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Cover IMF Working Papers
Non-Performing Loans in the ECCU: Determinants and Macroeconomic Impact
Ms. Kimberly Beaton, Ms. Alla Myrvoda, and Shernnel Thompson
This paper assesses the determinants of NPLs in the Eastern Caribbean Currency Union (ECCU) and whether a deterioration in asset quality may result in negative feedback effects from the banking system to economic activity. The results suggest that the deterioration in asset quality can be attributed to both macroeconomic and bank-specific factors. Banks with stronger profitability and lower exposure to the construction sector and household loans tend to have lower NPLs. Further, some evidence indicates that foreign owned banks systematically have lower NPLs than domestic banks, pointing to the presence of important differences across bank practices with an impact on asset quality. Finally, the results emphasize the strength of macrofinancial feedback loops in the ECCU.
Keywords:
WP; asset quality; NPL ratio; real GDP; dummy variable; Macrofinancial linkages; non-performing loans; credit growth; feedback effects; force bank; return on assets; ownership structure; economic activity; coverage data sets; bank asset quality; resolution process; Nonperforming loans; Foreign banks; Credit; Loans; Commercial banks; Global; Caribbean
Cover IMF Working Papers
Non-Performing Loans in the ECCU
Determinants and Macroeconomic Impact
Ms. Kimberly Beaton, Ms. Alla Myrvoda, and Shernnel Thompson

cross-country aggregate country-level data (similar to this paper), and, finally, to cross-country bank-level coverage data sets. Love and Ariss (2013) , for instance, explore macroeconomic and bank-level variables to assess the feedback effects, using single economy bank-level data: the entire universe of banks operating in Egypt between 1993 and 2010. The study builds a framework using capital inflows, GDP growth, and lending rate as macroeconomic variables, and loan growth, reserves – proxy for loan quality – and return on average equity as bank

Keywords:
WP; asset quality; NPL ratio; real GDP; dummy variable; NPL resolution process; bank ownership; bank management