Loan portfolio credit risk: country’s economic factors of debtors’ insolvency
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Collection:
Mokslo publikacijos / Scientific publications
Document Type:
Knygų dalys / Parts of the books
Language:
Anglų kalba / English
Title:
Loan portfolio credit risk: country’s economic factors of debtors’ insolvency
In the Book:
CISABE'2018: 7th international conference on changes in social and business environment, April 26-27, 2018, Panevėžys, Lithuania. P. 57-67.. Bologna: Editografica s.r.l., 2018
Subject Category:
Summary / Abstract:
ENThis research aims to reveal the country’s economic factors of loan portfolio credit risk in commercial banks and debtors’ insolvency. The results of research allow foresee the possible problems of non-performing loans in banks of EU countries when the business cycle stage will change to recession. As in Lithuania the new credit boom period has started and Lithuanian central bank has set the additional counter-cyclical buffer of 1% for commercial banks in 2018, the possible forthcoming problems in credit market can be predicted. The statistical modeling of this research allows understand the impact of economic indicators on non-performing loans problem in commercial banks.
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https://www.lituanistika.lt/content/82477
Updated:
2026-02-25 13:39:40
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