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Non-performing exposures prevention in Millennium BCP
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Orientador(es)
Resumo(s)
This paper explores the determinants of clients become non-performing. Since the 2008
financial crisis, several member states have been suffering from high levels of non-performing
loans, which ultimately has a negative impact on the economies. As a result, ECB and EBA
defined strict policies to reduce non-performing loans ratio. Millennium BCP is one of the
banks targeted by these policies and, therefore, is trying to implement a factors’ model to
prevent clients from becoming non-performing. To perceive whether or not it holds in practice,
the model was back tested using a logit model.
Descrição
Palavras-chave
Clients Non-performing exposure Trigger and probability