Lietuvos bankų sistemos kredito rizikos priklausomybės nuo makroekonominių veiksnių tyrimas
Date |
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2011 |
Theoretically analysing macroeconomic environment influence on credit risk, especially in the period of economic downturn, the object of this article is to evaluate the credit risk dependence on macroeconomic factors in banking system of Lithuania. The first part of the article describes the influence of particularly external macroeconomic factors on credit risk generally. The second part of the article defines research methodology of credit risk dependence on macroeconomic factors, while the third part of the article evaluate the macroeconomic factors that influence, or have no influence on credit risk in banking system of Lithuania. The research showes that macroeconomic environment has significant influence on credit risk in Lithuania, in regard to default of non-financial enterprises. Change in interest rates, GDP, export, unemployment and Stock market index have the main influence, while inflation and exchange rate have no influence on credit risk in banking system of Lithuania.