Determinants of capital adequacy and pro-cyclicality /
The article discusses the level and cyclicality of minimum required capital according to the Basel II Framework. Results from the Quantitative Impact Study 5 published in 2006 have shown a slight decrease (on average) in the minimum required capital relative to Basel I. However, working groups at th...
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Main Authors: | , |
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Format: | Book Chapter |
Jezik: | English |
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Banks in dire straits |
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