Tag: Credit risk
Negative interest rates linked to lower loan loss provisioning
Study of 1958 OECD banks shows that negative interest rate policies reduce loan loss provisioning, with effects varying by inflation, bank size, and specialization.
Fiscal contraction is linked to lower NPLs in the long run
Study shows fiscal consolidation reduces non-performing loans long-term but increases them temporarily, using bank data from Guyana. Oil prices and efficiency matter most.
Network-level model detects systemic credit risk earlier
Framework integrating graph neural networks and contagion modeling to identify systemic vulnerabilities in digital lending ecosystems months earlier than conventional monitoring systems.
Credit risk increases liquidity hoarding in African banks
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in FinancePanel analysis of credit risk-driven liquidity hoarding in African banks, examining institutional quality and global uncertainty effects across 474 institutions, 2013-2022.
