Chadha, Jagjit S.; Corrado, Luisa - School of Economics, University of Kent - 2011
regulating the banking system, in particular for liquidity and capital holdings. Within the context of a micro … macroeconomic shocks alongside shocks to the expected liquidity of banks and to the efficiency of the banking sector. We focus on … business cycle. Overall we find some rationale for Basel III in providing commercial banks with an incentive to hold a greater …