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To what extent are prudential and accounting arrangements pro- or countercyclical with respect to overall financial conditions?

In: Marrying the macro- and micro-prudential dimensions of financial stability

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  • Laurent Clerc

    (Bank of France)

  • Françoise Drumetz

    (Bank of France)

  • Olivier Jaudoin

    (French Banking Commission)

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This chapter was published in:

  • Bank for International Settlements, 2001. "Marrying the macro- and micro-prudential dimensions of financial stability," BIS Papers, Bank for International Settlements, Bank for International Settlements, number 01, 8.
    This item is provided by Bank for International Settlements in its series BIS Papers chapters with number 01-08.

    Handle: RePEc:bis:bisbpc:01-08

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    1. Frederic S. Mishkin, 1999. "Global Financial Instability: Framework, Events, Issues," Journal of Economic Perspectives, American Economic Association, American Economic Association, vol. 13(4), pages 3-20, Fall.
    2. Allen N. Berger & Richard J. Herring & Giorgio P. Szegö, 1995. "The Role of Capital in Financial Institutions," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania 95-01, Wharton School Center for Financial Institutions, University of Pennsylvania.
    3. Berger, Allen N. & King, Kathleen Kuester & O'Brien, James M., 1991. "The limitations of market value accounting and a more realistic alternative," Journal of Banking & Finance, Elsevier, Elsevier, vol. 15(4-5), pages 753-783, September.
    4. Chang, R. & Velasco, A., 1998. "Financial Crises in Emerging Markets: A Canonical Model," Working Papers, C.V. Starr Center for Applied Economics, New York University 98-21, C.V. Starr Center for Applied Economics, New York University.
    5. Stiglitz, Joseph E & Weiss, Andrew, 1981. "Credit Rationing in Markets with Imperfect Information," American Economic Review, American Economic Association, American Economic Association, vol. 71(3), pages 393-410, June.
    6. Barth, Mary E. & Landsman, Wayne R. & Wahlen, James M., 1995. "Fair value accounting: Effects on banks' earnings volatility, regulatory capital, and value of contractual cash flows," Journal of Banking & Finance, Elsevier, Elsevier, vol. 19(3-4), pages 577-605, June.
    7. Allen N. Berger & Gregory F. Udell, 1994. "Did risk-based capital allocate bank credit and cause a "credit crunch" in the United States?," Proceedings, Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland, pages 585-633.
    8. Nobuhiro Kiyotaki & John Moore, 1995. "Credit Cycles," NBER Working Papers 5083, National Bureau of Economic Research, Inc.
    9. Bernanke, Ben & Gertler, Mark, 1989. "Agency Costs, Net Worth, and Business Fluctuations," American Economic Review, American Economic Association, American Economic Association, vol. 79(1), pages 14-31, March.
    10. Douglas W. Diamond & Philip H. Dybvig, 2000. "Bank runs, deposit insurance, and liquidity," Quarterly Review, Federal Reserve Bank of Minneapolis, Federal Reserve Bank of Minneapolis, issue Win, pages 14-23.
    11. Joseph G. Haubrich & Paul Wachtel, 1993. "Capital requirements and shifts in commercial bank portfolios," Economic Review, Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland, issue Q III, pages 2-15.
    12. Berlin, Mitchell & Saunders, Anthony & Udell, Gregory F., 1991. "Deposit insurance reform: What are the issues and what needs to be fixed?," Journal of Banking & Finance, Elsevier, Elsevier, vol. 15(4-5), pages 735-752, September.
    13. Mark Carey, 2000. "Dimensions of credit risk and their relationship to economic capital requirements," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2000-18, Board of Governors of the Federal Reserve System (U.S.).
    14. Mark Gertler, 1988. "Financial structure and aggregate economic activity: an overview," Proceedings, Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland, pages 559-596.
    15. Mark Carey, 2000. "Dimensions of Credit Risk and Their Relationship to Economic Capital Requirements," NBER Working Papers 7629, National Bureau of Economic Research, Inc.
    16. Herring, Richard J, 1999. "Credit Risk and Financial Instability," Oxford Review of Economic Policy, Oxford University Press, Oxford University Press, vol. 15(3), pages 63-79, Autumn.
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    Cited by:
    1. Giorgio Szegö, 2011. "The U.S. political brawl over the causes of the crisis. Some Critical Comments," FMG Special Papers, Financial Markets Group sp198, Financial Markets Group.
    2. José Antonio Ocampo, 2005. "A Broad View of Macroeconomic Stability," Working Papers, United Nations, Department of Economics and Social Affairs 1, United Nations, Department of Economics and Social Affairs.
    3. Ocampo, Jose Antonio, 2002. "Capital-Account and Counter-Cyclical Prudential Regulations in Developing Countries," Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
    4. Vincent Bouvatier & Laetitia Lepetit, 2008. "Banks' Procyclical Behavior: Does Provisioning Matter?," Post-Print, HAL hal-00916599, HAL.
    5. Giorgio Szego, 2010. "Crash 08 a regulatory debacle to be mended," FMG Special Papers, Financial Markets Group sp189, Financial Markets Group.
    6. Vincent Bouvatier & Laetitia Lepetit, 2006. "Banks'procyclicality behavior : does provisioning matter ?," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) bla06035, Université Panthéon-Sorbonne (Paris 1).
    7. Pamphile MEZUI-MBENG, 2012. "Cycle Du Credit Et Cycle Des Affaires Dans Les Pays De La Cemac," Cahiers du CEREFIGE, CEREFIGE (Centre Europeen de Recherche en Economie Financiere et Gestion des Entreprises), Universite de Lorraine 1202, CEREFIGE (Centre Europeen de Recherche en Economie Financiere et Gestion des Entreprises), Universite de Lorraine, revised 2012.
    8. repec:hal:journl:halshs-00115622 is not listed on IDEAS

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