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...
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その他の著者: | |
フォーマット: | 雑誌 |
言語: | English |
出版事項: |
Washington, D.C. :
International Monetary Fund,
2010.
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シリーズ: | IMF Working Papers; Working Paper ;
No. 2010/224 |
オンライン・アクセス: | Full text available on IMF |