Business cycle effects on commercial bank loan portfolio performance in developing economies

@inproceedings{Glen2016BusinessCE,
  title={Business cycle effects on commercial bank loan portfolio performance in developing economies},
  author={J. J. Glen and Camilo Mondrag{\'o}n-V{\'e}lez},
  year={2016}
}
  • J. J. Glen, Camilo Mondragón-Vélez
  • Published 2016
This paper studies the effects of business cycles on the performance of commercial bank loan portfolios across major developing economies in the period 1996–2008. We measure loan performance via loan loss provisions (that is, recognized expenses related to expected losses in bank income statements). Our results indicate that while economic growth is the main driver of loan portfolio performance, interest rates have second-order effects. Furthermore, we find the relationship between loan loss… CONTINUE READING

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