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...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Korea Development Institute
2007-06-01
|
| Series: | KDI Journal of Economic Policy |
| Subjects: | |
| Online Access: | https://doi.org/10.23895/kdijep.2005.29.1180 |