The Dynamics of Non-Performing Loans during Banking Crises : A New Database /

This paper presents a new dataset on the dynamics of non-performing loans (NPLs) during 88 banking crises since 1990. The data show similarities across crises during NPL build-ups but less so during NPL resolutions. We find a close relationship between NPL problems-elevated and unresolved NPLs-and t...

Полное описание

Библиографические подробности
Главный автор: Ari, Anil
Другие авторы: Chen, Sophia, Ratnovski, Lev
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2019.
Серии:IMF Working Papers; Working Paper ; No. 2019/272
Online-ссылка:Full text available on IMF
LEADER 01808cas a2200265 a 4500
001 AALejournalIMF016067
008 230101c9999 xx r poo 0 0eng d
020 |c 5.00 USD 
020 |z 9781513521152 
022 |a 1018-5941 
040 |a BD-DhAAL  |c BD-DhAAL 
100 1 |a Ari, Anil. 
245 1 4 |a The Dynamics of Non-Performing Loans during Banking Crises :   |b A New Database /  |c Anil Ari, Sophia Chen, Lev Ratnovski. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2019. 
300 |a 1 online resource (40 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a This paper presents a new dataset on the dynamics of non-performing loans (NPLs) during 88 banking crises since 1990. The data show similarities across crises during NPL build-ups but less so during NPL resolutions. We find a close relationship between NPL problems-elevated and unresolved NPLs-and the severity of post-crisis recessions. A machine learning approach identifies a set of pre-crisis predictors of NPL problems related to weak macroeconomic, institutional, corporate, and banking sector conditions. Our findings suggest that reducing pre-crisis vulnerabilities and promptly addressing NPL problems during a crisis are important for post-crisis output recovery. 
538 |a Mode of access: Internet 
700 1 |a Chen, Sophia. 
700 1 |a Ratnovski, Lev. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2019/272 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2019/272/001.2019.issue-272-en.xml  |z IMF e-Library