Benink, Harald, Danielsson, Jon and Jónsson, Ásgeir (2008) On the role of regulatory banking capital. Financial Markets, Institutions and Instruments, 17 (1). pp. 85-96. ISSN 0963-8008
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Identification Number: 10.1111/j.1468-0416.2007.00134.x
Abstract
In this paper the authors study the role of regulatory banking capital and analyze the incentive effects of the Basel II Accord. They argue that Basel II may become a source of systemic risk due to endogenous risk and the risk sensitivity of the capital requirements. In this context they note that financial instability may enter via the asset side of the banks' balance sheets when banks are forced to sell assets in order to maintain the capital buffer prescribed by Basel II.
| Item Type: | Article |
|---|---|
| Official URL: | http://www.wiley.com/bw/journal.asp?ref=0963-8008 |
| Additional Information: | © 2008 The Authors |
| Divisions: | Finance Financial Markets Group |
| Subjects: | H Social Sciences > HG Finance |
| Date Deposited: | 08 Feb 2011 10:27 |
| Last Modified: | 05 Jan 2024 01:54 |
| URI: | http://eprints.lse.ac.uk/id/eprint/32251 |
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