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Dynamic Loan Loss Provisions in Uruguay

Dynamic Loan Loss Provisions in Uruguay »

Source: Dynamic Loan Loss Provisions in Uruguay : Properties, Shock Absorption Capacity and Simulations Using Alternative Formulas

Volume/Issue: 2010/125

Series: IMF Working Papers

Author(s): Torsten Wezel

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2010

ISBN: 9781455200849

Keywords: Dynamic Provisioning, Procyclicality, correlation, bond, financial stability, bond index, correlations, Financial Institutions and Services: Government Policy and Regulation,

This paper assesses the merits of countercyclical loan loss provisioning in Uruguay. Using a stress test methodology, it quantifies the protection against macroeconomic shocks provided by the stock of dynamic provi...

Dynamic Loan Loss Provisions in Uruguay
			: Properties, Shock Absorption Capacity and Simulations Using Alternative Formulas

Dynamic Loan Loss Provisions in Uruguay : Properties, Shock Absorption Capacity and Simulations Using Alternative Formulas »

Volume/Issue: 2010/125

Series: IMF Working Papers

Author(s): Torsten Wezel

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2010

DOI: http://dx.doi.org/10.5089/9781455200849.001

ISBN: 9781455200849

Keywords: Dynamic Provisioning, Procyclicality, correlation, bond, financial stability, bond index, correlations, Financial Institutions and Services: Government Policy and Regulation,

This paper assesses the merits of countercyclical loan loss provisioning in Uruguay. Using a stress test methodology, it quantifies the protection against macroeconomic shocks provided by the stock of dynamic provi...