Procyclicality of Buffer Capital and Its Implications for Basel II: A Cross Country Analysis

Procyclicality of Buffer Capital and Its Implications for Basel II: A Cross Country Analysis

This paper investigates the cyclical patterns of buffer capital using an unbalanced panel data for the banks in 30 OECD countries and 7 non-OECD Asian countries. We test whether the relationships between buffer capital and business cycle are systematically different across country groups controlling...

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Bibliographic Details
Main Author: Lee, Hang yong
Format: Article
Language:English
Published: Korea Development Institute 2007-06-01
Series:KDI Journal of Economic Policy
Subjects:
Basel II(신바젤협약)
Regulatory Capital(규제자본)
Buffer Capital(잉여자본)
Business Cycle(경기순환)
Procyclicality(경기순응성)
Online Access:https://doi.org/10.23895/kdijep.2005.29.1180

Internet

https://doi.org/10.23895/kdijep.2005.29.1180

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