Related Books
Language: en
Pages: 105
Pages: 105
Type: BOOK - Published: 2012-05-01 - Publisher: International Monetary Fund
This simulation-based paper investigates the impact of different methods of dynamic provisioning on bank soundness and shows that this increasingly popular macr
Language: en
Pages: 24
Pages: 24
Type: BOOK - Published: 2010-05-01 - Publisher: International Monetary Fund
This paper assesses the merits of countercyclical loan loss provisioning in Uruguay. Using a stress test methodology, it quantifies the protection against macro
Language: en
Pages:
Pages:
Type: BOOK - Published: 2012 - Publisher:
Dynamic loan loss provisions can help deal with procyclicality in banking. By allowing earlier detection and coverage of credit losses in loan portfolios, they
Language: en
Pages: 20
Pages: 20
Type: BOOK - Published: 2017 - Publisher:
We review the recent academic and policy literature on bank loan loss provisioning (LLP) to identify several advances in the literature, to highlight some chall
Language: en
Pages: 45
Pages: 45
Type: BOOK - Published: 2014-06-11 - Publisher: International Monetary Fund
This note provides guidance to facilitate the staff’s advice on macroprudential policy in Fund surveillance. It elaborates on the principles set out in the �