G2 - Financial Institutions and Services - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T15:02:31+00:00The New Basel Capital Accord and the Cyclical Behaviour of Bank Capital
https://www.bankofcanada.ca/2004/08/working-paper-2004-30/
The authors conduct a counterfactual simulation of the proposed rules under the new Basel Capital Accord (Basel II), including the revised treatment of expected and unexpected credit losses proposed by the Basel Committee in October 2003.2004-08-01T13:12:27+00:00enThe New Basel Capital Accord and the Cyclical Behaviour of Bank Capital2004-08-01Financial institutionsWorking Paper 2004-30 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp04-30.pdfThe New Basel Capital Accord and the Cyclical Behaviour of Bank CapitalMark IllingGraydon PaulinAugust 2004GG2G21G28KK2K23