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dc.contributor.authorHess, Kurt
dc.contributor.authorGrimes, Arthur
dc.contributor.authorHolmes, Mark J.
dc.date.accessioned2008-12-12T01:51:06Z
dc.date.available2008-12-12T01:51:06Z
dc.date.issued2008-08
dc.identifier.citationHess, K., Grimes, A. & Holmes, M. J. (2008). Credit losses in Australasian banking. (Department of Economics Working Paper Series, Number 10/08). Hamilton, New Zealand: University of Waikato.en_US
dc.identifier.urihttps://hdl.handle.net/10289/1588
dc.description.abstractWe analyse determinants of bank credit losses in Australasia. Despite sizeable credit losses over the past two decades, ours is the first systematic study to do so. Analysis is based on a comprehensive dataset retrieved from original financial reports of 32 Australasian banks (1980- 2005). Credit losses rise when the macro economy is weak. Asset markets, particularly the equity market, are also important. Larger banks provide more for credit losses while less efficient banks have greater asset quality problems. Strong loan growth translates into significantly higher credit losses with a lag of 2-4 years. Finally, the results show strong evidence of income smoothing activities by banks.en_US
dc.format.mimetypeapplication/pdf
dc.language.isoen
dc.relation.ispartofseriesDepartment of Economics Working Paper Series
dc.subjectbankingen_US
dc.subjectcredit risken_US
dc.subjectloan loss provisionsen_US
dc.subjectAustraliaen_US
dc.subjectNew Zealanden_US
dc.titleCredit losses in Australasian bankingen_US
dc.typeWorking Paperen_US
uow.relation.series10/08


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