Loan loss provisions of European banks – Does macroprudential tightening matter?
📢 New Publication Alert! 📢
Our latest research, co-authored with M. Olszak, S. Roszkowska, D. Skala, on the impact of macroprudential policy on loan loss provisioning in European banks, published in Research in International Business and Finance.
🔍 Key Findings:
Macroprudential tightening leads to changes in LLP policies.
Basel III framework influences the relationship between macroprudential policies and LLP.
Income smoothing is affected differently pre- and post-Basel III.
This study offers valuable insights for policymakers and financial institutions aiming to enhance financial stability.
50 days' free access to the article here !