## The Dynamics of Non-Performing Loans during Banking Crises: A New Database

_IMF Working Papers, December 6, 2019_

## Source details

**Canonical URL:** [The Dynamics of Non-Performing Loans during Banking Crises: A New Database](https://www.imf.org/en/publications/wp/issues/2019/12/06/the-dynamics-of-non-performing-loans-during-banking-crises-a-new-database-48839)

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## Bibliographic details
- Authors: Anil Ari, Sophia Chen, Lev Ratnovski
- Published: December 6, 2019
- Series: IMF Working Papers
- DOI: https://doi.org/10.5089/9781513521152.001

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### Overview and scope
- Presents a new dataset on the dynamics of non-performing loans (NPLs) during 88 banking crises since 1990.
- Series: Working Paper No. 2019/272; Issue: 272; Volume: 2019; Pages: 40.
- DOI: https://doi.org/10.5089/9781513521152.001
- ISBN: 9781513521152; ISSN: 1018-5941; Stock No: WPIEA2019272.

### Key empirical findings
- Data show similarities across crises during NPL build-ups but less similarity during NPL resolutions.
- There is a close relationship between NPL problems—elevated and unresolved NPLs—and the severity of post-crisis recessions.
- A machine learning approach identifies a set of pre-crisis predictors of NPL problems related to weak macroeconomic, institutional, corporate, and banking sector conditions.

### Principal conclusions
- Reducing pre-crisis vulnerabilities is important for post-crisis output recovery.
- Promptly addressing NPL problems during a crisis is important for post-crisis output recovery.

### Subject coverage and keywords
- Subject: Banking crises, Financial crises, Financial institutions, Loans, Nonperforming loans, Public debt.
- Keywords: Asia and Pacific, Banking crises, banking crisis, elevated NPL, elevated npls, Europe, Global, Loans, Nonperforming loans, NPL dynamics, NPL ratio, NPL resolution, peak NPL, peak npls, WP.

### Authors and publication details
- By Anil Ari, Sophia Chen, Lev Ratnovski.
- Publication date: December 6, 2019.
- Format available: PDF; link to data for this title provided (ZIP).

*Source: IMF Working Papers, "The Dynamics of Non-Performing Loans during Banking Crises: A New Database", Working Paper No. 2019/272.*

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_Source: https://www.imf.org/en/publications/wp/issues/2019/12/06/the-dynamics-of-non-performing-loans-during-banking-crises-a-new-database-48839_