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Procyclicality in Basel II: Can we treat the disease without killing the patient? · Study

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ArticleProcyclicality in Basel II: Can we treat the disease without killing the patient?

Michael B. Gordy2006

Article2006

Procyclicality in Basel II: Can we treat the disease without killing the patient?

Michael B. Gordy · Bradley Howells

406 citations·0/0 files stored·Journal of Financial Intermediation

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Banking stability, regulation, efficiency Monetary Policy and Economic Impact Global Financial Crisis and Policies

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References

1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 1997A Markov Model for the Term Structure of Credit Risk Spreads 2002Rating Banks: Risk and Uncertainty in an Opaque Industry 2003A risk-factor model foundation for ratings-based bank capital rules 2000A comparative anatomy of credit risk models 2004The institutional memory hypothesis and the procyclicality of bank lending behavior 2000Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues

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2011How to Deal with Real Estate Booms: Lessons from Country Experiences 2012The Procyclical Effects of Bank Capital Regulation 2009Towards an Operational Framework for Financial Stability: 'Fuzzy' Measurement and Its Consequences 2015Procyclical Capital Regulation and Lending 2007What Can (Macro-) Prudential Policy do to Support Monetary Policy?

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Year2006

Typearticle

Published2006-03-21

VenueJournal of Financial Intermediation

ISSN-L1042-9573

Languageen

Citations406

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.1016/j.jfi.2005.12.002

openalex_workW2104018975

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2011

Capital requirements and bank behavior in the UK: Are there lessons for international capital standards?

2011Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward

2010Mitigating the pro-cyclicality of Basel II