Cyclical adjustment of capital requirements: a simple framework
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- Repullo, Rafael, 2013. "Cyclical adjustment of capital requirements: A simple framework," Journal of Financial Intermediation, Elsevier, vol. 22(4), pages 608-626.
- Repullo, Rafael, 2012. "Cyclical Adjustment of Capital Requirements: A Simple Framework," CEPR Discussion Papers 9008, C.E.P.R. Discussion Papers.
- Rafael Repullo, 2012. "Cyclical Adjustment of Capital Requirements. A Simple Framework," Working Papers wp2012_1205, CEMFI.
References listed on IDEAS
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- Repullo, R. & Suarez, J., 2010. "The Procyclical Effects of Bank Capital Regulation," Other publications TiSEM 0b64ec97-95cc-45bf-b271-4, Tilburg University, School of Economics and Management.
- Repullo, Rafael & Suarez, Javier, 2012. "The Procyclical Effects of Bank Capital Regulation," CEPR Discussion Papers 8897, C.E.P.R. Discussion Papers.
- Repullo, R. & Suarez, J., 2010. "The Procyclical Effects of Bank Capital Regulation," Discussion Paper 2010-29S, Tilburg University, Center for Economic Research.
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More about this item
Keywords
Banking regulation; Basel II; Capital requirements; Procyclicality;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- 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-BAN-2015-02-28 (Banking)
- NEP-MAC-2015-02-28 (Macroeconomics)
- NEP-RMG-2015-02-28 (Risk Management)
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