ВПЛИВ БАНКІВСЬКИХ І МАКРОЕКОНОМІЧНИХ ФАКТОРІВ НА НЕПРАЦЮЮЧІ КРЕДИТИ: ДОСВІД ЗАХІДНОБАЛКАНСЬКИХ КРАЇН
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Надіслано: 21-12-2024
Опубліковано: 30-04-2025
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Ця стаття опублікована відповідно до стандартів відкритого доступу та розповсюджується за ліцензією Creative Commons Attribution 4.0 International (CC BY 4.0), яка дозволяє необмежене використання, розповсюдження та відтворення змісту на будь-якому носії, за умови зазначення оригінального автора та джерела.
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Анотація
Це дослідження вивчає комбінацію банківських і макроекономічних чинників із метою виявлення та вимірювання їхнього впливу на проблемні кредити (ПК) для країн Західних Балкан. У дослідженні розглянуто вибірку з 6 країн цього регіону за період 2012-2023 років. Економетричний підхід є гібридом між OLS та оцінкою за методом Arellano-Bover / Blundell Bond, також використані певні діагностичні тести для вимірювання специфічних проблем, таких як гетероскедастичність, одиничні корені та ендогенність. Результати свідчать, що процентна ставка за кредитами (LIR), коефіцієнт кредитів до депозитів (LDR) та інфляція (INF) мають важливий статистичний вплив на ПК. Водночас ВВП та прямі іноземні інвестиції мають значний негативний вплив. Несподіваний результат полягає в тому, що коефіцієнт капіталу банку має позитивний, але статистично незначущий ефект. Новизна та оригінальність цього дослідження зосереджені на включенні країн, економетричному підході та заповненні прогалин у вивченні різних факторів. Дослідження прагне створити академічну базу для змістовної дискусії між дослідниками та політичними структурами, що займаються ухваленням рішень.
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