Microeconomic factors influencing impaired loans and credit derivatives prices
| Authors | |
|---|---|
| Year of publication | 2013 |
| Type | Article in Proceedings |
| Conference | European Financial Systems 2013. Proceedings of the 10th International Scientific Conference |
| MU Faculty or unit | |
| Citation | |
| Field | Economy |
| Keywords | microeconomic factors; impaired loans; multiple regression; derivatives |
| Description | The article analyses relationship of microeconomic factors with the portion of impaired loans in selected commercial banks. There is multiple regression used for quantification of relationship. For the analysis have been used banks of key euro area countries. Our first hypothesis is based on the presumption of strong correlation among main microeconomic indicators in EU17. We focused on correlations within EU. It focuses on searching for correlation between factors and the ratio. Final result should be econometric model that quantifies this relationship and selects significant factors among less important factors. |
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