Browsing Arbeidsnotater / Working Papers by Subject "Basel II"
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Banks’ Optimal Implementation Strategies for a Risk Sensitive Regulatory Capital Rule: A Real Options and Signalling Approach
(Working Papers;12/2006, Working paper, 2006)I evaluate a bank's incentives to implement a risk sensitive regulatory capital rule and to invest in improved risk measurement. The decision making is analyzed within a real options framework where optimal policies are ... -
Norwegian Banks in a Recession: Procyclical Implications of Basel II
(Working Papers;4/2009, Working paper, 2009)While the new capital adequacy framework, Basel II, aims to make the banks’ capital requirements more sensitive to the underlying risk of the assets, it may also introduce an additional source of procyclicality in the ...