A variable response
Basel II has been criticised by many observers in the past for being pro-cyclical, but the financial crisis has made this issue a key concern for regulators. In response, bodies such as the Basel Committee on Banking Supervision are considering the introduction of counter-cyclical tools. Various proposals have been put forward, with some based on fixed (time invariant) target capital ratios, and others focusing on time-varying targets linked to either bank-specific variables or to macro and
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