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Determinants of non-performing loans ratio. Evidence from firm-level data

Author

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  • Ana-Maria CAZACU (BANCU)

    (Bucharest University of Economic Studies, Romania)

Abstract

The scope of this paper is analyzing the main evolutions of credit risk in Romanian banking sector since the outbreak of the crisis and identifying Non-performing loans (NPL) determinants using firm-level information. The results indicate that larger, more profitable and more productive firms were able to weather better the negative shocks. Labor productivity is one of the most important explanatory variables for firms’ ability of repayment their debt, even after controlling for the evolution of market share and value added or other firm specific characteristics.

Suggested Citation

  • Ana-Maria CAZACU (BANCU), 2015. "Determinants of non-performing loans ratio. Evidence from firm-level data," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(Special(I), pages 354-358.
    • Handle: RePEc:agr:journl:v:xxii:y:2015:i:special(ii):p:354-358
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