The Procyclical Effects of Basel II
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More about this item
Keywords
banking regulation; Basel II; business cycles; capital requirements; credit crunch; loan defaults; relationship banking;JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2008-06-21 (All new papers)
- NEP-BAN-2008-06-21 (Banking)
- NEP-FMK-2008-06-21 (Financial Markets)
- NEP-MAC-2008-06-21 (Macroeconomics)
- NEP-REG-2008-06-21 (Regulation)
- NEP-RMG-2008-06-21 (Risk Management)
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