Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios

► We examine the determinants of non-performing loans (NPLs) in the Greek banking sector separately for each category of loan. ► NPLs can be explained by macroeconomic variables and management quality. ► Differences in the quantitative impact of macroeconomic factors among loan categories are evident.