Nonperforming Loans in the GCC Banking System and their Macroeconomic Effects /

According to a dynamic panel estimated over 1995 - 2008 on around 80 banks in the GCC region, the NPL ratio worsens as economic growth becomes lower and interest rates and risk aversion increase. Our model implies that the cumulative effect of macroeconomic shocks over a three year horizon is indeed...

Description complète

Détails bibliographiques
Auteur principal: Espinoza, Raphael
Autres auteurs: Prasad, Ananthakrishnan
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2010.
Collection:IMF Working Papers; Working Paper ; No. 2010/224
Accès en ligne:Full text available on IMF