Dynamic Loan Loss Provisions in Uruguay; Properties, Shock Absorption Capacity and Simulations Using Alternative Formulas
Year of publication: |
2010-05-01
|
---|---|
Authors: | Wezel, Torsten |
Institutions: | International Monetary Fund (IMF) |
Subject: | Latin America | Banks | Credit risk | Economic models | correlation | bond | financial stability | bond index | correlations | simulation results | standard deviation | probabilities | statistics | financial intermediation | financial sector | optimization | financial institutions | standard deviations | bond spread | treasury bond yields | international financial markets | bonds | treasury bond | calibration | financial markets | probability | simulation approach | financial regulation | descriptive statistics | financial system | bond yields |
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