Verfügbarkeit: Dynamic Loan Loss Provisions in Uruguay

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

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 provisions accumulated since 2001 and finds that medium-sized shocks would be fully absorbe...

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1. Verfasser:	Wezel, Torsten (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2010
Schriftenreihe:	IMF Working Papers Working Paper No. 10/125
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	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 provisions accumulated since 2001 and finds that medium-sized shocks would be fully absorbed, offsetting the additional costs caused by rising specific provisions. In addition, the paper simulates the path of dynamic provisions under the formulas used in Spain, Peru and Bolivia, showing that the alternative paths diverge significantly from the actual buildup and in part better conform to the Uruguayan credit cycle
Beschreibung:	1 Online-Ressource (22 p)
ISBN:	1455200840 9781455200849

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spelling	Wezel, Torsten Verfasser aut Dynamic Loan Loss Provisions in Uruguay Properties, Shock Absorption Capacity and Simulations Using Alternative Formulas Wezel, Torsten Washington, D.C International Monetary Fund 2010 1 Online-Ressource (22 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 10/125 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 provisions accumulated since 2001 and finds that medium-sized shocks would be fully absorbed, offsetting the additional costs caused by rising specific provisions. In addition, the paper simulates the path of dynamic provisions under the formulas used in Spain, Peru and Bolivia, showing that the alternative paths diverge significantly from the actual buildup and in part better conform to the Uruguayan credit cycle Online-Ausg http://elibrary.imf.org/view/IMF001/10983-9781455200849/10983-9781455200849/10983-9781455200849.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Wezel, Torsten Dynamic Loan Loss Provisions in Uruguay Properties, Shock Absorption Capacity and Simulations Using Alternative Formulas
title	Dynamic Loan Loss Provisions in Uruguay Properties, Shock Absorption Capacity and Simulations Using Alternative Formulas
title_auth	Dynamic Loan Loss Provisions in Uruguay Properties, Shock Absorption Capacity and Simulations Using Alternative Formulas
title_exact_search	Dynamic Loan Loss Provisions in Uruguay Properties, Shock Absorption Capacity and Simulations Using Alternative Formulas
title_exact_search_txtP	Dynamic Loan Loss Provisions in Uruguay Properties, Shock Absorption Capacity and Simulations Using Alternative Formulas
title_full	Dynamic Loan Loss Provisions in Uruguay Properties, Shock Absorption Capacity and Simulations Using Alternative Formulas Wezel, Torsten
title_fullStr	Dynamic Loan Loss Provisions in Uruguay Properties, Shock Absorption Capacity and Simulations Using Alternative Formulas Wezel, Torsten
title_full_unstemmed	Dynamic Loan Loss Provisions in Uruguay Properties, Shock Absorption Capacity and Simulations Using Alternative Formulas Wezel, Torsten
title_short	Dynamic Loan Loss Provisions in Uruguay
title_sort	dynamic loan loss provisions in uruguay properties shock absorption capacity and simulations using alternative formulas
title_sub	Properties, Shock Absorption Capacity and Simulations Using Alternative Formulas
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