Filter selection for countercyclical capital buffers
Background: Procyclicality plays a pivotal role in finance in both thriving and crisis periods. This influence stems not only from the way market participants behave but also from risk metrics used and regulatory capital amassed and released during bust and boom periods, respectively. The introducti...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AOSIS
2018-04-01
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| Series: | South African Journal of Economic and Management Sciences |
| Subjects: | |
| Online Access: | https://sajems.org/index.php/sajems/article/view/1744 |