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    • Αποθετήριο Ανοικτού Πανεπιστημίου Κύπρου (Repository of the Open University of Cyprus)
    • Μεταπτυχιακές διατριβές / Master Τhesis
    • Enterprises Risk Management (in English)
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    Credit risk in European Commercial Banks before, during and after the global financial crisis of 2008

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    ERM-2022-00054.pdf (1.085Mb)
    Date
    2022-05
    Author
    Tzarachou, Elis
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    Abstract
    This paper examinates the relation of loan loss reserves and credit risk by using bank’s specific data from European commercial banks for the period 2005 till 2013. The analysis is done on 85 commercial banks from 12 different European countries for the periods before, during and after the global financial recession. By using panel data regression technique for all the above-mentioned years, the purpose is to present to what extend the European commercial banks were able to withstand and absorb shocks in the periods before, during and after the recent global financial recession. Further to the examination of the bank specific determinants of loan loss reserves, the paper also provides a comparison between the countries most affected by the recession and the Northwest European countries which were less affected by the global financial recession. The results shows that many bank specific variables significantly influence credit risk and demonstrate consistent results. Declines in capital, in combination with increases in net interest margin levels and impaired loans levels, can be early signs of future problem loans.
    URI
    http://hdl.handle.net/11128/5210
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    • Enterprises Risk Management (in English)

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    Open University of Cyprus

    PO Box 12794,

    2252, Latsia

    Cyprus

    Tel.: +357 22 411600

    Fax.: +357 22 411601

    • Help
    • Contact Us
    • Open University of Cyprus
    • OUC Library
    • Policies
    • Accessibility and Data Protection

    Find us on:

    • FacebookFacebook
    • EU Flag
    • Republic of Cyprus
    • Structural Funds
    • e University
    • Open University of Cyprus

    The eUniversity Project is co-founded by the European Regional Development Fund and National Funds in the Programmatic Period 2007-2013