Dynamic provisioning: Some lessons from existing experiences
Download full text from publisher
Other versions of this item:
- Santiago FernÃƒÂ¡ndez de Lis & Alicia Garcia-Herrero, 2010. "Dynamic Provisioning : Some Lessons from Existing Experiences," Finance Working Papers 21882, East Asian Bureau of Economic Research.
References listed on IDEAS
- Lepetit, Laetitia & Nys, Emmanuelle & Rous, Philippe & Tarazi, Amine, 2008.
"The expansion of services in European banking: Implications for loan pricing and interest margins,"
Journal of Banking & Finance,
Elsevier, vol. 32(11), pages 2325-2335, November.
- Laetitia Lepetit & Emmanuelle Nys & Philippe Rous & Amine Tarazi, 2008. "The expansion of services in European banking: implications for loan pricing and interest margins," Post-Print hal-01098958, HAL.
- Laetitia Lepetit & Emmanuelle Nys & Philippe Rous & Amine Tarazi, 2008. "The expansion of services in European banking: Implications for loan pricing and interest margins," Post-Print hal-00844822, HAL.
- Gabriel Jiménez & Jesús Saurina, 2006. "Credit Cycles, Credit Risk, and Prudential Regulation," International Journal of Central Banking, International Journal of Central Banking, vol. 2(2), May.
- Gabriel Jiménez & Jesús Saurina, 2005. "Credit cycles, credit risk, and prudential regulation," Working Papers 0531, Banco de España;Working Papers Homepage.
- Jesus, Saurina & Gabriel, Jimenez, 2006. "Credit Cycles, Credit Risk, and Prudential Regulation," MPRA Paper 718, University Library of Munich, Germany.
- Alicia Garcia-Herrero & Santiago Fernandez de Lis, 2008. "The Housing Boom and Bust in Spain: Impact of the Securitisation Model and Dynamic Provisioning," Working Papers 0806, BBVA Bank, Economic Research Department.
- Jesús Saurina & Carlos Trucharte, 2007. "An Assessment of Basel II Procyclicality in Mortgage Portfolios," Journal of Financial Services Research, Springer;Western Finance Association, vol. 32(1), pages 81-101, October.
- Jesús Saurina & Carlos Trucharte, 2007. "An assessment of Basel II procyclicality in mortgage portfolios," Working Papers 0712, Banco de España;Working Papers Homepage.
- Devenow, Andrea & Welch, Ivo, 1996. "Rational herding in financial economics," European Economic Review, Elsevier, vol. 40(3-5), pages 603-615, April. Full references (including those not matched with items on IDEAS)
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Morgan, Peter J. & Lamberte , Mario, 2012. "Strengthening Financial Infrastructure," ADBI Working Papers 345, Asian Development Bank Institute.
- Ren, Haocong, 2011. "Countercyclical financial regulation," Policy Research Working Paper Series 5823, The World Bank.
- Małgorzata Karaś, 2013. "FFR Level in the Period 2000-2007 and the Emergence of the Asset Price Bubble on the US Real Estate Market," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 33.
- Gebhardt, Günther & Novotny-Farkas, Zoltán, 2018. "Comparability and predictive ability of loan loss allowances: The role of accounting regulation versus bank supervision," CFS Working Paper Series 591, Center for Financial Studies (CFS).
- International Monetary Fund, 2011. "Chile: Selected Issues," IMF Staff Country Reports 11/262, International Monetary Fund.
- Alejandro Izquierdo & Rudy Loo-Kung & Liliana Rojas-Suarez, 2013. "Macroprudential Regulations in Central America," Working Papers 318, Center for Global Development.
- Malgorzata Olszak, 2012. "Macroprudential policy - aim, instruments and institutional architecture (Polityka ostroznosciowa w ujêciu makro - cel, instrumenty i architektura instytucjonalna)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 10(39), pages 7-32.
More about this item
KeywordsFinancial Stability; banking regulation; dynamic provisioning; Spain; Peru;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-07-17 (All new papers)
- NEP-BAN-2010-07-17 (Banking)
- NEP-MAC-2010-07-17 (Macroeconomics)
- NEP-REG-2010-07-17 (Regulation)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bbv:wpaper:1014. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (OSCAR DE LAS PENAS SANCHEZ-CARO). General contact details of provider: http://edirc.repec.org/data/ebbvaes.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.