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Author/Editor:
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Chan-Lau, Jorge A.
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Publication Date:
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May 01, 2012
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Electronic Access:
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Free Full text
(PDF file size is 966KB).
Use the free
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Disclaimer: This Working Paper should not be reported as representing the views of the IMF.
The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the IMF or IMF policy. Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate
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Summary:
Dynamic provisions could help to enhance the solvency of individual banks and reduce procyclicality. Accomplishing these objectives depends on country-specific features of the banking system, business practices, and the calibration of the dynamic provisions scheme. In the case of Chile, a simulation analysis suggests Spanish dynamic provisions would improve banks' resilience to adverse shocks but would not reduce procyclicality. To address the latter, other countercyclical measures should be considered.
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Order a print copy
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Series:
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Working Paper No. 12/124
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Subject(s):
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Banks | Business cycles | Capital | Financial risk | Chile
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Author's Keyword(s):
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Dynamic provisions | procyclicality | simulation | banks | Chile |
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English
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Publication Date:
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May 01, 2012
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Format:
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Paper
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Stock No:
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WPIEA2012124
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Pages:
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20
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Price:
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US$18.00 )
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Please address any questions about this title to
publications@imf.org
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