Subject: non-performing loans (NPLs); macroeconomic determinants; bank-specific determinants; Poland; Generalized Method of Moments
Year: 2021
Type: Article
Title: MACRO AND BANK SPECIFIC DETERMINANTS OF NON-PERFORMING LOANS IN POLISH COMMERCIAL BANKS
Author: Petkovski, Mihail
Author: Kjosevski, J.
Author: Jovanovski, Kiril
Abstract: The aim of this paper was to examine the determinants of non-performing loans (NPLs) in Polish commercial banks, and investigate the bank specific and macroeconomic determinants of NPLs for a panel of 18 banks from Poland, using annual data for the period 2005-2018. The authors applied four alternative estimation techniques: the fixed effects model, the random effects model, the difference Generalized Method of Moments and the system Generalized Method of Moments. The analyses show the bank-specific determinants, with the impact on the amount of NPLs including greturn on equity and growth of gross loans, while from the macroeconomic determinants the most important factors are: GDP growth, domestic credit to private sector, public debt and unemployment.
Publisher: Publishing house of Wroclaw University of Economics and Business
Relation: ARGUMENTA OECONOMICA
Identifier: oai:repository.ukim.mk:20.500.12188/18371
Identifier: http://hdl.handle.net/20.500.12188/18371Identifier: 10.15611/aoe.2021.2.06
