Default, Credit Growth, and Asset Prices

Basurto, Miguel Segoviano; Hofmann, Boris; Goodhart, Charles

doi:10.2139/ssrn.941285

Cited by 3 publications

(1 citation statement)

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“…To calculate this indicator, the market value of equity and assets and shareholders' profits should be used. However, due to lack of data, the book values of all variables, derived from balance sheet data, are used instead.35 In a recent study, Segoviano Basurto,Goodhart, and Hofman (2006) find that a combination of bank lending and property booms increases the likelihood of financial fragility two to three years after a boom.©International Monetary Fund. Not for Redistribution…”

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Greece: Selected Issues

Fund¹

2007

IMF Staff Country Reports

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This Selected Issues paper for Greece was prepared by a staff team of the International Monetary Fund as background documentation for the periodic consultation with the member country. It is based on the information available at the time it was completed on December 18, 2006. The views expressed in this document are those of the staff team and do not necessarily reflect the views of the government of Greece or the Executive Board of the IMF.The policy of publication of staff reports and other documents by the IMF allows for the deletion of market-sensitive information.To assist the IMF in evaluating the publication policy, reader comments are invited and may be sent by e-mail to

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confidence: 99%

Greece: Selected Issues

Fund¹

2007

IMF Staff Country Reports

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Macrofinance Modeling Framework: Financial Sector Risk and Stability Analysis

Gray¹,

Malone²

2008

Macrofinancial Risk Analysis

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Bank lending and loan quality: an emerging economy perspective

Chavan

Gambacorta

2018

Empir Econ

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This paper analyses how non-performing loans (NPLs) in the emerging economy of India behave through the cycle. We find that a one-percentage point increase in loan growth is associated with an increase in NPLs over total advances (NPL ratio) of 4.1% in the long run with the response being higher during expansionary phases. Furthermore, NPL ratios of banks are found to be sensitive to the interest rate environment and the overall growth of the economy. Notwithstanding differences in management and governance structures, there is a procyclical risk-taking response to credit growth in the case of both public and private banks with private banks being more reactive to changes in interest rate and business cycle conditions.

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Default, Credit Growth, and Asset Prices

Cited by 3 publications

References 21 publications

Greece: Selected Issues

Greece: Selected Issues

Macrofinance Modeling Framework: Financial Sector Risk and Stability Analysis

Bank lending and loan quality: an emerging economy perspective

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