Basel II and financial stability: An investigation of sensitivity and cyclicality of capital requirements based on QIS 5
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References listed on IDEAS
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More about this item
KeywordsBasel II; credit risk; capital requirement; regulation; cyclicality; financial stability.;
- 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
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-12-01 (All new papers)
- NEP-CFN-2007-12-01 (Corporate Finance)
- NEP-FMK-2007-12-01 (Financial Markets)
- NEP-REG-2007-12-01 (Regulation)
- NEP-RMG-2007-12-01 (Risk Management)
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