Macroeconomics and Monetary Economics
Abstract
In this paper we proposed an analysis of the financial crisis impact on the procedures for
management of loan portfolios in several banking systems. Despite ample liquidity injection
programs implemented by major central banks and government actions, credit risk remains a key
challenge of the current banking systems. On a medium term, the high percentage of bad loans has
become a structural vulnerability. To maintain an acceptable quality of loan portfolios and not to
damage the prudential and profitability indicators, credit institutions in EU member states have
proceeded to apply various techniques for credit restructuring. The quantitative analysis carried out in
the last part of the paper revealed a relatively moderate granularity of banking systems considered, in
terms of capitalization, volume of bank reserves and net provisions, in response to the persistent trend
of loan portfolio deterioration.
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