Impact of Bank Specific and Macro Determinants on Non-performing Loans of Polish Banking Sector

Burim Gashi

Economic Studies journal, 2021, issue 7, 129-147

Abstract: The aim of this paper is to examine the determinants of non-performing loans (NPLs) in Poland. We investigate macroeconomic and bank-specific determinants of NPLs – for a panel of 18 banks from Poland, using annual data for the period 2005-2018. We apply two alternative estimation techniques: fixed-effects model and system Generalised Method of Moments. The results show the bank-specific determinants, with an impact on the amount of NPLs include return on equity and growth of gross loans,, while the most important macroeconomic factors influencing NPLs in Poland are GDP growth, domestic credit to the private sector, public debt and unemployment.

JEL-codes: C23 C51 G2 G21 (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:bas:econst:y:2021:i:7:p:129-147

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