| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP13605 |
| DP13605 The Procyclicality of Banking: Evidence from the Euro Area | |
| Harry Huizinga; Luc Laeven | |
| 发表日期 | 2019-03-20 |
| 出版年 | 2019 |
| 语种 | 英语 |
| 摘要 | Loan loss provisions in the euro area are negatively related to GDP growth, i.e., they are procyclical. Loan loss provisions tend to be more procyclical at larger and better capitalized banks. The procyclicality of loan loss provisions can explain about two-thirds of the variation of bank capitalization over the business cycle. We estimate that provisioning procyclicality in the euro area is about twice as large as in other advanced economies. This difference reflects a larger procyclicality of provisioning in euro area countries already prior to euro adoption, and the divergent growth experiences of euro area countries following the global financial crisis. |
| 主题 | Financial Economics |
| 关键词 | Financial institutions Financial regulation Procyclicality |
| URL | https://cepr.org/publications/dp13605 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/542464 |
| 推荐引用方式 GB/T 7714 | Harry Huizinga,Luc Laeven. DP13605 The Procyclicality of Banking: Evidence from the Euro Area. 2019. |
| 条目包含的文件 | 条目无相关文件。 | |||||
| 个性服务 |
| 推荐该条目 |
| 保存到收藏夹 |
| 导出为Endnote文件 |
| 谷歌学术 |
| 谷歌学术中相似的文章 |
| [Harry Huizinga]的文章 |
| [Luc Laeven]的文章 |
| 百度学术 |
| 百度学术中相似的文章 |
| [Harry Huizinga]的文章 |
| [Luc Laeven]的文章 |
| 必应学术 |
| 必应学术中相似的文章 |
| [Harry Huizinga]的文章 |
| [Luc Laeven]的文章 |
| 相关权益政策 |
| 暂无数据 |
| 收藏/分享 |
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
