Microeconomic factors influencing impaired loans and credit derivatives prices Cover Image

Microeconomic factors influencing impaired loans and credit derivatives prices
Microeconomic factors influencing impaired loans and credit derivatives prices

Author(s): Boris Šturc, Natália Žoldáková
Subject(s): Micro-Economics, Economic policy, Financial Markets
Published by: Masarykova univerzita
Keywords: microeconomic factors; impaired loans; multiple regression; derivatives;
Summary/Abstract: The article analyses relationship of microeconomic factors with the portion of impaired loans in selected commercial banks. There is multiple regression used for quantification of relationship. For the analysis have been used banks of key euro area countries. Our first hypothesis is based on the presumption of strong correlation among main microeconomic indicators in EU17.