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Fusi, Giulia (2016) An Econometric Analysis of Loan Loss Provisioning Behaviour in Italian Commercial Banks. [Dissertation (University of Nottingham only)]

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Abstract

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.

Item Type:	Dissertation (University of Nottingham only)
Depositing User:	Fusi, Giulia
Date Deposited:	10 Mar 2017 09:50
Last Modified:	19 Oct 2017 17:05
URI:	https://eprints.nottingham.ac.uk/id/eprint/36600

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