propose a new profit-to-provisioning approach that can be used in the macroprudential decision-making process. We construct a … assessment of both systemic risk accumulation and risk materialization. We believe that the relevance of the profit-to-provisioning … approach and the related set of newly proposed indicators increases under IFRS 9. …

propose a new profit-to-provisioning approach that can be used in the macroprudential decision-making process. We construct a … assessment of both systemic risk accumulation and risk materialization. We believe that the relevance of the profit-to-provisioning … approach and the related set of newly proposed indicators increases under IFRS 9. …