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) |
|---|---|
| Main Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
2010.
|
| Series: | IMF working paper ;
WP/2010/125. |
MARC
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| 245 | 1 | 0 | |a Dynamic Loan Loss Provisions in Uruguay : |b Properties, Shock Absorption Capacity and Simulations Using Alternative Formulas / |c Torsten Wezel. |
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| 490 | 1 | |a IMF Working Papers. | |
| 520 | 3 | |a 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 absorbed, offsetting the additional costs caused by rising specific provisions. In addition, the paper simulates the path of dynamic provisions under the formulas used in Spain, Peru and Bolivia, showing that the alternative paths diverge significantly from the actual buildup and in part better conform to the Uruguayan credit cycle. | |
| 588 | |a Description based on print version record. | ||
| 776 | 0 | 8 | |i Print Version: |a Wezel, Torsten |t Dynamic Loan Loss Provisions in Uruguay: Properties, Shock Absorption Capacity and Simulations Using Alternative Formulas |d Washington, D.C. : International Monetary Fund, 2021. |z 9781455200849. |
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