The dynamics of non-performing loans during banking crises: A new database with post-COVID-19 implications

B-Tier
Journal: Journal of Banking & Finance
Year: 2021
Volume: 133
Issue: C

Authors (3)

Ari, Anil (International Monetary Fund (I...) Chen, Sophia (not in RePEc) Ratnovski, Lev (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We present a new dataset on the dynamics of non-performing loans (NPLs) during 92 banking crises since 1990. The data show similarities across crises in NPL buildup but much heterogeneity in the pace of NPL resolution. We document how high and unresolved NPLs deepen post-crisis recessions and use a machine learning approach to establish pre-crisis predictors of NPL problems. These predictors—a set of weak macroeconomic, institutional, corporate, and banking sector conditions—help shed light on post-COVID-19 NPL vulnerabilities.

Technical Details

RePEc Handle
repec:eee:jbfina:v:133:y:2021:i:c:s0378426621000984
Journal Field
Finance
Author Count
3
Added to Database
2026-01-24