Assessing the cyclical behaviour of bank capital buffers in a finance-augmented macro-economy
Year of publication: |
2021
|
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Authors: | Montagnoli, Alberto ; Muratidēs, Kōstas ; Whyte, Kemar |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 110.2021, p. 1-19
|
Subject: | Pro-cyclicality | Capital buffers | Business cycle | Financial cycle | Macroprudential policy | Konjunktur | Basler Akkord | Basel Accord | Finanzmarktaufsicht | Financial supervision | Kreditgeschäft | Bank lending | Bank | Zyklisches Verhalten | Cyclical behaviour | Eigenkapital | Equity capital | Bankenliquidität | Bank liquidity |
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