Determinants of Nonperforming Loans: A Global Data Analysis

MBelen Salas (), Prosper Lamothe, Enrique Delgado, Angel L. Fernández-Miguélez and Lucia Valcarce
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MBelen Salas: Universidad de Málaga
Prosper Lamothe: Universidad autónoma de Madrid
Enrique Delgado: Universidad autónoma de Madrid
Angel L. Fernández-Miguélez: Universidad de Málaga
Lucia Valcarce: Universidad de Málaga

Computational Economics, 2024, vol. 64, issue 5, No 6, 2695-2716

Abstract: Abstract This Study Analyzes the Factors that Explain the Evolution of banks´ Nonperforming loan Ratios Worldwide. We use a Sample of 1,631 Entities from 111 Countries Grouped into the Eight Central Regions in the World, with Information Corresponding to the Period 2007–2021. Applying Panel data Methods and an Extensive set of both Specific and Macroeconomic Variables, the Results show that Nonperforming loan Ratio is Determined by a Series of Specific Factors, Regardless of where or when they Operate. These Results may be Helpful to Minimize the cost of Building Models for the Nonperforming loan Analysis in the world´s most Critical Regions.

Keywords: Nonperforming loan; Dynamic Panel data; Credit risk; Bank Industry; Global Economy (search for similar items in EconPapers)
JEL-codes: C58 F34 G21 (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s10614-023-10543-8

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