Incorporating systemic influences into risk measurements: A survey of the literature

Procyclicality has emerged as a potential drawback to adoption of risk-sensitive bank capital requirements. Systematic risk factors may result in increases (decreases) in bank capital requirements when the economy is depressed (overheated), thereby decreasing (increasing) bank lending capacity and exacerbating business cycle fluctuations. (...)

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Year of publication:	2002-12-01
Authors:	Allen, Linda ; Saunders, Anthony
Publisher:	Salomon Center for the Study of Financial Institutions <New York, NY> / Credit & Debt Markets Research Program
Subject:	Bank

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Extent:	366592 bytes 78 p. application/pdf
Series:	Salomon Center for the Study of Financial Institutions <New York, NY> - Publications Salomon Center for the Study of Financial Institutions <New York, NY> - Credit & Debt Markets Research Program ; 2002,07
Type of publication:	Book / Working Paper
Language:	English
Classification:	Financial theory ; Management of financial services: stock exchange and bank management science (including saving banks) ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005846827