COVID‐19 and credit risk variation across banks: international insights

Acheampong, A ORCID: https://orcid.org/0000-0002-9489-5751, Ibeji, N and Danso, A, 2024. COVID‐19 and credit risk variation across banks: international insights. Managerial and Decision Economics. ISSN 0143-6570

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Abstract

This paper focuses on utilizing non-performing loans (NPLs) as the primary indicator of credit risk to analyze how various bank and country-level characteristics influence changes in credit risk within and between banks across China, Europe, and the U.S. during the COVID-19 period. Over 4,959 bank-quarter observations (from Q4 2019 to Q4 2021), it becomes evident that COVID-19 significantly contributes to the variation in NPLs, underscoring its adverse impact on credit risk. This pattern is consistent across all countries; however, Chinese banks exhibit more robust capabilities in managing credit risk exposure compared to their European and U.S. counterparts. These findings offer significant implications for policymakers, investors, and regulators who are concerned about the repercussions of global pandemics on financial institutions.

Item Type:	Journal article
Publication Title:	Managerial and Decision Economics
Creators:	Acheampong, A., Ibeji, N. and Danso, A.
Publisher:	Wiley
Date:	26 May 2024
ISSN:	0143-6570
Identifiers:	Number Type 10.1002/mde.4271 DOI 1900625 Other
Rights:	This is an open access article under the terms of the Creative Commons Attribution-NonCommercial-NoDerivs License, which permits use and distribution in any medium, provided the original work is properly cited, the use is non-commercial and no modifications or adaptations are made.
Divisions:	Schools > Nottingham Business School
Record created by:	Jonathan Gallacher
Date Added:	05 Jun 2024 10:23
Last Modified:	05 Jun 2024 10:23
URI:	https://irep.ntu.ac.uk/id/eprint/51532

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