Template-Type: ReDIF-Paper 1.0
Author-Name: Katalin Mérő
Author-X-Name-First: Katalin
Author-X-Name-Last: Mérő
Author-Email: 
Author-Workplace-Name: Magyar Nemzeti Bank
Author-Name: Balázs Zsámboki
Author-X-Name-First: Balázs
Author-X-Name-Last: Zsámboki
Author-Email: zsambokib@mnb.hu
Author-Workplace-Name: Magyar Nemzeti Bank
Author-Name: Edit Horváth
Author-X-Name-First: Edit
Author-X-Name-Last: Horváth
Author-Email:
Author-Workplace-Name: Magyar Nemzeti Bank

Title: Studies on the procyclical behaviour of banks

Abstract: The three papers in this volume investigate the same subject matter, the procyclicality of banking sector behaviour, from three different perspectives. The first paper of the volume focuses on some regulatory aspects of banks’ procyclical behaviour. The second paper deals both with the depth of financial intermediation and banks’ procyclical behaviour, as in the case of catching-up economies the two subjects are interrelated. The third paper describes some regulatory options that may encourage banks to prepare in due time for a deterioration in loan quality due to changes in the economic environment.

Length: 140 pages
Creation-Date: 2002
File-URL: http://www.mnb.hu/letoltes/op2002-10.pdf
File-Format: Application/pdf

Number: 2002/10
Classification-JEL: G21, G28, G32.
Keywords: Pro-cyclicality, Basel Capital Accord, Credit risk, Provisioning, Regulation.
Handle: RePEc:mnb:opaper:2002/10