Title The impact of macroeconomic environment on credit risk in commercial banks :
Authors Mileris, Ričardas
ISBN 9786094302411
Full Text Download
Pages 142
Keywords [eng] bank ; credit risk ; non-performing loans ; macroeconomics
Abstract [eng] This study is directed for the understanding how the economic recession influences the credit risk in commercial banks. According to this the scientific problem can be raised – what is the main impact of the country‘s economic downturn on the debtors‘ credit risk in banks? The typical characteristics of these interrelations will be revealed in this study. The object of this research is impact of macroeconomic changes on the credit risk in commercial banks. The aim of this research is to reveal the main impact of macroeconomic changes on credit risk in commercial banks. The tasks of this research: 1. To explain the economic role of commercial banks in country‘s financial system. 2. To select the main banks‘ performance measures that reflect banks‘ status. 3. To analyze the main commercial banks‘ risks that must be managed in banks. 4. To analyze the main peculiarities of credit risk management in banks. 5. To reveal the macroeconomic impact on credit risk in banks analyzing the publications of other researchers. 6. To present the Lithuanian commercial banking system. 7. To estimate the problem of non-performing loans and the changes of financial condition in Lithuanian banks. 8. To analyze the changes of commercial banks macroeconomic environment in Lithuania. 9. To develop the enterprises credit risk assessment model considering the industry sectors sensitivity to the macroeconomic changes. 10. To measure the business and households indebtedness in Lithuania and to evaluate it as factor of NPLs problem in banks. 11. To analyze the non-performing loans problem in European Union. 12. To find the dependence of non-performing loans problem on macroeconomic conditions in European Union. 13. To develop the NPLs in European Union countries prediction model. The methods of this research consist of the analysis of scientific publications and statistical data of commercial banks and economics.
Type Book
Language English
Publication date 2015