The implications of credit risk modeling for banks’ loan loss provisions and loan-origination procyclicality
Gauri Bhat, Stephen G. Ryan, Dushyantkumar Vyas
| Year of publication: |
2019
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|---|---|
| Authors: | Bhat, Gauri ; Ryan, Stephen G. ; Vyas, Dushyantkumar |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 65.2019, 5, p. 2116-2141
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| Subject: | credit risk modeling | loan loss provisions | timeliness | procyclicality | financial crisis | disclosure | Bankenaufsicht | Banking supervision | Kreditrisiko | Credit risk | Kreditgeschäft | Bank lending | Basler Akkord | Basel Accord | Verlust | Loss | Konjunktur | Business cycle | Finanzkrise | Financial crisis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2018.3041 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012039734