Loan Loss Provisions in Alternative Banking Landscapes
ISBN:
978-3-631-91823-4
Verlag:
Peter Lang GmbH, Internationaler Verlag der Wissenschaften
Land des Verlags:
Deutschland
Erscheinungsdatum:
12.11.2024
Bearbeiter:
Reihe:
Schriftenreihe des Kärntner Instituts für Höhere Studien
Format:
Hardcover
Seitenanzahl:
188
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This book comprises two empirical studies that use econometric techniques to examine loan loss provisions in Southeast Europe (SEE). The first study applies the Generalized Method of Moments estimator to a dynamic panel dataset, shedding light on specific loan loss provisioning practices. This study makes a unique contribution to the field, extending empirical evidence on discretionary and non-discretionary components of loan loss provisions in SEE. Additionally, the analysis of outlying observations offers interesting insights into potential motives influencing decisions on loan loss provisions. Filling a gap where research in SEE is infrequent, the second study uses individual structural vector auto-regression (SVAR) models for individual economies and panel SVAR models for SEE EU states and the Western Balkans, forecasting response functions of loan loss provisions to adverse GDP and employment shocks.
Biografische Anmerkung
Ksenija Popovic, with over two decades of experience in esteemed financial institutions across Europe, currently serves as an independent contractor specializing in economic research and consultancy. She holds a doctorate in economics from the University of Klagenfurt. Her research interests span macroeconomics, macro-financial linkages and finance.