Please use this identifier to cite or link to this item:https://hdl.handle.net/20.500.12259/41887
Type of publication: research article
Type of publication (PDB): Straipsnis recenzuojamoje Lietuvos konferencijos medžiagoje / Article in peer-reviewed Lithuanian conference proceedings (P1f)
Field of Science: Vadyba / Management (S003)
Author(s): Macaitytė, Judita
Title: Lietuvos bankų sistemos kredito rizikos priklausomybės nuo makroekonominių veiksnių tyrimas
Other Title: The research of credit risk dependence on macroeconomic factors in banking system of Lithuania
Is part of: Lietuvos aukštųjų mokyklų vadybos ir ekonomikos jaunųjų mokslininkų konferencijų darbai. Europos Sąjungos ūkio procesai ir tendencijos : 14-oji respublikinė doktorantų ir magistrantų mokslinė konferencija, Kaunas, 2011 m. gegužės 6 d. Kaunas : Vytauto Didžiojo universitetas, 14 (2011)
Extent: p. 142-151
Date: 2011
Keywords: Bankų sistema;Kreditai;Rizika;Lietuva
Abstract: 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
Internet: https://hdl.handle.net/20.500.12259/41887
Affiliation(s): Ekonomikos ir vadybos fakultetas
Vytauto Didžiojo universitetas
Appears in Collections:Universiteto mokslo publikacijos / University Research Publications

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