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Loan Loss Provisions in Alternative Banking Landscapes

Ksenija Popovic (Autor)

Buch | Hardcover

188 Seiten

2024
Peter Lang Gmbh, Internationaler Verlag Der Wissenschaften
978-3-631-91823-4 (ISBN)

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This book comprises two empirical studies that use econometric techniques to examine loan loss provisions in Southeast Europe (SEE). The first study applies the Generalized Method of Moments estimator to a dynamic panel dataset, shedding light on specific loan loss provisioning practices. This study makes a unique contribution to the field, extending empirical evidence on discretionary and non-discretionary components of loan loss provisions in SEE. Additionally, the analysis of outlying observations offers interesting insights into potential motives influencing decisions on loan loss provisions. Filling a gap where research in SEE is infrequent, the second study uses individual structural vector auto-regression (SVAR) models for individual economies and panel SVAR models for SEE EU states and the Western Balkans, forecasting response functions of loan loss provisions to adverse GDP and employment shocks.

Introduction — Banking sectors in Southeast Europe — Loan loss provisions — Non- discretionary and discretionary components of loan loss provisions in Southeast Europe — The effect of macroeconomic shocks on loan loss provisions in Southeast Europe — Conclusions

Erscheinungsdatum	17.11.2024
Reihe/Serie	Schriftenreihe des Kärntner Instituts für Höhere Studien ; 22
Verlagsort	Berlin
Sprache	englisch
Maße	148 x 210 mm
Gewicht	319 g
Themenwelt	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
	Betriebswirtschaft / Management ► Spezielle Betriebswirtschaftslehre ► Bankbetriebslehre
	Wirtschaft ► Volkswirtschaftslehre ► Makroökonomie
Schlagworte	Alternative • Banking • Business Cycle • Capital Management • Income Smoothing • Ksenija • Landscapes • Loan • loan loss provisions • Loss • macro-financial stress test • neck • Popovic • Provisions • Reinhard • Signaling
ISBN-10	3-631-91823-2 / 3631918232
ISBN-13	978-3-631-91823-4 / 9783631918234
Zustand	Neuware