Monitoring cyclicality of Basel II capital requirements

Abstract

The views expressed in this paper are those of the authors, and are not necessarily those of the Bank of England. 

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Cite this paper

@inproceedings{Benford2007MonitoringCO, title={Monitoring cyclicality of Basel II capital requirements}, author={James Benford and Erlend Nier and Ian P. Bond and Peter Brierley and Paul Collazos and Glenn Hoggarth and Nigel Jenkinson}, year={2007} }