Mitigating the Procyclicality of Basel II
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- Rafael Repullo & Jesús Saurina & Carlos Trucharte, 2010. "Mitigating the pro-cyclicality of Basel II," Working Papers 1028, Banco de España;Working Papers Homepage.
- Rafael Repullo & Jesús Saurina & Carlos Trucharte, 2009. "Mitigating the Procyclicality of Basel II," Working Papers wp2009_0903, CEMFI.
References listed on IDEAS
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More about this item
KeywordsBank capital regulation; Basel II; Business cycles; Credit crunch; Procyclicality;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-11-27 (All new papers)
- NEP-BAN-2009-11-27 (Banking)
- NEP-MAC-2009-11-27 (Macroeconomics)
- NEP-REG-2009-11-27 (Regulation)
- NEP-RMG-2009-11-27 (Risk Management)
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