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Author
Skała Dorota (Uniwersytet Szczeciński)
Title
Loan Growth in Banks: : Origins and Consequences
Przyrost portfela kredytowego w bankach: źródła i konsekwencje
Source
Zeszyty Naukowe Uniwersytetu Szczecińskiego. Finanse, Rynki Finansowe, Ubezpieczenia, 2012, nr 54, s. 113-124, rys., bibliogr. 12 poz.
Keyword
Rynek kapitałowy, Portfel kredytowy, Ryzyko kredytowe, Przegląd literatury
Capital market, Credit portfolio, Credit risk, Literature review
Note
summ.
Abstract
Artykuł ma na celu zaprezentowanie przeglądu literatury z ostatnich lat, dotyczącej źródeł i motywacji przyrostu portfela kredytowego, powiązań pomiędzy przyrostem kredytowym, ryzykiem i cyklem koniunkturalnym oraz roli wyceny ryzyka kredytowego podejmowanego przez banki. Istnieją empiryczne dowody na to, że szybki przyrost portfela kredytowego powoduje wzrost ryzyka kredytowego, który materializuje się w ciągu trzech lat od udzielenia kredytu. Pojawiają się różnice między systemami bankowymi krajów rozwiniętych i rozwijających się, jako że ekspansja kredytowa na rynkach rozwijających się może wskazywać na niezbędne pogłębienie w systemie finansowym i niekoniecznie musi skutkować pogorszeniem jakości aktywów. Analizowana jest również rola poziomu marż kredytowych, w kontekscie wymagania przez banki odpowiedniej wysokości premii za ryzyko w celu pokrycia ryzyka kredytowego nowych kredytobiorców.(abstrakt oryginalny)

Summing up, it seems that the majority of existing bank literature associates rapid loan growth on developed markets with an increased credit risk, notwithstanding its importance to revenue generation. Empirical studies prove the relation between loan growth and risk, with rapid portfolio expansion resulting in increased repayment problems in a three year lag. On developed markets, new customers are of lower quality than the existing client base, but competitive pressures refrain banks from charging adequate risk premiums on such loans. This may explain falling net interest margins observed in international financial institutions in recent years and indicate a growing overall risk profile. Loan growth is demonstrated to be positively related to macroeconomic upswings and, in parallel, to be a factor in spurring banking crises. On an individual bank level, loan growth depends on inside factors such as the time that has passed since the last bad loan crisis and outside factors, such as loan growth pursued by competitors. As a result, loan growth is a crucial factor that expresses individual bank approach towards credit risk and its assessment of future performance.(original text)
Accessibility
The Main Library of Poznań University of Economics and Business
Szczecin University Main Library
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Bibliography
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ISSN
1640-6818
1733-2842
Language
eng
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