An Econometric Analysis of Loan Loss Provisioning Behaviour in Italian Commercial Banks
Given the central role that the provisioning system plays during economic crises, this study aims to investigate the Loan Loss Provisioning behaviour of Italian Commercial banks between 2005 and 2015. Firstly, the study will examine the evolution of the performances of Italian banks throughout th...
| Main Author: | |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2016
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| Online Access: | https://eprints.nottingham.ac.uk/36600/ |
| _version_ | 1848795312573906944 |
|---|---|
| author | Fusi, Giulia |
| author_facet | Fusi, Giulia |
| author_sort | Fusi, Giulia |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | Given the central role that the provisioning system plays during economic crises, this study
aims to investigate the Loan Loss Provisioning behaviour of Italian Commercial banks between
2005 and 2015. Firstly, the study will examine the evolution of the performances of Italian
banks throughout the period. In addition, scale economies and technical change values will be
estimated. Later, the study will analyse the provisioning behaviour of banks testing the incomesmoothing,
capital management and business cycle hypotheses. Furthermore, the research aims
to verify if the inclusion of the values of cost-efficiency, scale economies and technical change
is relevant to model LLPs behaviour. |
| first_indexed | 2025-11-14T19:30:05Z |
| format | Dissertation (University of Nottingham only) |
| id | nottingham-36600 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T19:30:05Z |
| publishDate | 2016 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-366002017-10-19T17:05:17Z https://eprints.nottingham.ac.uk/36600/ An Econometric Analysis of Loan Loss Provisioning Behaviour in Italian Commercial Banks Fusi, Giulia Given the central role that the provisioning system plays during economic crises, this study aims to investigate the Loan Loss Provisioning behaviour of Italian Commercial banks between 2005 and 2015. Firstly, the study will examine the evolution of the performances of Italian banks throughout the period. In addition, scale economies and technical change values will be estimated. Later, the study will analyse the provisioning behaviour of banks testing the incomesmoothing, capital management and business cycle hypotheses. Furthermore, the research aims to verify if the inclusion of the values of cost-efficiency, scale economies and technical change is relevant to model LLPs behaviour. 2016-09 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/36600/1/DISSERTATION%20-%20GF.pdf Fusi, Giulia (2016) An Econometric Analysis of Loan Loss Provisioning Behaviour in Italian Commercial Banks. [Dissertation (University of Nottingham only)] |
| spellingShingle | Fusi, Giulia An Econometric Analysis of Loan Loss Provisioning Behaviour in Italian Commercial Banks |
| title | An Econometric Analysis of Loan Loss
Provisioning Behaviour in Italian
Commercial Banks |
| title_full | An Econometric Analysis of Loan Loss
Provisioning Behaviour in Italian
Commercial Banks |
| title_fullStr | An Econometric Analysis of Loan Loss
Provisioning Behaviour in Italian
Commercial Banks |
| title_full_unstemmed | An Econometric Analysis of Loan Loss
Provisioning Behaviour in Italian
Commercial Banks |
| title_short | An Econometric Analysis of Loan Loss
Provisioning Behaviour in Italian
Commercial Banks |
| title_sort | econometric analysis of loan loss
provisioning behaviour in italian
commercial banks |
| url | https://eprints.nottingham.ac.uk/36600/ |