Detail publikace

Dopad nízkých úrokových sazeb na nesplácené úvěry bank

Autor: prof. PhDr. Petr Teplý Ph.D., Matěj Maivald
Typ: Ostatní
Rok: 2020
Číslo: 0
ISSN / ISBN:
Publikováno v: FFA Working Papers, Czech Republic
Místo vydání: University of Economics in Prague
Klíčová slova: banks, credit risk, low interest rates, non-performing loans
JEL kódy: C33, E43, G21
Citace: Maivald, M., & Teplý, P. (2020). The impact of low interest rates on banks’ non-performing loans. FFA Working Papers, 2, 2020.
Granty: GAČR 18-05244S - Inovativní přístupy k řízení úvěrových rizik VŠE IP100040
Abstrakt: The paper examines the impact of a low interest rate environment on banks’ credit risk measured by the non-performing loan (NPL)/total loans ratio. We analyse a unique sample of annual data on 823 banks from the Eurozone, Denmark, Japan, Sweden, and Switzerland for the 2011-2017 period, which also covers the period of zero and negative rates. We conclude that after 1 year of low interest rates, the NPL ratio increases. Our results are mostly consistent with the findings of previous research, and the majority of differences can be explained by the changes in the economic environment during the period with low interest rates.
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