Comparative Analysis of the Quality of Loans the Banking Sectors in Central Eastern Europe

Lepczyński, Błażej; Penczar, Marta

doi:10.18276/frfu.2016.4.82/1-77

Zeszyty Naukowe Uniwersytetu Szczecińskiego Finanse Rynki Finansowe Ubezpieczenia

2016

DOI: 10.18276/frfu.2016.4.82/1-77

|View full text |Cite

Comparative Analysis of the Quality of Loans the Banking Sectors in Central Eastern Europe

Błażej Lepczyński¹,

Marta Penczar²

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...

Citation Types

Supporting

Mentioning

Contrasting

Year Published

2021

2023

Publication Types

Select...

Article2

Relationship

Self Cite0

Independent2

Authors

Journals

Cited by 2 publications

References 6 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

Macroeconomic Determinants Affecting Credit Risk in Central and Eastern Europe

Pluskota

2021

Folia Oeconomica Stetinensia

View full text Add to dashboard Cite

Research background: A number of microeconomic and macroeconomic variables affect credit risk. Macroeconomic factors are particularly significant for credit risk volatility. Purpose: The purpose of this study is to identify significant macroeconomic determinants influencing credit risk in the banking sector of Central and Eastern Europe. This goal was achieved as a result of a statistical and econometric analysis. Research methodology: The empirical part includes a statistical study based on an analysis of primary statistics and Pearson’s correlation coefficients between selected variables and the credit risk measure. Afterwards, on the basis of aggregated panel data at the country level, an econometric model was made through the GMM system. Novelty: A statistical and econometric analysis was conducted that showed the occurrence of long-term shocks for credit risk for Central and Eastern European countries, which is in opposition to short-term shocks based on global credit risk studies. The stability of results for the impact of economic growth, unemployment rate and inflation rate on credit risk was confirmed. The occurrence of “moral hazard” in the banking sector of some of the examined countries was also proved. A comparison was made of the impact of macroeconomic variables on credit risk in particular examined countries. A considerable diversity of countries was demonstrated in terms of “moral hazard” in the banking sector.

show abstract

Macroeconomic Determinants Affecting Credit Risk in Central and Eastern Europe

Pluskota

2021

Folia Oeconomica Stetinensia

View full text Add to dashboard Cite

show abstract

Aktualny stan jakości należności kredytowych przedsiębiorstw i niepewność w okresie pandemii

Czajkowska¹

2023

frp

View full text Add to dashboard Cite

Głównym celem artykułu jest ocena jakości należności podmiotów gospodarczych (z uwzględnieniem ich podziału na przedsiębiorców indywidualnych, sektor MSP i duże przedsiębiorstwa) z tytułu kredytów wobec monetarnych instytucji finansowych w Polsce oraz wskazanie różnic w tym zakresie w okresie poprzedzającym pandemię COVID-19 i w trakcie jej trwania, jak również identyfikacja źródeł ryzyka kredytowego w latach 2018–2021. Istotnym elementem badań była identyfikacja najważniejszych czynników wpływających na jakość akcji kredytowej banków na rzecz przedsiębiorstw. Przyjęto problem badawczy, że w okresie pandemii niepewność sytuacji mikro i makroekonomicznej w gospodarce powodowała ograniczanie akcji kredytowej i zaostrzanie kryteriów udzielania kredytów przedsiębiorstwom przez banki, gdyż ryzyko było nieprzewidywalne i trudne do oszacowania, zaś przedsiębiorcy, bazując na własnych zasobach i wysokiej płynności finansowej w okresie przed pandemią, wykazywali ostrożność w zaciąganiu nowych zobowiązań.

show abstract

scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.

Contact Info

customersupport@researchsolutions.com

10624 S. Eastern Ave., Ste. A-614

Henderson, NV 89052, USA

This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.

Blog Terms and Conditions API Terms Privacy Policy Contact Cookie Preferences Do Not Sell or Share My Personal Information

Made with 💙 for researchers

Part of the Research Solutions Family.

Comparative Analysis of the Quality of Loans the Banking Sectors in Central Eastern Europe

Cited by 2 publications

References 6 publications

Macroeconomic Determinants Affecting Credit Risk in Central and Eastern Europe

Macroeconomic Determinants Affecting Credit Risk in Central and Eastern Europe

Aktualny stan jakości należności kredytowych przedsiębiorstw i niepewność w okresie pandemii

Contact Info

Product

Resources

About