Determinants of Problem Loans: Non-performing Loans vs. Loan Quality Deterioration
- Hasna Chaibi
Abstract
The growing literature on credit risk determinants provides results that are based on the set of bad loans present in the bank's assets especially non-performing loans. Besides this classic proxy, the present paper examines the determinants of loan quality deterioration by using a qualitative measure. Actually, we take advantage of a detailed dataset containing information on the quality of loans contracted by banks to different Tunisian firms. The study aims to detect if credit risk determinants are different through quantitative and qualitative proxies. We take into account bank-specific indicators that are likely to affect banking credit risk. Overall, the results show that cost inefficiency and bank profitability are common determinants of the credit risk level and the loan quality deterioration, that are differently influenced by bank size and capitalization.
- Full Text: PDF
- DOI:10.5539/ibr.v9n10p86
Journal Metrics
h-index (January 2024): 102
i10-index (January 2024): 947
h5-index (January 2024): N/A
h5-median(January 2024): N/A
( The data was calculated based on Google Scholar Citations. Click Here to Learn More. )
Index
- Academic Journals Database
- ACNP
- ANVUR (Italian National Agency for the Evaluation of Universities and Research Institutes)
- CNKI Scholar
- COPAC
- CrossRef
- EBSCOhost
- EconBiz
- ECONIS
- EconPapers
- Elektronische Zeitschriftenbibliothek (EZB)
- EuroPub Database
- Excellence in Research for Australia (ERA)
- Genamics JournalSeek
- Google Scholar
- Harvard Library
- IBZ Online
- IDEAS
- Infotrieve
- Kobson
- LOCKSS
- Mendeley
- MIAR
- Norwegian Centre for Research Data (NSD)
- PKP Open Archives Harvester
- Publons
- Qualis/CAPES
- RePEc
- ResearchGate
- ROAD
- Scilit
- SHERPA/RoMEO
- SocioRePEc
- Technische Informationsbibliothek (TIB)
- The Keepers Registry
- UCR Library
- Universe Digital Library
- ZBW-German National Library of Economics
- Zeitschriften Daten Bank (ZDB)
Contact
- Kevin DuranEditorial Assistant
- ibr@ccsenet.org