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2006•Journal of Financial IntermediationRequires access

Procyclicality in Basel II: Can we treat the disease without killing the patient?

Michael B. Gordy, Bradley Howells

Open publisher page 414 citations

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Key concepts: Basel II, Capital requirement, Basel III, Basel I, Economics, Risk-weighted asset, Risk-adjusted return on capital, Monetary economics

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Procyclicality in Basel II: Can we treat the disease without killing the patient? — Research Paper | ScholarLens