Macroeconomic and Bank-specific determinants of Npls in Europe: the role of branches and bank size

Candida Bussoli, Vito Caputo and Danilo Conte
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Candida Bussoli: Università Lum Jean Monnet
Vito Caputo: Università Lum Jean Monnet
Danilo Conte: Università Lum Jean Monnet

BANCARIA, 2020, vol. 1, 22-43

Abstract: The paper aims to test the impact of macroeconomic and microeconomic indicators on the quality of bank lending, based on a sample of 711 European banks with different specialisations, in the period 2013-2017. The evidences show that, on one side, adverse macro conditions worsen the quality of loans. On the other side, banks with higher profitability and capitalisation have a lower level of non-performing loans and loss reserves. Finally, the analysis indicates that more branches are negatively associated with credit quality, however their negative impact is reduced for larger banks

JEL-codes: G20 G21 (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:ban:bancar:v:1:y:2020:m:january:p:22-43

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