Arbeitspapier
The procyclicality of banking: Evidence from the euro area
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.
- ISBN
-
978-92-899-3550-0
- Sprache
-
Englisch
- Erschienen in
-
Series: ECB Working Paper ; No. 2288
- Klassifikation
-
Wirtschaft
Financial Institutions and Services: General
- Thema
-
Banks
financial regulation
accounting
bank capital
loan loss provisioning
financial stability
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Huizinga, Harry
Laeven, Luc
- Ereignis
-
Veröffentlichung
- (wer)
-
European Central Bank (ECB)
- (wo)
-
Frankfurt a. M.
- (wann)
-
2019
- DOI
-
doi:10.2866/37202
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Huizinga, Harry
- Laeven, Luc
- European Central Bank (ECB)
Entstanden
- 2019
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