Dynamic Loan Loss Provisioning : Simulations on Effectiveness and Guide to Implementation

Simulations on Effectiveness and Guide to Implementation

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 offers an in-depth guide to implementation that... READ MORE...

Publication date: May 2012
ISBN 9781475503319
$18.00

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