Dynamic Loan Loss Provisioning : Simulationson Effectiveness and Guide to Implementation /

This simulation-based paper investigates the impact of different methods of dynamic provisioning on bank soundness and shows that this increasingly popular macroprudential tool can smooth provisioning costs over the credit cycle and lower banks' probability of default. In addition, the paper of...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Wezel, Torsten
Awduron Eraill: Chan-Lau, Jorge, Columba, Francesco
Fformat: Cylchgrawn
Iaith:English
Cyhoeddwyd: Washington, D.C. : International Monetary Fund, 2012.
Cyfres:IMF Working Papers; Working Paper ; No. 2012/110
Mynediad Ar-lein:Full text available on IMF

Eitemau Tebyg