Non-performing loan (NPL)
Banks in EU periphery lose most on soured loans
Irish, Spanish, Italian banks also have to wait longest to recover loaned funds to borrowers in default
Which EU banks hold the most SME exposures?
Danske Bank, Crédit Agricole, Group BPCE lead the field
At Santander, Covid relief for €75bn of loans expired through Q3
Sixteen per cent of loans coming out of payment holidays have experienced a fall in creditworthiness
A FAVAR modeling approach to credit risk stress testing and its application to the Hong Kong banking industry
In this paper, a credit risk stress testing model based on the factor-augmented vector autoregressive (FAVAR) approach is proposed to project credit risk loss under stressed scenarios.
Why a European bad bank may not be the right answer
Types of loans most likely to become distressed due to coronavirus don’t suit EU-wide solution
Regulatory lenience over Covid-19 must be carefully judged
Former ECB supervisory board member says unwinding regulatory relief later will take courage
Local banks’ CDSs chase Italy’s sovereign risk higher
MPS and Banco BPM creditworthiness lags Italy’s
EU banks eye bad loan relief from state guarantees
ECB move should prevent rickety loans counting as NPLs
Spanish, Italian big banks purged bad loans in 2019
Top lenders outclass their host banking systems on NPL ratios
Corporate defaults push Danske Bank’s NPLs up 16%
Single-name exposures caused bulk of Q4 impairments
Intesa Sanpaolo cut €2.4bn of bad loans in 2019
Non-performing loan ratio falls to 3.6%
‘Bad banks’ work best alongside capital injections – BIS
Those banks that did not get external funds struggled to improve even after using asset segregation schemes
US Bancorp trimmed toxic assets in Q4
Non-performing asset rate falls to 0.28%
EU banks cut toxic loans, but pace of improvement slowing
Cypriot and Greek banks improve NPL ratios the most in nine months to end-June
Risk solutions house of the year: NatWest Markets
Risk Awards 2020: UK bank blazes Libor transition trail; solutions span NPLs to forex forwards
Greece leads EU on cutting toxic loans in Q2
Non-performing loan ratio of Greek banks falls to 39.2% from 44.8% a year ago
How bad is bad? A look at 30 small banks in China
An anxious China has rescued three banks this year. At least 25 more share some of their worst traits
Soured loans tick up at EU banks in Q1
Total stock of NPLs hits €663 billion
CaixaBank credit risk blitz drives 22% drop in loss reserves
Allowances taken from Q2 earnings fall to just €81 million
US Bancorp slashes bad assets 5% in Q2
Total amount of toxic assets stood at $953 million at end-June
‘Bad banks’ through the ages
How Deutsche Bank’s latest resolution unit stacks up
EU banks cut €56bn of toxic loans
The region’s NPL ratio stood at 3.2%, down 20bp on the previous quarter
US Bancorp takes axe to toxic loans
Non-performing assets fall 17% year-on-year
Intesa Sanpaolo slashed bad loans 26% last year
NPL ratio plummets to 4.2% from 6.2% in 2017