Cikličnost rezultatov bančnega sektorja in makrookolja v Sloveniji, na Slovaškem in Češkem /
Exposure to macroeconomic risk factors across banks is a source of systemic risk that influences the banking sector results. In this paper, we present some evidence on macroeconomic variables affecting the NPL ratio in the Czech Republic, Slovakia and Slovenia. The GDP growth might have improved bor...
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| Glavni avtor: | |
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| Format: | Book Chapter |
| Jezik: | Slovenian |
| Teme: |
banke
> bančništvo
> bančno poslovanje
> rezultati
> makroekonomija
> Slovenija
> Slovaška
> Češka
> poslovno okolje
> ekonomska rast
> ekonomski razvoj
> posojila
|
| Sorodne knjige/članki: | Vsebovano v:
Bančni vestnik |
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| Izvleček: | Exposure to macroeconomic risk factors across banks is a source of systemic risk that influences the banking sector results. In this paper, we present some evidence on macroeconomic variables affecting the NPL ratio in the Czech Republic, Slovakia and Slovenia. The GDP growth might have improved borrowers' ability to serve their bank loans in Slovenia, meanwhile the accelerating non-performing loans ratio dynamics has failed to support the hypothesis that the GDP growth fosters an improvement in the non-performing loans ratio in the case of Slovakia. Meanwhile deceleration in the non-performing loans on net export impulses has supported a pro-cyclical theory in the Czech Republic, Slovakia and Slovenia. The response of non-performing loans on inflation supports the hypothesis about the lowering inflation that decelerates the non-performing loans ratio. Savings have accelerated the non-performing loans ratio in the case of Slovakia and Slovenia. The banking sector performance in terms of the non-performing loans ratio is possibly reflecting a favourable assessment of the economic growth and an increasing indebtedness of private sector could become causes of concern if the macroeconomic environment should develop less favourably. |
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| Fizični opis: | str. 22-25. str. 24-29. |
| ISSN: | 0005-4631 |