Alternative evidence and views on asymmetric loan loss provisioning
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DOI: 10.1016/j.jacceco.2020.101362
Abstract: Based on a linear provision/charge-off association and V-shaped scatterplots of these variables against nonperforming loan changes, Basu et al. (2020) argue that nonperforming loan changes mis-measure credit quality and linear provision models are mis-specified. They… read more here.
Keywords: asymmetric loan; views asymmetric; loan; evidence ... See more keywords