Dynamic Loan Loss Provisions in Uruguay : Properties, Shock Absorption Capacity and Simulations Using Alternative Formulas /
This paper assesses the merits of countercyclical loan loss provisioning in Uruguay. Using a stress test methodology, it quantifies the protection against macroeconomic shocks provided by the stock of dynamic provisions accumulated since 2001 and finds that medium-sized shocks would be fully absorbe...
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| Formato: | Revista |
| Idioma: | English |
| Publicado: |
Washington, D.C. :
International Monetary Fund,
2010.
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| Series: | IMF Working Papers; Working Paper ;
No. 2010/125 |
| Acceso en liña: | Full text available on IMF |