The results shown in Table 3 confirm, also for the data sample for EU, the existence of significant correlations between changes in bank NPLs ratio, as expression of changes in bank credit quality, and levels of the macroeconomic indicators. Thus, it appears to us, in the foreground, through the prism of the registered coefficient [-0.8059], the existence, also in EU case, of a rational, but also significant, reverse correlation between bank NPLs ratio variation and the real GDP growth rate.