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...

Mô tả đầy đủ

Chi tiết về thư mục
Tác giả chính: Espinoza, Raphael
Tác giả khác: Prasad, Ananthakrishnan
Định dạng: Tạp chí
Ngôn ngữ:English
Được phát hành: Washington, D.C. : International Monetary Fund, 2010.
Loạt:IMF Working Papers; Working Paper ; No. 2010/224
Truy cập trực tuyến:Full text available on IMF