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The procyclicality of banking: evidence from the euro area
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| Personen und Körperschaften: | , |
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| Titel: | The procyclicality of banking: evidence from the euro area/ Harry Huizinga, Luc Laeven |
| Format: | E-Book |
| Sprache: | Englisch |
| veröffentlicht: |
Frankfurt am Main, Germany
European Central Bank
[2019]
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| Gesamtaufnahme: |
Europäische Zentralbank: Working paper series ; no 2288 (June 2019)
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| Quelle: | Verbunddaten SWB Lizenzfreie Online-Ressourcen |
| Zusammenfassung: | 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. |
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| Umfang: | 1 Online-Ressource (circa 53 Seiten); Illustrationen |
| ISBN: |
9789289935500
9289935502 |
| DOI: | 10.2866/37202 |