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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Detalhes bibliográficos
Autor principal: Espinoza, Raphael
Outros Autores: Prasad, Ananthakrishnan
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 2010.
Colecção:IMF Working Papers; Working Paper ; No. 2010/224
Acesso em linha:Full text available on IMF