THE JOINT EFFECT OF BORROWER TARGETED MACROPRUDENTIAL INSTRUMENTS AND CAPITAL REGULATIONS ON PROCYCLICALITY OF LOAN-LOSS PROVISIONS

We analyze the effects of macroprudential policy and micro-prudential capital regulations on the procyclicality of loan-loss provisions, using individual bank information from over 65 countries. In this study we test whether the interaction between borrower targeted macroprudential policy instrument...

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Bibliografski detalji

Glavni autori:	Małgorzata Olszak, Sylwia Roszkowska, Iwona Kowalska
Format:	Artigo
Jezik:	Inglês
Izdano:	Nicolaus Copernicus University in Toruń 2019-03-01
Serija:	Copernican Journal of Finance & Accounting
Teme:	macroprudential policy loan-loss provisions business cycle procyclicality capital regulations
Online pristup:	https://apcz.umk.pl/czasopisma/index.php/CJFA/article/view/19616
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