Cyclical patterns in profits, provisioning and lending of banks and procyclicality of the new Basel capital requirements
The proposed risk sensitive minimum requirements of the new Basel capital accord have raised concerns about possible (acceleration of) procyclical behaviour of banking, which might threaten macroeconomic stability. This article analyses the interaction between business cycles and banks over the past...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Associazione Economia civile
2002-06-01
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| Series: | PSL Quarterly Review |
| Subjects: | |
| Online Access: | http://ojs.uniroma1.it/index.php/PSLQuarterlyReview/article/view/9907/9789 |