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

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References

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2015An empirical evaluation of the performance of binary classifiers in the prediction of credit ratings changes169 cited

2013External Risk Measures and Basel Accords166 cited

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2011Implementing the Macroprudential Approach to Financial Regulation and Supervision146 cited

2008CoVaR129 cited

2009BANK CAPITAL REQUIREMENTS, BUSINESS CYCLE FLUCTUATIONS AND THE BASEL ACCORDS: A SYNTHESIS126 cited

2007The Procyclical Effects of Basel II126 cited

2005Risk-based capital standards, deposit insurance, and procyclicality121 cited