Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI

Vitor Castro

Economic Modelling, 2013, vol. 31, issue C, 672-683

Abstract: In this paper, we analyze the link between the macroeconomic developments and the banking credit risk in a particular group of countries – Greece, Ireland, Portugal, Spain and Italy (GIPSI) – recently affected by unfavourable economic and financial conditions.

Keywords: Credit risk; Macroeconomic factors; Banking system; GIPSI; Panel data (search for similar items in EconPapers)
JEL-codes: C23 F41 G21 (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (130)

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Related works:
Working Paper: Macroeconomic Determinants of the Credit Risk in the Banking System: The Case of the GIPSI (2013)
Working Paper: Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI (2012)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecmode:v:31:y:2013:i:c:p:672-683

DOI: 10.1016/j.econmod.2013.01.027

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