Basel II and financial stability: An investigation of sensitivity and cyclicality of capital requirements based on QIS 5
Year of publication: |
2007
|
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Authors: | Zsámboki, Balázs |
Institutions: | Magyar Nemzeti Bank (MNB) |
Subject: | Basel II | credit risk | capital requirement | regulation | cyclicality | financial stability |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2007/67 43 pages |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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Zsámboki, Balázs, (2007)
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Zsámboki, Balázs, (2007)
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