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dc.contributor.author
Makri, Marianthi
en
dc.date.accessioned
2015-06-30T10:19:13Z
dc.date.available
2015-09-27T05:56:51Z
dc.date.issued
2015-06-30
dc.identifier.uri
https://repository.ihu.edu.gr//xmlui/handle/11544/610
dc.rights
Default License
dc.title
Non-performing loans, bank profitability and the financial crisis
en
heal.type
masterThesis
heal.secondaryTitle
The case of the PIIGSC countries
en
heal.language
en
heal.access
free
el
heal.license
http://creativecommons.org/licenses/by-nc/4.0
heal.recordProvider
School of Economics, Business Administration and Legal Studies, MSc in Banking and Finance
heal.publicationDate
2014-10
heal.bibliographicCitation
Makri Marianthi , 2014, Non-performing loans, bank profitability and the financial crisis:The case of the PIIGSC countries, Master's Dissertation, International Hellenic University
en
heal.abstract
This dissertation was written as part of the MSc in Banking & Finance at the International Hellenic University. The aim of the dissertation thesis is to examine the much discussed problem of bank asset quality and non-performing loans, their connection to the global economic crisis, and their impact to banks’ profitability, together with other macroeconomic and bank specific factors. We illustrate data of the non-performing loans, through descriptive analysis, in Greece and the countries of South Europe that are related with the acronym PIIGSC. These countries are commonly accepted to have been influenced the most by the negative impacts of the subprime mortgage crisis started in 2007 the U.S. Moreover, we have created an unbalanced panel dataset of 553 banking institutions regarding the period 2005-2012, performing in Portugal, Italy, Ireland, Greece and Spain. . In order to investigate the pre and post crisis situation, we have spited our sample into two sub-regimes, from 2005-2008 and 2009-2012 and through regression analysis we examine the impact of non-performing loans and other factors such as bank size, capital adequacy and inflation rate, to bank performance, expressed in terms of profitability.
en
heal.tableOfContents
ABSTRACT ..................................................................................................................... I AKCNOWLEDGMENTS .................................................................................................. II CONTENTS .................................................................................................................. III 1.INTRODUCTION......................................................................................................... 2 1.1NON PERFORMING LOANS-TERMINOLOGY ..................................................................... 2 1.1.1IMPERMAINENT AND NON-PERFORMANCE .............................................................. 3 1.2 THE GREEK BANKING SYSTEM THROUTH THE YEARS ....................................................... 4 2.LITERATURE REVIEW ................................................................................................. 5 2.1THE GLOBAL FINANCIAL CRISIS ................................................................................... 5 2.2 DETERMINANTS OF NPLS ........................................................................................ 7 2.3 SECURITISATION .................................................................................................. 10 2.4 BANK PROFITABILITY ............................................................................................. 11 3. METHODOLOGY AND DATA ................................................................................... 12 3.1 OVERVIEW ......................................................................................................... 12 3.2 NON PERFORMING LOANS-DESCRIPTIVE STATISTICS ...................................................... 13 3.2.1 RESULTS ...................................................................................................... 13 3.3 BANK PERFORMANCE ........................................................................................... 15 3.3.1 VARIABLE SELECTION ..................................................................................... 15 3.3.2 METHODOLOGY .......................................................................................... 17 3.3.3 RESULTS ..................................................................................................... 18 4. CONCLUSION.......................................................................................................... 19 REFERENCES ............................................................................................................... 23 APPENDIX .................................................................................................................. 26
en
heal.advisorName
Charitou, Andreas
en
heal.committeeMemberName
Charitou
en
heal.committeeMemberName
Leventis
en
heal.committeeMemberName
Grose
en
heal.academicPublisher
School of Economics and Business Administration, Msc in Banking and Finance
en
heal.academicPublisherID
ihu
heal.numberOfPages
45
heal.fullTextAvailability
false


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