 INTEGRATION OF MACROECONOMIC VARIABLES IN THE ANALYSIS OF CREDIT RISK AND THE IMPACT ON THE RATE OF RETURN OF COMPANIES AND THE DEGREE OF CORPORATE INDEBTEDNESSLuminita Gabriela Istrate Proceedings of the INTERNATIONAL MANAGEMENT CONFERENCE, 2020, vol. 14, issue 1, 173-181 Abstract: The credit risk management is an important component of the activity of credit institutions, and an increased supervision is mainly done through credit portfolios. The research offers a perspective on the quantification of non-performing loan rate within the Romanian banking system. The results obtained showed that the strongest impact is that of the EUR/RON exchange rate, however, neither the influence of the impaired receivable rate in the total assets of credit institutions nor the monetary policy interest rate are to be neglected. The presented model aims to define the relationship between the quality of credit portfolios and the macroeconomic environment in Romania. In this respect, 25 annual observations were analysed, the reviewed period of time being 2015 - 2019. Keywords: degree of indebtedness; exchange rate; interest rate; non-performing loan rate; risk (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:rom:mancon:v:14:y:2020:i:1:p:173-181 Access Statistics for this article Proceedings of the INTERNATIONAL MANAGEMENT CONFERENCE is currently edited by Ciocoiu Nadia Carmen More articles in Proceedings of the INTERNATIONAL MANAGEMENT CONFERENCE from Faculty of Management, Academy of Economic Studies, Bucharest, Romania Contact information at EDIRC. |
Is your work missing from RePEc? Here is how to contribute.
Questions or problems? Check the EconPapers FAQ or send mail to .
EconPapers is hosted by the
School of Business at Örebro University.