The Implications of Credit Risk Modeling for Banks’ Loan Loss Provisions and Loan-Origination Procyclicality

Economic policymakers express concern that procyclical lending by banks imperils financial stability. Prior research finds that banks that record timelier loan loss provisions originate more loans during downturns, consistent with loan loss–provision timeliness mitigating loan-origination procyclica...

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Bibliographic Details
Published in:Management science 2019-05, Vol.65 (5), p.2116-2141, Article mnsc.2018.3041
Main Authors: Bhat, Gauri, Ryan, Stephen G., Vyas, Dushyantkumar
Format: Article
Language:English
Subjects:
Bad debts
Bank loans
Bank management
Banking
Banks (Finance)
Credit
Credit risk
credit risk modeling
disclosure
financial crisis
Financial disclosure
Financial reporting
loan loss provisions
Loan losses
Loan originations
Loans
Policy making
procyclicality
Provisions
Risk
Risk assessment
timeliness
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