Recent debate about the pro-cyclical effects of bank capital requirements, has ignored the important role that bank loan loss provisions play in the overall framework of minimum capital regulation. It is frequently observed that under-provisioning, due to inadequate assessment of expected credit losses, aggravates the negative effect of minimum capital requirements during recessions, because capital must absorb both expected, and unexpected losses...
Подробнее
ПОДРОБНАЯ ИНФОРМАЦИЯ
-
2001/06/30
-
Рабочий документ в рамках исследования вопросов политики
-
WPS2619
-
1
-
1
-
2010/07/01
-
Do Banks provision for bad loans in good times? empirical evidence and policy implications
-
loan loss provision
ФАЙЛЫ ДЛЯ СКАЧИВАНИЯ
ПОЛНЫЙ ОТЧЕТ
Официальная версия документа (может содержать подписи, и т.д.)