|
|
|
|
| LEADER |
03438naa a2200505 4500 |
| 001 |
0-1760364894 |
| 003 |
DE-627 |
| 005 |
20210614084215.0 |
| 007 |
cr uuu---uuuuu |
| 008 |
210614s2020 xx |||||o 00| ||eng c |
| 024 |
7 |
|
|a 10.2478/ethemes-2021-0008
|2 doi
|
| 035 |
|
|
|a (DE-627)1760364894
|
| 035 |
|
|
|a (DE-599)KXP1760364894
|
| 040 |
|
|
|a DE-627
|b ger
|c DE-627
|e rda
|
| 041 |
|
|
|a eng
|
| 084 |
|
|
|a G21
|a G17
|2 jelc
|
| 100 |
1 |
|
|a Ristić, Kristijan
|e VerfasserIn
|4 aut
|
| 245 |
1 |
0 |
|a Analysis of non-performing loans’ determinants in the banking sector of the Republic of Serbia
|c Kristijan Ristić, Mirjana Jemović
|
| 264 |
|
1 |
|c 2020
|
| 336 |
|
|
|a Text
|b txt
|2 rdacontent
|
| 337 |
|
|
|a Computermedien
|b c
|2 rdamedia
|
| 338 |
|
|
|a Online-Ressource
|b cr
|2 rdacarrier
|
| 506 |
0 |
|
|q DE-206
|a Open Access
|e Controlled Vocabulary for Access Rights
|u http://purl.org/coar/access_right/c_abf2
|
| 520 |
|
|
|a After the financial deregulation that marked the last two decades of the 20th century, banks lost their monopolistic position and faced a number of competitors on the financial market. Fighting for their market share, banks began to grant loans under more relaxed terms. This policy increased the share of non-performing loans (NPLs) and ultimately increased credit risk in the banking sector. The share of non-performing loans in total loans indicates the quality of bank assets, so their analysis and trend are an important parameter in assessing the stability of the banking and overall financial sector. The paper aims to analyze the NPL trend in the banking sector of the Republic of Serbia in the period from 2010-2019 and, thus, identify determinants that significantly affect the extent of credit risk. The research uses vector autoregressive model (VAR), and the results confirm that gross domestic product, inflation, unemployment, return on total assets (ROA), cost efficiency, capital adequacy ratio, and income diversification affect NPLs. The analysis shows that the level of non-performing loans depends on a number of factors, both macroeconomic and bank-specific, which regulatory authorities must keep in mind when assessing the credit risk that banks face.
|
| 540 |
|
|
|q DE-206
|a Namensnennung - Nicht kommerziell - Keine Bearbeitungen 4.0 International
|f CC BY-NC-ND 4.0
|2 cc
|u https://creativecommons.org/licenses/by-nc-nd/4.0/
|
| 650 |
|
4 |
|a NPL
|7 (dpeaa)DE-206
|
| 650 |
|
4 |
|a determinants
|7 (dpeaa)DE-206
|
| 650 |
|
4 |
|a VAR
|7 (dpeaa)DE-206
|
| 650 |
|
4 |
|a banking sector in RS
|7 (dpeaa)DE-206
|
| 655 |
|
4 |
|0 (DE-206)49
|a Aufsatz in Zeitschrift
|5 DE-206
|
| 700 |
1 |
|
|a Jemović, Mirjana
|e VerfasserIn
|4 aut
|
| 773 |
0 |
8 |
|i Enthalten in
|t Ekonomske teme
|d Niš : Faculty of Economics Nis, 2009
|g 59(2021), 1 vom: März, Seite 133-151
|h Online-Ressource
|w (DE-627)618798846
|w (DE-600)2539222-0
|w (DE-576)322138027
|x 2217-3668
|7 nnns
|
| 773 |
1 |
8 |
|g volume:59
|g year:2021
|g number:1
|g month:03
|g pages:133-151
|
| 856 |
4 |
0 |
|u http://www.economic-themes.com/pdf/et2021en1-8.pdf
|x Verlag
|z kostenfrei
|
| 856 |
4 |
0 |
|u https://doi.org/10.2478/ethemes-2021-0008
|x Resolving-System
|z kostenfrei
|
| 951 |
|
|
|a AR
|
| 856 |
4 |
0 |
|u https://doi.org/10.2478/ethemes-2021-0008
|9 LFER
|
| 856 |
4 |
0 |
|u http://www.economic-themes.com/pdf/et2021en1-8.pdf
|9 LFER
|
| 970 |
|
|
|c OD
|
| 971 |
|
|
|c EBOOK
|
| 972 |
|
|
|c EBOOK
|
| 973 |
|
|
|c Aufsatz
|
| 935 |
|
|
|a lfer
|
| 852 |
|
|
|a LFER
|x epn:3945666287
|z 2021-07-06T06:27:28Z
|
| 980 |
|
|
|a 1760364894
|b 0
|k 1760364894
|c lfer
|
SOLR
| _version_ |
1815584220733505536 |
| access_state_str |
Open Access |
| author |
Ristić, Kristijan, Jemović, Mirjana |
| author_facet |
Ristić, Kristijan, Jemović, Mirjana |
| author_role |
aut, aut |
| author_sort |
Ristić, Kristijan |
| author_variant |
k r kr, m j mj |
| collection |
lfer |
| container_reference |
volume:59; pages:133-151; year:2021; month:03; 59(2021), 1 vom: März, Seite 133-151; number:1 |
| container_title |
Ekonomske teme |
| contents |
After the financial deregulation that marked the last two decades of the 20th century, banks lost their monopolistic position and faced a number of competitors on the financial market. Fighting for their market share, banks began to grant loans under more relaxed terms. This policy increased the share of non-performing loans (NPLs) and ultimately increased credit risk in the banking sector. The share of non-performing loans in total loans indicates the quality of bank assets, so their analysis and trend are an important parameter in assessing the stability of the banking and overall financial sector. The paper aims to analyze the NPL trend in the banking sector of the Republic of Serbia in the period from 2010-2019 and, thus, identify determinants that significantly affect the extent of credit risk. The research uses vector autoregressive model (VAR), and the results confirm that gross domestic product, inflation, unemployment, return on total assets (ROA), cost efficiency, capital adequacy ratio, and income diversification affect NPLs. The analysis shows that the level of non-performing loans depends on a number of factors, both macroeconomic and bank-specific, which regulatory authorities must keep in mind when assessing the credit risk that banks face. |
| ctrlnum |
(DE-627)1760364894, (DE-599)KXP1760364894 |
| doi_str_mv |
10.2478/ethemes-2021-0008 |
| facet_avail |
Online, Free |
| format |
ElectronicBookComponentPart |
| format_access_txtF_mv |
Article, E-Article |
| format_de105 |
Ebook |
| format_de14 |
Article, E-Article |
| format_de15 |
Article, E-Article |
| format_del152 |
Buch |
| format_detail_txtF_mv |
text-online-monograph-child |
| format_dezi4 |
e-Book |
| format_finc |
Article, E-Article |
| format_legacy |
ElectronicBookPart |
| format_strict_txtF_mv |
E-Article |
| genre |
(DE-206)49 Aufsatz in Zeitschrift DE-206 |
| genre_facet |
Aufsatz in Zeitschrift |
| geogr_code |
not assigned |
| geogr_code_person |
not assigned |
| hierarchy_parent_id |
0-618798846 |
| hierarchy_parent_title |
Ekonomske teme |
| hierarchy_sequence |
59(2021), 1 vom: März, Seite 133-151 |
| hierarchy_top_id |
0-618798846 |
| hierarchy_top_title |
Ekonomske teme |
| id |
0-1760364894 |
| illustrated |
Not Illustrated |
| imprint |
2020 |
| imprint_str_mv |
2020 |
| institution |
DE-D117, DE-105, LFER, DE-Ch1, DE-15, DE-14, DE-L242, DE-Zwi2 |
| is_hierarchy_id |
0-1760364894 |
| is_hierarchy_title |
Analysis of non-performing loans’ determinants in the banking sector of the Republic of Serbia |
| issn |
2217-3668 |
| kxp_id_str |
1760364894 |
| language |
English |
| last_indexed |
2024-11-13T05:33:56.294Z |
| license_str_mv |
https://creativecommons.org/licenses/by-nc-nd |
| local_heading_facet_dezwi2 |
NPL, determinants, VAR, banking sector in RS |
| marc024a_ct_mv |
10.2478/ethemes-2021-0008 |
| match_str |
ristic2020analysisofnonperformingloansdeterminantsinthebankingsectoroftherepublicofserbia |
| mega_collection |
Verbunddaten SWB, Lizenzfreie Online-Ressourcen |
| misc_de105 |
EBOOK |
| multipart_link |
322138027 |
| multipart_part |
(322138027)59(2021), 1 vom: März, Seite 133-151 |
| publishDate |
2020 |
| publishDateSort |
2020 |
| publishPlace |
|
| publisher |
|
| record_format |
marcfinc |
| record_id |
1760364894 |
| recordtype |
marcfinc |
| rvk_facet |
No subject assigned |
| source_id |
0 |
| spelling |
Ristić, Kristijan VerfasserIn aut, Analysis of non-performing loans’ determinants in the banking sector of the Republic of Serbia Kristijan Ristić, Mirjana Jemović, 2020, Text txt rdacontent, Computermedien c rdamedia, Online-Ressource cr rdacarrier, DE-206 Open Access Controlled Vocabulary for Access Rights http://purl.org/coar/access_right/c_abf2, After the financial deregulation that marked the last two decades of the 20th century, banks lost their monopolistic position and faced a number of competitors on the financial market. Fighting for their market share, banks began to grant loans under more relaxed terms. This policy increased the share of non-performing loans (NPLs) and ultimately increased credit risk in the banking sector. The share of non-performing loans in total loans indicates the quality of bank assets, so their analysis and trend are an important parameter in assessing the stability of the banking and overall financial sector. The paper aims to analyze the NPL trend in the banking sector of the Republic of Serbia in the period from 2010-2019 and, thus, identify determinants that significantly affect the extent of credit risk. The research uses vector autoregressive model (VAR), and the results confirm that gross domestic product, inflation, unemployment, return on total assets (ROA), cost efficiency, capital adequacy ratio, and income diversification affect NPLs. The analysis shows that the level of non-performing loans depends on a number of factors, both macroeconomic and bank-specific, which regulatory authorities must keep in mind when assessing the credit risk that banks face., DE-206 Namensnennung - Nicht kommerziell - Keine Bearbeitungen 4.0 International CC BY-NC-ND 4.0 cc https://creativecommons.org/licenses/by-nc-nd/4.0/, NPL (dpeaa)DE-206, determinants (dpeaa)DE-206, VAR (dpeaa)DE-206, banking sector in RS (dpeaa)DE-206, (DE-206)49 Aufsatz in Zeitschrift DE-206, Jemović, Mirjana VerfasserIn aut, Enthalten in Ekonomske teme Niš : Faculty of Economics Nis, 2009 59(2021), 1 vom: März, Seite 133-151 Online-Ressource (DE-627)618798846 (DE-600)2539222-0 (DE-576)322138027 2217-3668 nnns, volume:59 year:2021 number:1 month:03 pages:133-151, http://www.economic-themes.com/pdf/et2021en1-8.pdf Verlag kostenfrei, https://doi.org/10.2478/ethemes-2021-0008 Resolving-System kostenfrei, https://doi.org/10.2478/ethemes-2021-0008 LFER, http://www.economic-themes.com/pdf/et2021en1-8.pdf LFER, LFER epn:3945666287 2021-07-06T06:27:28Z |
| spellingShingle |
Ristić, Kristijan, Jemović, Mirjana, Analysis of non-performing loans’ determinants in the banking sector of the Republic of Serbia, After the financial deregulation that marked the last two decades of the 20th century, banks lost their monopolistic position and faced a number of competitors on the financial market. Fighting for their market share, banks began to grant loans under more relaxed terms. This policy increased the share of non-performing loans (NPLs) and ultimately increased credit risk in the banking sector. The share of non-performing loans in total loans indicates the quality of bank assets, so their analysis and trend are an important parameter in assessing the stability of the banking and overall financial sector. The paper aims to analyze the NPL trend in the banking sector of the Republic of Serbia in the period from 2010-2019 and, thus, identify determinants that significantly affect the extent of credit risk. The research uses vector autoregressive model (VAR), and the results confirm that gross domestic product, inflation, unemployment, return on total assets (ROA), cost efficiency, capital adequacy ratio, and income diversification affect NPLs. The analysis shows that the level of non-performing loans depends on a number of factors, both macroeconomic and bank-specific, which regulatory authorities must keep in mind when assessing the credit risk that banks face., NPL, determinants, VAR, banking sector in RS, Aufsatz in Zeitschrift |
| title |
Analysis of non-performing loans’ determinants in the banking sector of the Republic of Serbia |
| title_auth |
Analysis of non-performing loans’ determinants in the banking sector of the Republic of Serbia |
| title_full |
Analysis of non-performing loans’ determinants in the banking sector of the Republic of Serbia Kristijan Ristić, Mirjana Jemović |
| title_fullStr |
Analysis of non-performing loans’ determinants in the banking sector of the Republic of Serbia Kristijan Ristić, Mirjana Jemović |
| title_full_unstemmed |
Analysis of non-performing loans’ determinants in the banking sector of the Republic of Serbia Kristijan Ristić, Mirjana Jemović |
| title_in_hierarchy |
Analysis of non-performing loans’ determinants in the banking sector of the Republic of Serbia / Kristijan Ristić, Mirjana Jemović, |
| title_short |
Analysis of non-performing loans’ determinants in the banking sector of the Republic of Serbia |
| title_sort |
analysis of non-performing loans’ determinants in the banking sector of the republic of serbia |
| title_unstemmed |
Analysis of non-performing loans’ determinants in the banking sector of the Republic of Serbia |
| topic |
NPL, determinants, VAR, banking sector in RS, Aufsatz in Zeitschrift |
| topic_facet |
NPL, determinants, VAR, banking sector in RS, Aufsatz in Zeitschrift |
| url |
http://www.economic-themes.com/pdf/et2021en1-8.pdf, https://doi.org/10.2478/ethemes-2021-0008 |
| work_keys_str_mv |
AT ristickristijan analysisofnonperformingloansdeterminantsinthebankingsectoroftherepublicofserbia, AT jemovicmirjana analysisofnonperformingloansdeterminantsinthebankingsectoroftherepublicofserbia |
