Still "Too Much, Too Late": Provisioning for Expected Loan Losses

B-Tier
Journal: International Journal of Central Banking
Year: 2024
Volume: 20
Issue: 4
Pages: 415-474

Authors (2)

Roman Goncharenko (KU Leuven) Asad Rauf (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The new accounting standards of IFRS 9 and U.S. GAAP adopt the expected loss (EL) approach for loan loss recognition. We investigate the effect of the EL approach on bank loan supply and stability. When a bank is unable to anticipate a downturn in the business cycle, it ends up recognizing the bulk of expected losses after the arrival of a contraction. This aggravates lending procyclicality and can potentially worsen bank stability. We develop a dynamic model of a bank to quantitatively assess these effects and show that they are economically significant.

Technical Details

RePEc Handle
repec:ijc:ijcjou:y:2024:q:4:a:8
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25