Verfügbarkeit: Identifying Threshold Effects in Credit Risk Stress Testing

Identifying Threshold Effects in Credit Risk Stress Testing:

Using data from Argentina, Australia, Colombia, El Salvador, Peru, and the United States, we identify three types of threshold effects when assessing the impact of economic activity on nonperforming loans (NPLs). For advanced financial systems showing low NPLs, there is an embedded self-correcting a...

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1. Verfasser:	Méndez Morales, Armando (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2004
Schriftenreihe:	IMF Working Papers Working Paper No. 04/150
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	Using data from Argentina, Australia, Colombia, El Salvador, Peru, and the United States, we identify three types of threshold effects when assessing the impact of economic activity on nonperforming loans (NPLs). For advanced financial systems showing low NPLs, there is an embedded self-correcting adjustment when NPLs exceed a minimum threshold. For financial systems in emerging markets in Latin America showing higher NPLs, there is instead a magnifying effect once NPLs cross a (higher) threshold. GDP growth apparently affects NPLs only below a certain threshold, which is consistent with observed lower elasticity of credit risk to changes in economic activity in boom periods
Beschreibung:	1 Online-Ressource (17 p)
ISBN:	1451856997 9781451856996

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spelling	Méndez Morales, Armando Verfasser aut Identifying Threshold Effects in Credit Risk Stress Testing Méndez Morales, Armando Washington, D.C International Monetary Fund 2004 1 Online-Ressource (17 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 04/150 Using data from Argentina, Australia, Colombia, El Salvador, Peru, and the United States, we identify three types of threshold effects when assessing the impact of economic activity on nonperforming loans (NPLs). For advanced financial systems showing low NPLs, there is an embedded self-correcting adjustment when NPLs exceed a minimum threshold. For financial systems in emerging markets in Latin America showing higher NPLs, there is instead a magnifying effect once NPLs cross a (higher) threshold. GDP growth apparently affects NPLs only below a certain threshold, which is consistent with observed lower elasticity of credit risk to changes in economic activity in boom periods Online-Ausg Gasha, Jose Giancarlo Sonstige oth http://elibrary.imf.org/view/IMF001/03228-9781451856996/03228-9781451856996/03228-9781451856996.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Méndez Morales, Armando Identifying Threshold Effects in Credit Risk Stress Testing
title	Identifying Threshold Effects in Credit Risk Stress Testing
title_auth	Identifying Threshold Effects in Credit Risk Stress Testing
title_exact_search	Identifying Threshold Effects in Credit Risk Stress Testing
title_exact_search_txtP	Identifying Threshold Effects in Credit Risk Stress Testing
title_full	Identifying Threshold Effects in Credit Risk Stress Testing Méndez Morales, Armando
title_fullStr	Identifying Threshold Effects in Credit Risk Stress Testing Méndez Morales, Armando
title_full_unstemmed	Identifying Threshold Effects in Credit Risk Stress Testing Méndez Morales, Armando
title_short	Identifying Threshold Effects in Credit Risk Stress Testing
title_sort	identifying threshold effects in credit risk stress testing
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