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, throughthe prism of the registeres coefficient [-0.8059], the existence, also in EU case, of a rational, but also signficant, reverse correlation between bank NPLs ratio variation and the real GDP growth rate.