ON THE RATIO OF NON-PERFORMING LOANS TO AVERAGE LOAN RATES IN CONSIDERING THE ISSUE OF BANKING RISKS
Vol. 2 No. 1 (2024), Articles
Vol. 2 No. 1 (2024)

ON THE RATIO OF NON-PERFORMING LOANS TO AVERAGE LOAN RATES IN CONSIDERING THE ISSUE OF BANKING RISKS

Articles
Published 2024-01-22
Yuliia Kolomiiets
Department of Finances, Banking and Insurance of Economic faculty V. N. Karazin Kharkiv National University, Ukraine
Valeriia Kochorba
Deputy Director of the Educational and Scientific Institute «Karazin Banking Institute», Department of Banking Business and Financial Technologies, Educational and Scientific Institute «Karazin Banking Institute» V.N. Karazin Kharkiv National University, Ukraine
Vyacheslav Lyashenko3
Department of Media Systems and Technology, Kharkiv National University of Radio Electronics, Ukraine
PDF
DOI

Keywords

Analysis, Ratio, Bank, Credit, Non-performing loans, Credit risks, Credit rates.

How to Cite

Yuliia Kolomiiets, Valeriia Kochorba, & Vyacheslav Lyashenko3. (2024). ON THE RATIO OF NON-PERFORMING LOANS TO AVERAGE LOAN RATES IN CONSIDERING THE ISSUE OF BANKING RISKS. Journal of Universal Science Research, 2(1), 271–281. Retrieved from https://universalpublishings.com/index.php/jusr/article/view/3951
ACM ACS APA ABNT Chicago Harvard IEEE MLA Turabian Vancouver

Download Citation

Endnote/Zotero/Mendeley (RIS) BibTeX

Abstract

Banking activities are of constant interest from researchers and practitioners. The basis of this interest is the role and importance of banks in the economic activities of various economic agents and the life of the population. At the same time, special attention is paid to banking risks, where we highlight credit risks. Based on this, the paper examines the dynamics of the ratio of non-performing loans to loan rates on average on the banking system for a number of individual countries. Graphs and diagrams of such analysis are provided, which allows you to understand the progress of this study.

PDF
DOI

References

Dell'Ariccia, G., & Marquez, R. (2006). Lending booms and lending standards. The journal of finance, 61(5), 2511-2546.

Bolton, P., Freixas, X., Gambacorta, L., & Mistrulli, P. E. (2016). Relationship and transaction lending in a crisis. The Review of Financial Studies, 29(10), 2643-2676.

Vasyurenko, O., & et al.. (2014). Efficiency of lending to natural persons and legal entities by banks of Ukraine: methodology of stochastic frontier analysis. Herald of the National Bank of Ukraine. 1, 5-11.

Lyashenko, V. (2014). Efficiency of bank crediting of real sector of economy in the context of separate banking groups: an empirical example from Ukraine. International Journal of Accounting and Economics Studies, 2(2), 74-79.

Kots, G. P., & Lyashenko, V. (2012). Banking sectors of the economies of European countries in the representation of statistical interrelation between indices that characterize their development. European Applied Sciences, 1, 461-465.

Dobrovolskaya, I., & Lyashenko, V. (2013). Interrelations of banking sectors of European economies as reflected in separate indicators of the dynamics of their cash flows influencing the formation of the resource potential of banks. European Applied Sciences, 1-2, 114-118.

Angeloni, I. (2021). Non-Performing Loans: An Old Problem in a New Situation 31. European Economy, (1), 107-118.

Bacchiocchi, A., Bischi, G. I., & Giombini, G. (2022). Non-performing loans, expectations and banking stability: A dynamic model. Chaos, Solitons & Fractals, 157, 111906.

Ляшенко В. В. (2007). Интерпретация и анализ статистических данных, описывающих процессы экономической динамики. Бизнес Информ, 9(2), 108-113.

Kuzemin, A., & Lyashenko, V. (2009). Methods of comparative analysis of banks functioning: classic and new approaches. Information Theories & Applications, 16(4), 384-396.

Vasiurenko, O., Lyashenko, V., Baranova, V., & Deineko, Z. (2020). Spatial-Temporal Analysis the Dynamics of Changes on the Foreign Exchange Market: an Empirical Estimates from Ukraine. Journal of Asian Multicultural Research for Economy and Management Study, 1(2), 1-6.

Kuzemin, A., & Lyashenko, V. (2006). Fuzzy set theory approach as the basis of analysis of financial flows in the economical security system. International Journal Information Theories & Applications, 13(1), 45-51.

Omarov, M., Tikhaya, T., & Lyashenko, V. (2019). Internet marketing metrics visualization methodology for related search queries. International Journal of Advanced Trends in Computer Science and Engineering, 8(5), 2277-2281.

Dadkhah, M., Lyashenko, V. V., Deineko, Z. V., Shamshirband, S., & Jazi, M. D. (2019). Methodology of wavelet analysis in research of dynamics of phishing attacks. International Journal of Advanced Intelligence Paradigms, 12(3-4), 220-238.

Al-Sharo, Y. M., Abu-Jassar, A. T., Sotnik, S., & Lyashenko, V. (2021). Neural Networks As A Tool For Pattern Recognition of Fasteners. International Journal of Engineering Trends and Technology, 69(10), 151-160.

Nevliudov, I., & et al.. (2020). Method of Algorithms for Cyber-Physical Production Systems Functioning Synthesis. International Journal of Emerging Trends in Engineering Research, 8(10), 7465-7473.

Lyashenko, V., Ahmad, M. A., Sotnik, S., Deineko, Z., & Khan, A. (2018). Defects of communication pipes from plastic in modern civil engineering. International Journal of Mechanical and Production Engineering Research and Development, 8(1), 253-262.

Babker, A. M., Altoum, A. E. A., Tvoroshenko, I., & Lyashenko, V. (2019). Information technologies of the processing of the spaces of the states of a complex biophysical object in the intellectual medical system health. International Journal of Advanced Trends in Computer Science and Engineering, 8(6), 3221-3227.

Nevliudov, I., Yevsieiev, V., Lyashenko, V., & Ahmad, M. A. (2021). GUI Elements and Windows Form Formalization Parameters and Events Method to Automate the Process of Additive Cyber-Design CPPS Development. Advances in Dynamical Systems and Applications, 16(2), 441-455.

Imbierowicz, B., & Rauch, C. (2014). The relationship between liquidity risk and credit risk in banks. Journal of Banking & Finance, 40, 242-256.

Temirov, A. (2019). Credit risks of the commercial banks and the ways to reduce them. Архив научных исследований.

Serrano, A. S. (2021). The impact of non-performing loans on bank lending in Europe: An empirical analysis. The North American Journal of Economics and Finance, 55, 101312.

Khemraj, T., & Pasha, S. (2009). The determinants of non-performing loans: an econometric case study of Guyana (No. 53128). University Library of Munich, Germany.

Tanasković, S., & Jandrić, M. (2015). Macroeconomic and institutional determinants of non-performing loans. Journal of Central Banking Theory and Practice, 4(1), 47-62.

Orhan, A., Kirikkaleli, D., & Ayhan, F. (2019). Analysis of wavelet coherence: service sector index and economic growth in an emerging market. Sustainability, 11(23), 6684.

Kirikkaleli, D., & Gokmenoglu, K. K. (2020). Sovereign credit risk and economic risk in Turkey: empirical evidence from a wavelet coherence approach. Borsa Istanbul Review, 20(2), 144-152.

Wang, Y., Wei, M., Bashir, U., & Zhou, C. (2022). Geopolitical risk, economic policy uncertainty and global oil price volatility—an empirical study based on quantile causality nonparametric test and wavelet coherence. Energy Strategy Reviews, 41, 100851.

Adebayo, T. S. (2020). Revisiting the EKC hypothesis in an emerging market: an application of ARDL-based bounds and wavelet coherence approaches. SN Applied Sciences, 2(12), 1945.

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.