Carpenter, Seth B.; Whitesell, William; Zakrajsek, Egon - Federal Reserve Board (Board of Governors of the … - 2001
In the current regulatory framework, capital requirements are based on risk-weighted assets, but all business loans …, and to what extent, the new capital standards will intensify business cycles. In this paper, we evaluate the potential … business loans at commercial banks from the Survey of Terms of Business Lending, and also a risk profile estimated by Treacy …