The effect of Non-performing Loans Some Evidence精品分析.docVIP

The Non-performing Loans: Some Bank-level Evidences Yixin Hou Corresponding author Department of Economics, Corresponding author Department of Economics, University of Birmingham Edgbaston Birmingham Email address: yxh375@bham.ac.uk Abstract This paper looks into the non-performing loan problem in commercial banks. Using the threshold regression technique, we found some evidences that non-performing loans have non-linear negative effect on banks lending behaviour. JEL Codes: G21 E44 Key Words: non-performing loan, credit crunch, threshold effect, capital ratio I. Introduction A simple d