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Financial Stability in the Baltics

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    Abstract

    The authors test the hypothesis of procyclicality of banking sector results in the Baltic economies. Their estimates suggest that a slowdown in economic activity is likely to accelerate the growth of the nonperforming loan (NPL) ratio in the Baltics. They also support the hypothesis that a rapid growth of credit harms loan performance, most likely due to soft-loan constraints and macroeconomic overheating. Higher concentration in banking market coincides with relatively higher nonperforming loans. Compliance with the Basel core principles improves the quality of the loan portfolio.

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    Bibliographic Info

    Article provided by Charles University Prague, Faculty of Social Sciences in its journal Finance a uver - Czech Journal of Economics and Finance.

    Volume (Year): 59 (2009)
    Issue (Month): 6 (December)
    Pages: 554-576

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    Handle: RePEc:fau:fauart:v:59:y:2009:i:6:p:554-576

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    Related research

    Keywords: cyclicality; non-performing loans; systemic risk; asset quality;

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    Cited by:
    1. Alenka Kavkler & Mejra Festić, 2011. "Modelling Stock Exchange Index Returns in Different GDP Growth Regimes," Prague Economic Papers, University of Economics, Prague, vol. 2011(1), pages 3-22.
    2. Vasiliki Makri & Konstantinos Papadatos, 2014. "How accounting information and macroeconomic environment determine credit risk? Evidence from Greece," International Journal of Economic Sciences and Applied Research (IJESAR), Technological Educational Institute (TEI) of Kavala, Greece, vol. 7(1), pages 129-143, April.

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