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Loan loss provisions and return predictability : a dynamic perspective

Gao, Phoebe; Lim, Chu Yeong; Liu, Xiumei; Zeng, Cheng - In: China journal of accounting research : CJAR 15 (2022) 2, pp. 1-20

This paper examines the impact of loan loss provisions (LLPs) on return predictability during 1994-2017. We find that …

Persistent link: https://www.econbiz.de/10013269515

Financial stability committees and the countercyclical capital buffer

Edge, Rochelle M.; Liang, Jean Nellie - 2020

Multi-agency financial stability committees (FSCs) have grown dramatically since the global financial crisis. However, most cannot direct actions or recommend to other agencies that they take actions, and most would influence policy actions only through convening and discussing risks. We...

Persistent link: https://www.econbiz.de/10012170614

Pandemic lending : micro and macro effects of model-based regulation

Fiordelisi, Franco; Fusi, Giulia; Maddaloni, Angela; … - 2022

in lower credit provision when risk intensifies. Certain features of the IRB models - the use of a downturn Loss Given …

Persistent link: https://www.econbiz.de/10013485965

Pandemic lending : micro and macro effects of model-based regulation

Fiordelisi, Franco; Fusi, Giulia; Maddaloni, Angela; … - 2022

in lower credit provision when risk intensifies. Certain features of the IRB models - the use of a downturn Loss Given …

Persistent link: https://www.econbiz.de/10013470241

Fiscal Deficits, Bank Credit Risk, and Loan Loss Provisions

Silva, Felipe Bastos G. - 2020

. Deteriorating deficits are associated with increasing financial distress of the banking sector and higher levels of loan loss …

Persistent link: https://www.econbiz.de/10012854134

Loan Loss Provisions and Bank Stock Returns

Heo, Yuna - 2019

This paper examines the asset pricing implication of loan loss provisions (LLP). LLP is a bank's dominant accrual and a …

Persistent link: https://www.econbiz.de/10012890590

What Drives Heterogeneity of Procyclicality of Loan Loss Provisions in the EU?

Olszak, Małgorzata - 2014

-country variation in the relationship between loan loss provisions (LLP) and the business cycle and explores bank management specific …

Persistent link: https://www.econbiz.de/10013052202

Procyclicality of Loan Loss Provisions – The Case of Poland

Olszak, Małgorzata - 2014

fundamental sources of it: capital adequacy regulations and loan loss provisioning system. Previous research shows that loan loss … banking behavior, induced by the loan loss provisioning system in Poland, may amplify credit cycle fluctuations. The paper … Polish loan loss provisioning system is procyclical. This impact is not mitigated by earnings management …

Persistent link: https://www.econbiz.de/10013060964

Macroprudential policy : a blessing or a curse?

Popoyan, Lilit - 2016

After the destructive impact of the global financial crisis of 2008, many believe that pre-crisis financial market regulation did not take the "big picture" of the system suffciently into account and, subsequently, financial supervision mainly "missed the forest for the trees". As a result, the...

Persistent link: https://www.econbiz.de/10011477338

Credit risk transfer and de facto GSE reform

Finkelstein, David L.; Strzodka, Andreas; Vickery, James - 2018

We summarize and evaluate Fannie Mae and Freddie Mac's credit risk transfer (CRT) programs, which have been used since 2013 to shift a portion of credit risk on more than $1.8 trillion of mortgages to private sector investors. We argue that the CRT programs have been successful in reducing the...

Persistent link: https://www.econbiz.de/10011806244