Loan Loss Provisions in Alternative Banking Landscapes (Hardcover) (ISBN-13: 9783631918234)

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.

Author: Ksenija Popovic
ISBN-10: 3631918232
ISBN-13: 9783631918234
Publisher: Peter Lang Gmbh, Internationaler Verlag Der W
Language: English
Published: 11/12/2024
Pages: 188
Format: Hardcover
Weight: 0.83lbs
Size: 8.27h x 5.83w x 0.50d