Revisiting Basel risk weights: cross-sectional risk sensitivity and cyclicality
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Business and International Management
Link
http://link.springer.com/content/pdf/10.1007/s11573-016-0824-6.pdf
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4. Andersen H (2011) Procyclical implications of Basel II: can the cyclicality of capital requirements be contained? J Financial Stab 7:138–154
5. Angelini P, Enria A, Neri S, Panetta F, Quagliariello M (2010) Pro-cyclicality of capital regulation: is it a problem? How to fix it? Working Paper, Bank of Italy
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