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Banks’ procyclical behavior: Does provisioning matter?
16 references·16 citing·28 second hopsampled
Banks’ procyclical behavior: Does provisioning matter? (2007)Banks’ procyclical behavior: Does provisi…The Credit Cycle and the Business Cycle: New Findings Using the Loan Officer Opinion Survey (2006)The Credit Cycle and the Busi…Credit Cycles, Credit Risk, and Prudential Regulation (2005)Credit Cycles, Credit Risk, a…Loan loss provisioning and economic slowdowns: too much, too late? (2003)Loan loss provisioning and ec…What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)What Do a Million Observation…Bank Size, Bank Capital, and the Bank Lending Channel (2000)Bank Size, Bank Capital, and …Bank loan loss provisions: a reexamination of capital management, earnings management and signaling effects (1999)Bank loan loss provisions: a …The impact of monetary policy on bank balance sheets (1995)The impact of monetary policy…The Capital Crunch: Neither a Borrower nor a Lender Be (1995)The Capital Crunch: Neither a…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Why Bank Credit Policies Fluctuate: A Theory and Some Evidence (1994)Why Bank Credit Policies Fluc…The Credit Crunch (1991)The Credit CrunchSome Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Credit, Money, and Aggregate Demand (1988)Credit, Money, and Aggregate …Specification Tests in Econometrics (1978)Specification Tests in Econom…Loan Loss Provisioning of US Banks: Economic Policy Uncertainty and Discretionary Behavior (2020)Loan Loss Provisioning of US …Prudential supervisors’ independence and income smoothing in European banks (2019)Prudential supervisors’ indep…Determinants of Bank Profitability—Evidence from Vietnam (2019)Determinants of Bank Profitab…Bank Loan Loss Provisions Research: A Review (2017)Bank Loan Loss Provisions Res…What Drives Heterogeneity of Cyclicality of Loan-Loss Provisions in the EU? (2016)What Drives Heterogeneity of …Macroprudential policy: A review (2016)Macroprudential policy: A rev…Financial crisis and international supervision: New evidence on the discretionary use of loan loss provisions at Euro Area commercial banks (2016)Financial crisis and internat…Effect of the Basel Accord capital requirements on the loan-loss provisioning practices of Australian banks (2016)Effect of the Basel Accord ca…Deflation, bank credit growth, and non-performing loans: Evidence from Japan (2016)Deflation, bank credit growth…Corporate governance and performance of financial institutions (2015)Corporate governance and perf…Banks’ Profitability and Financial Soundness Indicators: A Macro-level Investigation in Emerging Countries (2015)Banks’ Profitability and Fina…Earnings and capital management and signaling: the use of loan-loss provisions by European banks (2013)Earnings and capital manageme…Loan Loss Provisioning Practices of Asian Banks (2012)Loan Loss Provisioning Practi…COMPETITION AND STABILITY IN EUROPEAN BANKING: A REGIONAL ANALYSIS* (2012)COMPETITION AND STABILITY IN …Bank profitability during recessions (2012)Bank profitability during rec…Provisioning Rules and Bank Lending: A Theoretical Model (2009)Provisioning Rules and Bank L…Credit Rationing in Markets with Imperfect Information (1981)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking (2002)Liquidity and leverage (2008)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression (2024)Measuring Monetary Policy (1998)Does bank capital affect lending behavior? (2004)On the Pooling of Time Series and Cross Section Data (1978)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms (1994)Does function follow organizational form? Evidence from the lending practices of large and small banks (2005)Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market (2008)Macroeconomics and Reality (1980)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)The Quarterly Journal of Economics (2024)Corporate financing and investment decisions when firms have information that investors do not have (1984)Insiders and Outsiders: The Choice between Informed and Arm's-Length Debt (1992)Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Risk management, capital budgeting, and capital structure policy for financial institutions: An integrated approach (1998)The role of capital in financial institutions (1995)Collateral Damage: Effects of the Japanese Bank Crisis on Real Activity in the United States (2000)Credit Supply and Monetary Policy: Identifying the Bank Balance-Sheet Channel with Loan Applications (2012)Initial conditions and moment restrictions in dynamic panel data models (1998)Econometric Analysis of Cross Section and Panel Data (2001)Initial conditions and moment restrictions in dynamic panel data models (1995)
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 1978Specification Tests in Econometrics18,788 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 2000What Do a Million Observations on Banks Say About the Transmission of Monetary Policy?2,505 cited
  • 1988Credit, Money, and Aggregate Demand1,436 cited
  • 1991The Credit Crunch1,340 cited
  • 1995The impact of monetary policy on bank balance sheets1,129 cited
  • 2000Bank Size, Bank Capital, and the Bank Lending Channel1,067 cited
  • 1999Bank loan loss provisions: a reexamination of capital management, earnings management and signaling effects914 cited
  • 2003Loan loss provisioning and economic slowdowns: too much, too late?817 cited
  • 1994Why Bank Credit Policies Fluctuate: A Theory and Some Evidence807 cited
  • 1995The Capital Crunch: Neither a Borrower nor a Lender Be613 cited
  • 2005Credit Cycles, Credit Risk, and Prudential Regulation

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609 cited
  • 2006The Credit Cycle and the Business Cycle: New Findings Using the Loan Officer Opinion Survey604 cited
  • Cited by

    • 2012Bank profitability during recessions205 cited
    • 2012COMPETITION AND STABILITY IN EUROPEAN BANKING: A REGIONAL ANALYSIS*201 cited
    • 2019Determinants of Bank Profitability—Evidence from Vietnam189 cited
    • 2015Corporate governance and performance of financial institutions187 cited
    • 2017Bank Loan Loss Provisions Research: A Review171 cited
    • 2013Earnings and capital management and signaling: the use of loan-loss provisions by European banks165 cited
    • 2016Deflation, bank credit growth, and non-performing loans: Evidence from Japan141 cited
    • 2020Loan Loss Provisioning of US Banks: Economic Policy Uncertainty and Discretionary Behavior137 cited
    • 2015Banks’ Profitability and Financial Soundness Indicators: A Macro-level Investigation in Emerging Countries108 cited
    • 2016What Drives Heterogeneity of Cyclicality of Loan-Loss Provisions in the EU?97 cited
    • 2009Provisioning Rules and Bank Lending: A Theoretical Model97 cited
    • 2016Macroprudential policy: A review83 cited
    • 2012Loan Loss Provisioning Practices of Asian Banks83 cited
    • 2019Prudential supervisors’ independence and income smoothing in European banks76 cited
    • 2016Financial crisis and international supervision: New evidence on the discretionary use of loan loss provisions at Euro Area commercial banks75 cited
    • 2016Effect of the Basel Accord capital requirements on the loan-loss provisioning practices of Australian banks72 cited