A test for the reliability of loan loss provisions reported by commercial bank management and relevance of macro economic variables.
Goh, Soew Cheng.
Yeo, Khar Buay.
Ong, Li Wei.
Date of Issue2002
College of Business (Nanyang Business School)
Loan loss provisions and problem loans reported by commercial banks management could be doubtful at times. As a check on the reliability of the loan data, we propose the usage of loan loss provisions and problem loans as the means to classify failed and survived banks.
Final Year Project (FYP)
Nanyang Technological University