Skip navigation
Full metadata record
DC FieldValueLanguage
dc.contributor.authorAllen, Linda-
dc.contributor.authorSaunders, Anthony-
dc.date.accessioned2008-05-30T10:42:01Z-
dc.date.available2008-05-30T10:42:01Z-
dc.date.issued2002-12-
dc.identifier.urihttp://hdl.handle.net/2451/27178-
dc.description.abstractProcyclicality 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. Procyclicality may result from systematic risk emanating from common macroeconomic influences or from interdependencies across firms as financial markets and institutions consolidate internationally. We describe cyclical effects on operational risk, credit risk and market risk measures.en
dc.language.isoen_USen
dc.relation.ispartofseriesS-FI-02-12en
dc.titleIncorporating Systemic Influences Into Risk Measurements: A Survey of the Literatureen
dc.typeWorking Paperen
Appears in Collections:Financial Institutions

Files in This Item:
File Description SizeFormat 
S-FI-02-12.pdf358.14 kBAdobe PDFView/Open


Items in FDA are protected by copyright, with all rights reserved, unless otherwise indicated.