Dynamic Loan Loss Provisioning : Simulations on Effectiveness and Guide to Implementation /
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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| Other Authors: | , |
| Format: | Book |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
2012
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| Series: | IMF Working Papers ;
Working Paper No. 12/110 IMF eLibrary |
| Subjects: |