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Bank Loan Loss Provisions Research : A Review

Ozili, Peterson K - 2017

We review the recent academic and policy literature on bank loan loss provisioning (LLP) to identify several advances in the literature, to highlight some challenges in LLP research and suggest possible directions for future research with some concluding remarks. Among other things, we observe...

Persistent link: https://www.econbiz.de/10012964664

Paying Bank Risk Professionals to Lie about Bank Loan Loss Provisioning Process

Ozili, Peterson K - 2019

measurement and compensation to credit risk team in banks. Paying and rewarding credit risk professionals on the basis of … compensation to risk professionals or credit risk teams encourages provisions games. The solution is not to reduce or eliminate … provisioning discretion of credit risk teams but rather to de-link credit risk teams' bonuses from the magnitude of loan loss …

Persistent link: https://www.econbiz.de/10012902590

CEO compensation and bank loan contract

Liu, Chen - 2020

compensation impacts bank syndicated loan contracting. We find that banks with more CEO inside debt have lower non …

Persistent link: https://www.econbiz.de/10012854554

Bank capital (requirements) and credit supply : evidence from pillar 2 decisions

De Jonghe, Olivier; Dewachter, Hans; Ongena, Steven - 2016

We analyze how time-varying bank-specific capital requirements a ect banks' balance sheet adjustments as well as bank lending to the non-financial corporate sector. To do so, we relate Pillar 2 capital requirements to bank balance sheet data, a fully documented corporate credit register and firm...

Persistent link: https://www.econbiz.de/10011635019

Securities trading by banks and credit supply : micro-evidence

Abbassi, Puriya; Iyer, Rajkamal; Peydró, José-Luis; … - 2015

We analyze securities trading by banks and the associated spillovers to the supply of credit.Empirical analysis has been elusive due to the lack of securities register for banks. We use a unique, proprietary dataset that has the investments of banks at the security level for 2005-2012 in...

Persistent link: https://www.econbiz.de/10010527104

Xtreme Credit Risk Models : Implications for Bank Capital Buffers

Allen, David E. - 2011

The Global Financial Crisis (GFC) highlighted the importance of measuring and understanding extreme credit risk. This paper applies Conditional Value at Risk (CVaR) techniques, traditionally used in the insurance industry to measure risk beyond a predetermined threshold, to four credit models....

Persistent link: https://www.econbiz.de/10013129003

Endogenous Asset Fire Sales and Bank Lending Incentives

Song, Zhongzhi - 2011

This paper examines the impact of banks' lending incentives on asset prices and bank cash holdings under liquidity risk. Banks make lending decisions based on the tradeoff between costs (fire sales of illiquid assets) and benefits (high returns from bank loans). This paper shows fire sales of...

Persistent link: https://www.econbiz.de/10013117243

The Effect of Bank Ownership Concentration on Capital Adequacy, Liquidity, and Capital Stability (Basel II and Basel III)

Chalermchatvichien, Pichaphop - 2013

We explore the effects of ownership concentration on the risk-taking behavior of banks. Our analysis focuses on East Asian countries because these nations have successfully implemented the Basel standards and demonstrate a high degree of regulatory convergence. For the period from 2005 to 2009,...

Persistent link: https://www.econbiz.de/10013092657

Setting Countercyclical Capital Buffers Based on Early Warning Models : Would it Work?

Behn, Markus - 2013

This paper assesses the usefulness of private credit variables and other macrofinancial and banking sector indicators … and global financial factors such as equity and house prices as well as banking sector variables help to predict …

Persistent link: https://www.econbiz.de/10013074386

Loan Loss Provisioning and Income Smoothing in US Banks Pre and Post the Financial Crisis

Abou-El-Sood, Heba - 2017

Prior research shows that banks have strong incentives to use loan loss provisions to smooth income. Using a sample of 878 US bank holding companies over the period 2001–2009, I find strong evidence of income smoothing behavior. Additionally, bank holding companies accelerate loan loss...

Persistent link: https://www.econbiz.de/10012956559

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