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Monitoring pro-cyclicality under the capital requirements directive: preliminary concepts for developing a framework
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Monitoring pro-cyclicality under the capital requirements directive: preliminary concepts for developing a framework
Monitoring pro-cyclicality under the capital requirements directive: preliminary concepts for developing a framework
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October 2007
Masschelein, N.
Working Paper N° 120
JEL classification:
G18
E32
Keywords:
Basel II/CRD
pro-cyclicality
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