What is the Sustainable Level of Banks’ Credit Losses and Provisions?
In this paper, we estimate the sustainable level of lifetime expected credit losses and provisions and assess the procyclicality of banks’ credit losses and provisions in the Czech Republic. Further, we discuss the implications of the results for provisioning in stage 3 under the IFRS 9. Based on th...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2021-09-01
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| Series: | Review of Economic Perspectives |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/revecp-2021-0011 |