The provisioning experience of the major UK banks: a small panel investigation

作者: Darren Pain

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摘要: Using panel regression analysis, the factors that may help to explain increases in loan-loss provisions for major UK banks are investigated. Explanatory variables reviewed include aggregate such as GDP growth well bank-specific composition of loan portfolio. The main findings a number macroeconomic can indeed inform about banks' provisions, particular real growth, interest rates and lagged lending growth. Bank-specific behaviour is also important - increased riskier sectors, commercial property companies, has generally been associated with higher provisions.

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