Determinanty wewnątrzbankowe jakości portfeli kredytowych

Joanna Rachuba

doi:10.18778/2082-4440.42.03

Authors

Joanna Rachuba Uniwersytet Szczeciński, Instytut Ekonomii i Finansów, Wydział Ekonomii, Finansów i Zarządzania, Katedra Finansów i Bankowości https://orcid.org/0000-0001-6975-6760

DOI:

https://doi.org/10.18778/2082-4440.42.03

Keywords:

loan quality, bank level determinants, non-performing loans

Abstract

Maintaining a high quality of loan portfolio constitutes one of the most important challenges faced by the banks. In this process, it becomes particularly important to identify a factor influencing the share of non-performing loans in total loans. Up to date, a lot of research has been devoted to identifying determinants of bank loan portfolios quality. In these analyses, authors focus on bank level characteristics shaping the bank’s propensity to take a credit risk.

The purpose of the article: The organisation and then presenting in a synthetical way the findings based on the international literature regarding bank level determinants of the share of non-performing loans in total loans.

Hypothesis: Bank level characteristics constitute important factors shaping the share of non-performing loans in total loans.

Methodology: Narrative review of international literature on bank level determinants of the share of non-performing loans in total loans.

Results of the research: It has been found that bank level determinants represent a crucial group of factors affecting the quality of banksʼ loan portfolios. Among the selected characteristics of banksʼ activities, relationships between the bank size, equity level, profitability, cost efficiency, the share of loans in the bankʼs total assets, and the loan growth and the share of non-performing loans in total loans have been shown.

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