A STUDY ASSESSING THE IMPACTS OF NEW REGULATORY PROPOSALS ON CYCLICALITY OF CAPITAL REQUIREMENTS: THE CASE OF THE CZECH REPUBLIC

Master thesis English RESTRICTED
Bartůsek, Michal;
(2011)
  • Publisher: Vysoká škola ekonomická v Praze
  • Subject: banking regulation; Basel III; countercyclical buffer; Basel II; bankovní regulace; proticyklický polštář

This work focuses on new regulatory proposals, primarily Basel III accords and analyzes its ability to create a buffer for recurrent credit bubbles. This paper follows a research made by Lis, Pagés and Saurina [2000]. Their paper has illustrated the cyclicality of loan ... View more
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