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Adjustment Costs, Errors In Risk Weights, And Banks' Balance Sheets: The 1988 Basel Accord Revisited, Kevin T. Jacques, Elva Coadari, John Thornton
Adjustment Costs, Errors In Risk Weights, And Banks' Balance Sheets: The 1988 Basel Accord Revisited, Kevin T. Jacques, Elva Coadari, John Thornton
Kevin T Jacques
In the context of a profit-maximization model that recognizes both non-homogeneous adjustment costs and errors in risk weights, this paper examines the question of why different banks exhibited different responses to implementation of the 1988 Accord.
Procyclicality, Bank Lending, And The Macroeconomic Implications Of A Revised Basel Accord, Kevin T. Jacques
Procyclicality, Bank Lending, And The Macroeconomic Implications Of A Revised Basel Accord, Kevin T. Jacques
Kevin T Jacques
No abstract provided.