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    Wyświetlanie 1-2 z 2
    Tytuł:
    Climate policy relevant sectors in the Polish commercial banks
    Autorzy:
    Kosztowniak, Aneta
    Powiązania:
    https://bibliotekanauki.pl/articles/30119048.pdf
    Data publikacji:
    2023
    Wydawca:
    Instytut Naukowo-Wydawniczy "SPATIUM"
    Tematy:
    credit portfolio
    CPRS
    transformation risk
    Opis:
    The aim of the study is to estimate credit exposures and their changes in commercial banks' portfolios in terms of sectors important for climate policy, which exposes them to the risk of transition in Poland in 2013-2022. The research concerned the analysis of changes in the structure of the loan portfolio in terms of sectors relevant to climate change (CPRS) broken down by groups (green, black, brown, dirty), industries (fossil fuels, utility-electricity, production, manufacturing, transportation, agriculture), and types of activity divided into sections. The CPRS methodology was applied (Battiston), which is used in EiOPA, ECB, EBA. The share of green exposures of the entire banking sector in 2013-2022 increased (to 49%) and the share of dirty exposures decreased (to 51%). Due to the link between the sections, the three pillars of industries with the greatest risk to transformation among the CPRS were: buildings, transportation and manufacturing.
    Źródło:
    Central European Review of Economics & Finance; 2023, 42, 1; 50-70
    2082-8500
    2083-4314
    Pojawia się w:
    Central European Review of Economics & Finance
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Changes in the quality of bank loan portfolios in EU countries – with the particular case of Poland
    Autorzy:
    Kosztowniak, Aneta
    Powiązania:
    https://bibliotekanauki.pl/articles/2175389.pdf
    Data publikacji:
    2022
    Wydawca:
    Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
    Tematy:
    loan portfolio quality
    non-performing loans (NPL)
    households
    credit risk
    EU
    Polska
    Opis:
    As non-performing loans (NPLs) can cause monetary crises that may turn into financial crises affecting an entire economy, monitoring them is very important. If NPLs are not identified and recognized efficiently, both in terms of speed and scope, NPL resolution effectiveness is undermined, which in turn will have negative effects on the banking sector and ultimately on GDP growth. The main aim of this article is to identify changes in the quality of bank loan portfolios in European Union (EU) countries in 2009–2021, using an example of the Visegrad Group (Czech Republic, Poland, Slovakia, Hungary) as well as France and Germany. Keeping in mind the fact that the share of loans to households in EU portfolios is approximately 60%, it has a significant impact on the share of non-performing loans (NPL) in a bank’s entire portfolio. Therefore, it is important to identify macroeconomic determinants influencing the creditworthiness of households and their loan servicing capacity. The specific aims are, first, to present the differences in NPLs, debt servicing costs, and the structure of loan portfolios in the selected EU countries. Second, to identify countries with high-quality portfolios and those undertaking restructuring. Thirdly, to examine the determinants of NPL for household loans based on the example of Poland, i.e., a country considered representative in terms of the average level of NPL and the portfolio structure in the group of countries studied. This chapter presents the changes of NPLs, debt service ratio, and household loans in selected EU countries in 2009–2021. Moreover, an NPLs econometric model for Poland is constructed, which considers the main factors determining the creditworthiness of households, i.e., macroeconomic factors, financial standing, and debt servicing costs. Tools such as the VECM model, the variance decomposition and the impulse response functions are used. The results for Poland confirm that the NPLs ratio for households was the strongest explanation of previous changes in own NPL, consumption and real wages in the household sector in 2009–2021.
    Źródło:
    Managerial Economics; 2022, 23, 1; 27--48
    1898-1143
    Pojawia się w:
    Managerial Economics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-2 z 2

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