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Pro-cyclicality in the new Basel Accord

Author: D. Wilson Ervin and Tom Wilde

Source: Risk magazine | 01 Oct 2001

Categories: Market Data

Topics: Basel II, Basel Committee on Banking Supervision (BCBS), Loans, Portfolio modelling, Pro-cyclicality, Quantitative analysis, Risk sensitivity, Systemic risk

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Pro-cyclicality in the new Basel Accord

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