This reinvigorated the policy debate about dampening such “procyclicality” of margin requirements. In this paper, we suggest how margin setters and policy makers might measure procyclicality and ...

XONE offers low-cost, short-duration Treasury exposure, making it attractive for those seeking limited duration risk. See why ...

Reflecting upon the lessons learnt from the 2007-8 crisis, regulators traced the unintended consequences of procyclicality in the securities financing and bilateral OTC derivative markets to basically ...

This paper examines the reasons for this, specifically focusing on regulations or market practices that can accentuate economic cycles. Although recognizing various practical limitations, new policy ...

Loan loss provisions in the euro area are negatively related to GDP growth, i.e., they are procyclical. Loan loss provisions tend to be more procyclical at larger and better capitalized banks. The ...

小词大世界，每天打卡，跟麦可林一起学单词。 黎巴嫩学者和外交官加桑•萨拉梅讲述了冲突如何席卷黎巴嫩，以及为什么试图用武力重塑该地区是愚蠢的。 这位战术大师受聘带领英格兰队在2026年世界杯上夺冠。 美国降息 ...

“In light of continued stress in financial markets” the Fed is delaying new rules that would have further limited the amount of restricted stuff that can be included in banks’ Tier 1 capital ...

Procyclicality refers to the proneness of financial variables (Or simply, indicators that express the financial health of an entity) to oscillate around a trend during the economic cycle 12 ; as a ...

Kira R. Fabrizio, Ulya Tsolmon, AN EMPIRICAL EXAMINATION OF THE PROCYCLICALITY OF R&D INVESTMENT AND INNOVATION, The Review of Economics and Statistics, Vol. 96, No. 4 (October 2014), pp. 662-675 ...

Dynamic provisions could help to enhance the solvency of individual banks and reduce procyclicality. Accomplishing these objectives depends on country-specific features of the banking system, business ...