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In business cycle theory and finance, any economic quantity that is positively correlated with the overall state of the economy is said to be procyclical. [2] That is, any quantity that tends to increase in expansion and tend to decrease in a recession is classified as procyclical.
Consider a simple world where there are two types of investors – Individuals and Arbitrageurs. Individual investors have limited investment opportunities in terms of relatively limited access to capital and limited information while sophisticated “arbitrageurs “ (e.g.: dealers, hedge funds, investment banks) have access to better investment opportunities over individual investors due to ...
Macroprudential regulation is the approach to financial regulation that aims to mitigate risk to the financial system as a whole (or "systemic risk"). After the 2007–2008 financial crisis, there has been a growing consensus among policymakers and economic researchers about the need to re-orient the regulatory framework towards a macroprudential perspective.
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The Principles of Banking was first published by John Wiley & Sons in Singapore in 2012. The second edition was published in 2022 and expands upon the original edition, incorporating updates in developments and regulations and in the banking industry, including Basel III Final Form and its constituent elements of The Fundamental Review of the Trading Book, Interest Rate Risk in the Banking ...
Basel III requires banks to have a minimum CET1 ratio (Common Tier 1 capital divided by risk-weighted assets (RWAs)) at all times of: . 4.5%; Plus: A mandatory "capital conservation buffer" or "stress capital buffer requirement", equivalent to at least 2.5% of risk-weighted assets, but could be higher based on results from stress tests, as determined by national regulators.
Real business-cycle theory (RBC theory) is a class of new classical macroeconomics models in which business-cycle fluctuations are accounted for by real, in contrast to nominal, shocks. [1]
Procyclic may refer to: . a term related to the profinite groups in mathematics; In chemistry, a term referring to an acyclic compound that can be converted to a cyclic product in one step, in the same sense as prochiral