Determinaciones de los préstamos no redituables en los Estados miembros de la economía mundial, la UE, el G10 y el G20: análisis agregado y desagregado.
Resumen
El objetivo del estudio es investigar empíricamente los determinantes clave de los préstamos no redituables (NPL en inglés) en la economía mundial y a través del análisis de desagregación. Se toman submuestras de estados miembros de la UE, el G10 y el G20. Se consideran 148 países con economías regionales en el período 2009-2016. Se examinan modelos de regresión de panel y ecuaciones agrupadas. Los determinantes más significativos son los NPL rezagados, la relación entre el capital bancario y el activo, la inflación y el crecimiento del PIB. El efecto de la tasa de interés de préstamos en miembros de la UE sobre los NPL se considera significativo. Los miembros del G20 rezagados NPL, el crédito interno al sector privado y la tasa de crecimiento del PIB se suponen determinantes significativos.
Citas
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