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Kund, Arndt-Gerrit; Rugilo, Daniel - 2023

. Furthermore, the vigorousness of procyclicality under IFRS 9 can be compared to IAS 39 by contrasting a hypothetical baseline and …

Persistent link: https://www.econbiz.de/10014374493

Fiscal rules, fiscal space and procyclical fiscal policy

Nerlich, Carolin; Reuter, Wolf Heinrich - 2015

similar effect can be observed for the procyclicality of fiscal policy, which is significantly higher in an environment of …

Persistent link: https://www.econbiz.de/10011605917

Norwegian Banks in a Recession: Procyclical Implications of Basel II

Andersen, Henrik - 2009

underlying risk of the assets, it may also introduce an additional source of procyclicality in the banking sector. A growing … additional source of procyclicality. …

Persistent link: https://www.econbiz.de/10012143709

States, Banks and the Financing of the Economy: Monetary Policy and Regulatory Perspectives

Balling, Morten; Jackson, Patricia; Gnan, Ernest; … - 2013

On 5-6 September 2012 SUERF held its 30th Colloquium “States, Banks, and the Financing of the Economy” at the University of Zürich, Switzerland. The papers included in this SUERF Study are based on contributions to the Colloquium. All the papers in this publication discuss from different...

Persistent link: https://www.econbiz.de/10011689959

(Pro?)-cyclicality of collateral haircuts and systemic illiquidity

Glaser, Florian; Panz, Sven - 2016

Procyclicality of collateral haircuts and margins has become a widely proclaimed behavior and is currently discussed … not only by academic literature but also by regulatory authorities in Europe. Procyclicality of haircuts is assumed to be … potential effects of procyclicality in distressed periods. Based on a unique data set provided by a large European Central …

Persistent link: https://www.econbiz.de/10011984810

Romania – to have or not to have its own Development Path?

Bodea, Gabriela; Plopeanu, Aurelian-Petrus - In: CES Working Papers 8 (2016) 2, pp. 221-237

Human societies are evolving in sequences similar to a business cycle. The cause for which the evolution is accompanied by setbacks lies in the complexity of social systems, which, ab initio, cannot be designed or intended by any human mind, and the irrationality arising from limited rationality...

Persistent link: https://www.econbiz.de/10012017287

Simulation-based stress testing of banks' regulatory capital adequacy

Peura, Samu; Jokivuolle, Esa - 2003

Banks' holding of reasonable capital buffers in excess of minimum requirements could alleviate the procyclicality …

Persistent link: https://www.econbiz.de/10012147868

Portfolio effects and efficiency of lending under Basel II

Jokivuolle, Esa; Vesala, Timo - 2007

Although beneficial allocational effects have been a central motivation for the Basel II capital adequacy reform, the interaction of these effects with Basel II's procyclical impact has been less discussed. In this paper, we investigate the effect of Basel II on the efficiency of bank lending....

Persistent link: https://www.econbiz.de/10012148002

Credit allocation, capital requirements and procyclicality

Jokivuolle, Esa; Kiema, Ilkka; Vesala, Timo - 2009

of capital requirements on the allocation of credit and its interaction with procyclicality, and compare Basel I and … capital requirements. The biggest reduction in procyclicality is however achieved with optimal risk-based capital requirements …

Persistent link: https://www.econbiz.de/10012148075

The feasibility of through-the-cycle ratings

Kauko, Karlo - 2010

It has been proposed that the potential procyclicality of Basel II could be alleviated by using through-the-cycle (TTC …

Persistent link: https://www.econbiz.de/10012148102