Bank provisioning behaviour and procyclicality

By J. Bikker, P. Metzemakers. 2005

503 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/5742fce6aa83641e65794d26ef89f86afd8909d1

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Citations in the corpus

Factors influencing bank risk in Europe: Evidence from the financial crisis (2015, background): “The Z-score is considered a better measure of bank risk than the NPLr because non-performing loans are traditionally backward looking and highly procyclical (Laeven and Majnoni, 2003; Bikker and Metzemakers, 2005).”
Macroeconomic Determinants of Bad Loans: Evidence from Italian Banks (2011, unknown): “, Berger and DeYoung, 1997, for the US; Jimenez and Saurina, 2006, for Spain; Quagliariello, 2007, for Italy; Pain, 2003, for the UK; and Bikker and Hu, 2002, for 29 OECD countries). These studies document significant correlations between bank‐specific features, such as siz”
Determinants of Bank Profitability—Evidence from Vietnam (2019, unknown): “…examining the profitability impact of a particular factor, such as non interest income (DeYoung and Rice 2004; Nguyen 2012), loan loss provisioning (Bikker and Metzemakers 2005; Bouvatier and Lepetit 2008; Laeven and Majnoni 2003), bad bank loans (Louzis, Vouldis, and Metaxas 2012; Mario 2007;…”
Policy uncertainty and loan loss provisions in the banking industry (2020, unknown): “…of this study should be of interest to standard setters and regulators, given the longstanding debate over accounting for credit losses (e.g., Bikker and Metzemakers, 2005; Beatty and Liao, 2011; Bushman and Williams, 2012; Bouvatier and Lepetit, 2012) and the newly introduced current…”
Bank Profitability During Recessions (2012, background): “This is confirmed by Laeven and Majnoni (2003), Bikker and Metzemakers (2005) and Bouvatier and Lepetit (2008), who report the negative co-movement of loan loss provisions with the business cycle in a large panel of individual banks.”
Cross-country determinants of bank income smoothing by managing loan loss provisions (2008, background): “Unlike both Laeven and Majnoni (2003) and Bikker and Metzemakers (2005), we include the loan-loss reserve to control for non-discretionary components of LLP.”