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Cross Country Linkages as Determinants of Procyclicality of Loan Loss Provisions – Empirical Importance of Sure Specification

Olszak, Małgorzata - 2014

integration on the transmission of economic shocks from one country to another and consequently on the sensitivity of loan loss …

Persistent link: https://www.econbiz.de/10013061097

Non-Performing loans for Italian companies : when time matters. an empirical research on estimating probability to default and loss given default

Orlando, Guiseppe; Pelosi, Roberta - In: International Journal of Financial Studies : open … 8 (2020) 4/68, pp. 1-22

main risk components, the Probability of Default (PD) and the Loss Given Default (LGD) have been the subject of greater …

Persistent link: https://www.econbiz.de/10012321142

Loan loss provisions and macroeconomic shocks : some empirical evidence for italian banks during the crisis

Caporale, Guglielmo Maria; Alessi, Matteo; Di Colli, Stefano - In: Finance research letters 25 (2018), pp. 239-243

Persistent link: https://www.econbiz.de/10012003547

The expected rate of credit losses on banks' loan portfolios

Harris, Trevor S.; Khan, Urooj; Nissim, Doron - In: The accounting review : a publication of the American … 93 (2018) 5, pp. 245-271

Persistent link: https://www.econbiz.de/10011933703

Loan loss provisioning by Italian banks : managerial discretion, relationship banking, functional distance and bank risk

Aristei, David; Gallo, Manuela - In: International review of economics & finance : IREF 60 (2019), pp. 238-256

Persistent link: https://www.econbiz.de/10012204366

The procyclicality of banking : evidence from the euro area

Huizinga, Harry; Laeven, Luc - 2019

Persistent link: https://www.econbiz.de/10011997973

Does trade openness affect bank risk-taking behavior? : evidence from BRICS countries

Rahman, Mohammed Mizanur; Begum, Munni; Ashraf, Badar Nadeem - In: Economies : open access journal 8 (2020) 3/75, pp. 1-30

In this paper, we examine the impact of trade openness on bank risk-taking behavior employing a panel dataset of 899 banks from the BRICS (i.e., Brazil, Russia, India, China, and South Africa) countries over the period 2000-2017. We find that higher trade openness lowers bank risk-taking. Our...

Persistent link: https://www.econbiz.de/10012296292