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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)

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    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/Root/Dokumentumtar/MNB/Kiadvanyok/mnbhu_mnbtanulmanyok/mnbhu_muhelytanulmanyok/mnbhu_muh23_hu/op2002_10.pdf
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    Bibliographic 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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    Web page: http://www.mnb.hu/
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    Related research

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

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    Cited by:
    1. Meriem Haouat & Diego N. Moccero & Ramiro Sosa Navarro, 2012. "Foreign Banks and Credit Volatility: The Case of Latin American Countries," Review of International Economics, Wiley Blackwell, vol. 20(5), pages 1017-1033, November.

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