Quant Congress USA: Economist praises dynamic provisioning

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The dynamic provisioning approach to loan losses was praised at Risk's annual Quant Congress USA conference by Antonio Garcia Pascual, senior economist at Barclays Capital and former senior economist at the International Monetary Fund.

Dynamic provisioning is a counter-cyclical measure designed to force banks to build up greater reserves against losses in good times, which can then be drawn down if the economy turns bad. "The idea is to build up capital in good times and have restrictions on

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