Dynamic Loan Loss Provisioning : Simulationson Effectiveness and Guide to Implementation / Torsten Wezel, Jorge Chan-Lau, Francesco Columba.
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...
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| Online Access: |
Full Text (via IMF e-Library) |
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| Main Author: | |
| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
2012.
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| Series: | IMF working paper ;
WP/2012/110. |