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

Ibeji, N., Acheampong, A. and Danso, A. (2024) COVID‐19 and credit risk variation across banks: International insights. Managerial and Decision Economics. 45(7), pp. 4415-4431. 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.

Uncontrolled Keywords:

/dk/atira/pure/sustainabledevelopmentgoals/industry_innovation_and_infrastructure

Creators:

Ibeji, N., Acheampong, A. and Danso, A.

Date:

26 May 2024

Date Type:

Publication

Page Range:

pp. 4415-4431

Journal or Publication Title:

Managerial and Decision Economics

Volume:

Number:

Number of Pages:

Language:

English

ISSN:

0143-6570

Status:

Published / Disseminated

Refereed:

Yes