Abstract
This paper describes the model of credit growth in the sector of commercial banks in Poland making use of panel data from Senior Loan Officers Opinion Survey (SLOS). The main aim of the model is short-term forecasting of the loan growth at the disaggregated (for particular banks) and aggregated (commercial banks’ sector) level using qualitative information about expected banks’ loan policy. The model was estimated on the sample of quarterly panel data spanning the period from mid-2005 to 2014 and involving about 30 banks covering more than 80 percent of the Polish banking sector loan portfolio. The model framework includes equations of credit growth in particular segments of loans – corporate, consumer and housing, enhanced by the equations of ordered-choice loan policy, which reflect respondents’ expectations for the next quarter.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
