Procyclicality and Fair Value Accounting /

In light of the uncertainties about valuation highlighted by the 2007-2008 market turbulence, this paper provides an empirical examination of the potential procyclicality that fair value accounting (FVA) could introduce in bank balance sheets. The paper finds that, while weaknesses in the FVA method...

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Bibliografske podrobnosti
Glavni avtor: Scarlata, Jodi
Drugi avtorji: Novoa, Alicia, Sole, Juan
Format: Revija
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2009.
Serija:IMF Working Papers; Working Paper ; No. 2009/039
Online dostop:Full text available on IMF
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245 1 0 |a Procyclicality and Fair Value Accounting /  |c Jodi Scarlata, Juan Sole, Alicia Novoa. 
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300 |a 1 online resource (42 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a In light of the uncertainties about valuation highlighted by the 2007-2008 market turbulence, this paper provides an empirical examination of the potential procyclicality that fair value accounting (FVA) could introduce in bank balance sheets. The paper finds that, while weaknesses in the FVA methodology may introduce unintended procyclicality, it is still the preferred framework for financial institutions. It concludes that capital buffers, forward-looking provisioning, and more refined disclosures can mitigate the procyclicality of FVA. Going forward, the valuation approaches for accounting, prudential measures, and risk management need to be reconciled and will require adjustments on the part of all parties. 
538 |a Mode of access: Internet 
700 1 |a Novoa, Alicia. 
700 1 |a Sole, Juan. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2009/039 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2009/039/001.2009.issue-039-en.xml  |z IMF e-Library