Beyond the crystal ball: forecasting non-performing loans

Tyler Smith
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Tyler Smith: Reserve Bank of New Zealand, http://www.rbnz.govt.nz

No AN2024/06, Reserve Bank of New Zealand Analytical Notes series from Reserve Bank of New Zealand

Abstract: This paper examines the relationship between non-performing loans and economic conditions. This relationship is used to forecast the possible path ofnon-performing loans and provide a useful input into the Reserve Bank of New Zealand’s assessment of financial stability risks.

Pages: 17 pp.
Date: 2024-07
New Economics Papers: this item is included in nep-fdg
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Persistent link: https://EconPapers.repec.org/RePEc:nzb:nzbans:2024/06

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