Dynamic Loan Loss Provisioning; Simulationson Effectiveness and Guide to Implementation
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- Jan FRAIT & Zlatuše KOMÁRKOVÁ, 2013. "Loan Loss Provisioning in Selected European Banking Sectors: Do Banks Really Behave in a Procyclical Way?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(4), pages 308-326, August.
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More about this item
KeywordsCredit risk; Capital; Business cycles; Banks; Bank soundness; Loans; Macroprudential Policy; Latin America; Dynamic Provisioining; Procyclicality; capital adequacy; capital adequacy ratio; banking; dividend payout; banking system; Financial Institutions and Services: Government Policy and Regulation;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-05-15 (All new papers)
- NEP-BAN-2012-05-15 (Banking)
- NEP-CBA-2012-05-15 (Central Banking)
- NEP-CMP-2012-05-15 (Computational Economics)
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