Model to evaluate reasonableness of loan failures and loan loss provisions reported by commercial banks? a preliminary investigation.

In this paper, we examined the relationship between macroeconomic variables, loan failures and loan loss provisions respectively as our first step in developing a model to evaluate the reasonableness of the latter two aspect of the loan portfolio.

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Bibliographic Details
Main Authors: Lee, Jacintha Sze May., Ng, Leng Leng., Tay, Christina See Ying.
Other Authors: Cheng, Philip Y. K.
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/11691
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Institution: Nanyang Technological University
Description
Summary:In this paper, we examined the relationship between macroeconomic variables, loan failures and loan loss provisions respectively as our first step in developing a model to evaluate the reasonableness of the latter two aspect of the loan portfolio.