Basel II and financial stability: An investigation of sensitivity and cyclicality of capital requirements based on QIS 5
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Cited by:
- Ines Drumond, 2009.
"Bank Capital Requirements, Business Cycle Fluctuations And The Basel Accords: A Synthesis,"
Journal of Economic Surveys, Wiley Blackwell, vol. 23(5), pages 798-830, December.
- Inês Drumond, 2008. "Bank Capital Requirements, Business Cycle Fluctuations and the Basel Accords: A Synthesis," FEP Working Papers 277, Universidade do Porto, Faculdade de Economia do Porto.
- Balázs Zsámboki, 2007. "Impacts of financial regulation on the cyclicality of banks’ capital requirements and on financial stability," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 2(2), pages 47-53, November.
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More about this item
Keywords
Basel II; credit risk; capital requirement; regulation; cyclicality; financial stability.;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2007-12-01 (Corporate Finance)
- NEP-FMK-2007-12-01 (Financial Markets)
- NEP-REG-2007-12-01 (Regulation)
- NEP-RMG-2007-12-01 (Risk Management)
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