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Studies on the procyclical behaviour of banks

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Author Info
Katalin Mérõ (Magyar Nemzeti Bank)
Balázs Zsámboki () (Magyar Nemzeti Bank)
Edit Horváth (Magyar Nemzeti Bank)
Abstract

The three papers in this volume investigate the same subject matter, the procyclicality of banking sector behaviour, from three different perspectives. The first paper of the volume focuses on some regulatory aspects of banks’ procyclical behaviour. The second paper deals both with the depth of financial intermediation and banks’ procyclical behaviour, as in the case of catching-up economies the two subjects are interrelated. The third paper describes some regulatory options that may encourage banks to prepare in due time for a deterioration in loan quality due to changes in the economic environment.

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File URL: http://english.mnb.hu/Resource.aspx?ResourceID=mnbfile&resourcename=op2002_10
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Publisher Info
Paper provided by Magyar Nemzeti Bank (The Central Bank of Hungary) in its series MNB Occasional Papers with number 2002/10.

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Length: 140 pages
Date of creation: 2002
Date of revision:
Handle: RePEc:mnb:opaper:2002/10

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Related research
Keywords: Pro-cyclicality; Basel Capital Accord; Credit risk; Provisioning; Regulation.;

Find related papers by JEL classification:
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages
G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Capital and Ownership Structure

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This page was last updated on 2010-1-2.


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