An Assessment of Basel II Procyclicality in Mortgage Portfolios
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Bibliographic InfoArticle provided by Springer in its journal Journal of Financial Services Research.
Volume (Year): 32 (2007)
Issue (Month): 1 (October)
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Web page: http://www.springerlink.com/link.asp?id=102934
Procyclicality; Basel II; rating systems; mortgages; E32; G18; G21;
Find related papers by JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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