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Study Regarding The Influence Of The Unemployment Rate Over Non-Performing Loans In Romania Using The Correlation Indicator

Author

Listed:
  • Iulia Iuga

    (‘1 Decembrie 1918‘ University of Alba Iulia Romania)

  • Ruxandra Lazea

    (‘1 Decembrie 1918‘ University of Alba Iulia Romania)

Abstract

In this paper it is studied the influence of unemployment rate on non-performing loansin Romania. The following issues are presented: the definition of nonperforming loans, the criteriaused by Romania in the definition of nonperforming loans (NPL), Romanian legislation thatregulates nonperforming loans, the causes leading to nonperforming loans and the nationalregulates regarding unemployment. The paper contains also graphic representation of the analysis:1) nonperforming loans in the world, 2) credits in Romania by the five risk classes for years 2006-2011; 3) nonperforming loans based on the unemployment rate in Romania. Finally, we establishedthe correlation between unemployment rate and nonperforming loans in Romania, with the usage ofthe "Pearson" correlation coefficient.

Suggested Citation

  • Iulia Iuga & Ruxandra Lazea, 2012. "Study Regarding The Influence Of The Unemployment Rate Over Non-Performing Loans In Romania Using The Correlation Indicator," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 2(14), pages 1-18.
  • Handle: RePEc:alu:journl:v:2:y:2012:i:14:p:18
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    File URL: http://oeconomica.uab.ro/upload/lucrari/1420122/18.pdf
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    References listed on IDEAS

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    1. Avery, Robert B. & Calem, Paul S. & Canner, Glenn B., 2004. "Consumer credit scoring: Do situational circumstances matter?," Journal of Banking & Finance, Elsevier, vol. 28(4), pages 835-856, April.
    2. Carling, Kenneth & Jacobson, Tor & Linde, Jesper & Roszbach, Kasper, 2007. "Corporate credit risk modeling and the macroeconomy," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 845-868, March.
    3. Foos, Daniel & Norden, Lars & Weber, Martin, 2010. "Loan growth and riskiness of banks," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 2929-2940, December.
    4. Rainer Haselmann & Paul Wachtel, 2007. "Risk Taking by Banks in the Transition Countries," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 49(3), pages 411-429, September.
    5. Ali, Asghar & Daly, Kevin, 2010. "Macroeconomic determinants of credit risk: Recent evidence from a cross country study," International Review of Financial Analysis, Elsevier, vol. 19(3), pages 165-171, June.
    6. Robert B. Avery & Paul S. Calem & Glenn B. Canner, 2004. "Consumer credit scoring: do situational circumstances matter?," BIS Working Papers 146, Bank for International Settlements.
    7. Socol Adela & Iuga Iulia, 2010. "Study Of Correlation Between Average Interest Rate And Non-Performing Loans In The Romanian Banking System During 2006- February 2010," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 777-782, December.
    8. de Haas, Ralph & van Lelyveld, Iman, 2006. "Foreign banks and credit stability in Central and Eastern Europe. A panel data analysis," Journal of Banking & Finance, Elsevier, vol. 30(7), pages 1927-1952, July.
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    More about this item

    Keywords

    nonperforming loans; unemployment rate; analysis; correlation coefficient;

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory

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