Are capital buffers pro-cyclical?

Author:

Ayuso Juan,Pérez Daniel,Saurina Jesús

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference31 articles.

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4. Basel Committee on Banking Supervision (BCBS), 2001. Review of Procyclicality. Mimeo. Research Task Force

5. Did risk-based capital allocate bank credit and cause a “credit crunch” in the United States?;Berger;J. Money, Credit, Banking,1994

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