos

Department of Business Administration

Athanasios Bellas

University of Patras

Date Written: May 13, 2011

Abstract

The purpose of this study is to identify, using an econometric model, the factors affecting the Non-Performing Loans Rate (NPL) of the banking systems of the Eurozone for the period 2000-2008. Today, the Eurozone is in the middle of an unprecedented financial crisis, calling into question the soundness of the banking systems of European countries. Looking at both macro-variables (e.g. GDP, debt as % of GDP, unemployment) and micro-variables (Loans, ROA, ROE), we investigate whether and which of these significantly affect the non-performing loans rate.

Keywords: Non-performing Loans, bank specific variables, macroeconomic variables, fixed effect econometric model

JEL Classification: C23, G21

Suggested Citation

Makri, Vasiliki and Tsaganos, Athanasios and Bellas, Athanasios, A Cross-Country Study: Determinants of Non-Performing Loans in the Eurozone (May 13, 2011). Annual International Conference on Accounting and Finance (AF 2011), Singapore, May 23-24, 2011, Available at SSRN: https://ssrn.com/abstract=1840265

Vasiliki Makri (Contact Author)

University of Patras - Business Administration ( email )

Greece

Athanasios Tsaganos

Department of Business Administration ( email )

Patra
Greece

Athanasios Bellas

University of Patras ( email )

Patra
Greece
0030 26910 996269 (Phone)

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