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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Wezel, Torsten
स्वरूप: पत्रिका
भाषा:English
प्रकाशित: Washington, D.C. : International Monetary Fund, 2010.
श्रृंखला:IMF Working Papers; Working Paper ; No. 2010/125
ऑनलाइन पहुंच:Full text available on IMF