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...
| Main Author: | |
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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: |
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| 100 | 1 | |a Wezel, Torsten | |
| 245 | 1 | 0 | |a Dynamic Loan Loss Provisioning : |b Simulations on Effectiveness and Guide to Implementation / |c Wezel, Torsten |
| 264 | 1 | |a Washington, D.C. : |b International Monetary Fund, |c 2012 | |
| 300 | |a 1 online resource (59 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |2 rdaft | ||
| 490 | 1 | |a IMF Working Papers ; |v Working Paper No. 12/110 | |
| 506 | |a Restricted for use by site license | ||
| 520 | 3 | |a 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 offers an in-depth guide to implementation that addresses pertinent issues related to data requirements, calibration and safeguards as well as accounting, disclosure and tax treatment. It also discusses the interaction of dynamic provisioning with other macroprudential instruments such as countercyclical capital | |
| 588 | |a Description based on print version record | ||
| 650 | 4 | |a Accounting standard | |
| 650 | 4 | |a Accounting treatment | |
| 650 | 4 | |a Bank capital regulation | |
| 650 | 4 | |a Bank capital | |
| 650 | 4 | |a Bank crisis | |
| 650 | 4 | |a Bank data | |
| 650 | 4 | |a Bank for international settlements | |
| 650 | 4 | |a Bank lending | |
| 650 | 4 | |a Bank loan | |
| 650 | 4 | |a Bank losses | |
| 650 | 4 | |a Bank managers | |
| 650 | 4 | |a Bank of spain | |
| 650 | 4 | |a Bank performance | |
| 650 | 4 | |a Bank policy | |
| 650 | 4 | |a Bank profits | |
| 650 | 4 | |a Bank provisioning | |
| 650 | 4 | |a Bank regulators | |
| 650 | 4 | |a Bank risk | |
| 650 | 4 | |a Bank risk-taking | |
| 650 | 4 | |a Bank size | |
| 650 | 4 | |a Bank solvency | |
| 650 | 4 | |a Bank soundness | |
| 650 | 4 | |a Bank supervisors | |
| 650 | 4 | |a Bank systems | |
| 650 | 4 | |a Banking crisis | |
| 650 | 4 | |a Banking market | |
| 650 | 4 | |a Banking operations | |
| 650 | 4 | |a Banking regulation | |
| 650 | 4 | |a Banking risks | |
| 650 | 4 | |a Banking sector | |
| 650 | 4 | |a Banking sectors | |
| 650 | 4 | |a Banking supervision | |
| 650 | 4 | |a Banking supervisors | |
| 650 | 4 | |a Banking system fragility | |
| 650 | 4 | |a Banking system | |
| 650 | 4 | |a Banking systems | |
| 650 | 4 | |a Banking | |
| 650 | 4 | |a Banks | |
| 650 | 4 | |a Capital adequacy ratio | |
| 650 | 4 | |a Capital adequacy | |
| 650 | 4 | |a Capital increases | |
| 650 | 4 | |a Capital markets | |
| 650 | 4 | |a Capital regulation | |
| 650 | 4 | |a Capital requirement | |
| 650 | 4 | |a Capital standard | |
| 650 | 4 | |a Capital standards | |
| 650 | 4 | |a Capital | |
| 650 | 4 | |a Central banking | |
| 650 | 4 | |a Credit expansion | |
| 650 | 4 | |a Credit risk | |
| 650 | 4 | |a Dividend payout | |
| 650 | 4 | |a Equity capital | |
| 650 | 4 | |a Government Policy and Regulation | |
| 650 | 4 | |a Income statement | |
| 650 | 4 | |a International accounting standard | |
| 650 | 4 | |a Loan loss provision | |
| 650 | 4 | |a Loan loss reserve | |
| 650 | 4 | |a Macroeconomic stability | |
| 650 | 4 | |a Macroprudential Policy | |
| 650 | 4 | |a Minimum capital requirement | |
| 650 | 4 | |a Monetary authority | |
| 650 | 4 | |a Moral hazard | |
| 650 | 4 | |a Mortgage lending | |
| 650 | 4 | |a Mortgages | |
| 650 | 4 | |a Other Depository Institutions | |
| 650 | 4 | |a Payout ratio | |
| 650 | 4 | |a Probability of default | |
| 650 | 4 | |a Prudential regulation | |
| 650 | 4 | |a Reserve requirement | |
| 650 | 4 | |a Return on assets | |
| 650 | 4 | |a Risk aversion | |
| 650 | 4 | |a Securities commissions | |
| 650 | 4 | |a Tier 1 capital | |
| 650 | 4 | |a Tier 2 capital | |
| 651 | 4 | |a Chile | |
| 651 | 4 | |a Latin America | |
| 651 | 4 | |a Peru | |
| 651 | 4 | |a Spain | |
| 700 | 1 | |a Chan-Lau, Jorge A | |
| 700 | 1 | |a Columba, Francesco | |
| 700 | 1 | |a Wezel, Torsten | |
| 776 | 0 | 8 | |a Print Version: |z 9781475503319 |
| 830 | 0 | |a IMF Working Papers ; |v Working Paper No. 12/110 | |
| 830 | 0 | |a IMF eLibrary | |
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