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CAN BASEL II ENHANCE FINANCIAL STABILITY?: A Pessimistic View

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L. Randall Wray

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Abstract

Even as the United States enjoys an economic expansion, there is an undercurrent of concern among economic analysts who follow financial markets. Some feel that the expansion of the credit derivatives markets poses the threat of a crisis similar to the Long-Term Capital Management debacle of 1998. Credit derivatives allow banks to share risks with holders of the derivatives, which are often mutual funds and other nonbank financial institutions. The Basel II accord, now being implemented in many countries, is hailed as a good form of protection against the risk of a series of bank failures of the type that might cause problems in the derivatives markets. Basel II represents a more sophisticated and complex version of the original Basel Accord of 1992, which set minimum capital ratios for various types of bank assets.

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Paper provided by Levy Economics Institute, The in its series Economics Public Policy Brief Archive with number ppb_84.

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Date of creation: May 2006
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Handle: RePEc:lev:levppb:ppb_84

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Ronnie J. Phillips, . "Narrow Banking Reconsidered, The Functional Approach to Financial Reform ," Economics Public Policy Brief Archive 17, Levy Economics Institute, The. [Downloadable!]
  2. Wynne Godley, 2005. "Some Unpleasant American Arithmetic," Economics Policy Note Archive 05-5, Levy Economics Institute, The. [Downloadable!]
  3. Pierre-Olivier Gourinchas & Hélène Rey, 2005. "From World Banker to World Venture Capitalist: US External Adjustment and the Exorbitant Privilege," NBER Working Papers 11563, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  1. James Crotty, 2008. "Structural Causes of the Global Financial Crisis: A Critical Assessment of the ‘New Financial Architecture’," Working Papers 2008-14, University of Massachusetts Amherst, Department of Economics. [Downloadable!]
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