Dynamic Loan Loss Provisions in Uruguay : Properties, Shock Absorption Capacity and Simulations Using Alternative Formulas / Torsten Wezel.
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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Full Text (via IMF e-Library) |
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| Main Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
2010.
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| Series: | IMF working paper ;
WP/2010/125. |