XXV Edition

1-2 December 2016"

Macroeconomic and Bank-Specific Determinants of Non-Performing Loans in Albania

Kola Fatmira, University of Rome Tor Vergata

This paper analyses the macroeconomic and bank-specific determinants of non-performing loans (NPLs) in Albania using bank level data of all banks operating in Albanian market. This paper elaborates the methodology developed for the investigation of the relationship between the dependant variable NPLs of each banks and the macroeconomic and bank specific factors before and after the implementation of the credit information registry. In this context, the sample consists of an unbalanced panel of 16 banks, organized quarterly for 13 years, with 789 observations between Q1:2002 to Q4:2014. This is the first empirical research in Albania, that use the data of non-performing loans of each banks.

Area: Young Economists Session (YES award)

Keywords: Non performing loans, Deposits, Credit risk, GDP, Albania

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