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Macroeconomic and Bank-Specific Determinants of the U.S. Non-Performing Loans: Before and During the Recent Crisis

Resource type
Graduating extended essay / Research project
Date created
2012-08
Authors/Contributors
Author: Park, Jung Hyun
Author: Zhang, Lei
Abstract
Both macroeconomic and bank-specific factors are correlated to the occurrence of Non-Performing Loans (NPL). We use a sample of U.S. banks over two distinct time periods to provide empirical evidence of various key macroeconomic and bankspecific determinants’ effects on NPLs.
Description
MSc of Finance Project-Simon Fraser University

Keywords

Copyright statement
Copyright is held by the author(s).
Permissions
You are free to copy, distribute and transmit this work under the following conditions: You must give attribution to the work (but not in any way that suggests that the author endorses you or your use of the work); You may not use this work for commercial purposes.
Scholarly level
Graduate student (Masters)
Peer reviewed?
No
Language
English
Member of collection
Beedie School of Business: Segal Graduate School Final Projects

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