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Procyclicality in Basel II: Can we treat the disease without killing the patient?

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Gordy, Michael B.
Howells, Bradley
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File URL: http://www.sciencedirect.com/science/article/B6WJD-4JHMFJ3-1/2/7101c00f6425f752b5f389416bb90b51
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Article provided by Elsevier in its journal Journal of Financial Intermediation.

Volume (Year): 15 (2006)
Issue (Month): 3 (July)
Pages: 395-417
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Handle: RePEc:eee:jfinin:v:15:y:2006:i:3:p:395-417

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Web page: http://www.elsevier.com/locate/inca/622875

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  1. Holopainen, Helena, 2007. "Integration of financial supervision," Research Discussion Papers 12/2007, Bank of Finland. [Downloadable!]
  2. Jesús Saurina & Carlos Trucharte, 2007. "An assessment of Basel II procyclicality in mortgage portfolios," Banco de España Working Papers 0712, Banco de España. [Downloadable!]
  3. 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. [Downloadable!]
  4. Jokivuolle , Esa & Vesala, Timo, 2007. "Portfolio effects and efficiency of lending under Basel II," Research Discussion Papers 13/2007, Bank of Finland. [Downloadable!]
  5. Gabriel Jiménez & Javier Mencía, 2007. "Modeling the distribution of credit losses with observable and latent factors," Banco de España Working Papers 0709, Banco de España. [Downloadable!]
  6. David VanHoose, 2008. "Bank Capital Regulation, Economic Stability, and Monetary Policy: What Does the Academic Literature Tell Us?," Atlantic Economic Journal, International Atlantic Economic Society, vol. 36(1), pages 1-14, March. [Downloadable!] (restricted)
  7. Chiara Pederzoli & Costanza Torricelli & Dimitrios P. Tsomocos, 2008. "Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework," OFRC Working Papers Series 2008fe27, Oxford Financial Research Centre. [Downloadable!]
  8. Ethan Cohen-Cole & Enrique Martinez-Garcia, 2008. "The balance sheet channel," Quantitative Analysis Unit Working Paper QAU08-7, Federal Reserve Bank of Boston. [Downloadable!]
  9. Haibin Zhu, 2008. "Capital Regulation and Banks' Financial Decisions," International Journal of Central Banking, International Journal of Central Banking, vol. 4(1), pages 165-211, March. [Downloadable!]
  10. Kilponen , Juha & Milne, Alistair, 2007. "The lending channel under optimal choice of monetary policy," Research Discussion Papers 33/2007, Bank of Finland. [Downloadable!]
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