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The pro-cyclicality of risk weights for credit exposures: Driven by the retail segment

Malovaná, Simona - In: Economic systems 45 (2021) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10012798106

Macro-prudential policies to contain the effect of structural risks on financial downturns

Hodula, Martin; Janků, Jan; Pfeifer, Lukáš - In: Journal of policy modeling : JPMOD ; a social science … 45 (2023) 6, pp. 1204-1222

Persistent link: https://www.econbiz.de/10014559218

What is the sustainable level of banks' credit losses and provisions?

Malovaná, Simona; Tesařová, Žaneta - In: Národohospodářský obzor : časopis věnovaný … 21 (2021) 3, pp. 235-258

In this paper, we estimate the sustainable level of lifetime expected credit losses and provisions and assess the procyclicality of banks' credit losses and provisions in the Czech Republic. Further, we discuss the implications of the results for provisioning in stage 3 under the IFRS 9. Based...

Persistent link: https://www.econbiz.de/10012650887

Banks' credit losses and provisioning over the business cycle: implications for IFRS 9

Malovaná, Simona; Tesařová, Žaneta - 2019

Persistent link: https://www.econbiz.de/10012196977

Does monetary policy influence banks' perception of risks?

Malovaná, Simona; Kolcunová, Dominika; Brož, Václav - 2017

Persistent link: https://www.econbiz.de/10011778759

Banks' credit losses and provisioning over the business cycle : implications for IFRS

Malovaná, Simona; Tesařová, Žaneta - In: Národohospodářský obzor : časopis věnovaný … 22 (2022) 1, pp. 53-74

This article examines the procyclicality of banks' credit losses and provisions in the Czech Republic using pre-2018 data and then discusses the implications of the findings for provisioning in stage 3 under IFRS 9. This analysis is possible because the majority of banks seem to have aligned...

Persistent link: https://www.econbiz.de/10013460799