Countercyclical Buffer of Basel III and Cyclical Behavior of Palestinian Banks' Capital Resource

被引：0
|
作者：
Alfarra, Ahmed N. K. [1 ]
Hui Xiaofeng [1 ]
Chitsaz, Ehsan [1 ]
Ahmed, Jaleel [1 ]
机构：
[1] Harbin Inst Technol, Sch Management, Harbin 150001, Peoples R China
来源：
2016 INTERNATIONAL CONFERENCE ON INDUSTRIAL ENGINEERING, MANAGEMENT SCIENCE AND APPLICATIONS (ICIMSA) | 2016年
关键词：
Basel III; Business cycle; Capital buffer; Autoregressive Distributed Lag Model (ADL); Countercyclical buffer; FINANCIAL CRISIS; MONETARY-POLICY; IMPACT; REQUIREMENTS; LIQUIDITY; MARKET; RISK;
D O I：
暂无
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
One of the anxieties of the Basel Committee on Banking Supervision is cyclical behavior of banks that has been addressed in its new Basel III framework. The 'countercyclical buffer' particularly targets at the extenuation of the allegedly harmful behavior of bank capital. Mainstream discourses on the subject usually assess a pro-cyclical behavior of banks' surplus capital but this paper examines mostly annual data by GDP as a deputation for the commercial cycle. Using collected annually data, this paper identifies a defining pro-cyclical behavior of Palestinian banks' capital.
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页数：4
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