Studies on the procyclical behaviour of banks

Katalin Mérõ, Balázs Zsámboki () and Edit Horváth
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Katalin Mérõ: Magyar Nemzeti Bank
Balázs Zsámboki: Magyar Nemzeti Bank
Edit Horváth: Magyar Nemzeti Bank

No 2002/10, MNB Occasional Papers from Magyar Nemzeti Bank (Central Bank of Hungary)

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.

Keywords: Pro-cyclicality; Basel Capital Accord; Credit risk; Provisioning; Regulation. (search for similar items in EconPapers)
JEL-codes: G21 G28 G32 (search for similar items in EconPapers)
Pages: 140 pages
Date: 2002
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:mnb:opaper:2002/10

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