Mark Illing - Latest

• December 23, 2004

  Basel II and Required Bank Capital

  Financial System Review - December 2004 Mark Illing, Graydon Paulin

  Content Type(s): Publications, Financial System Review articles

• The New Basel Capital Accord and the Cyclical Behaviour of Bank Capital

  Staff Working Paper 2004-30 Mark Illing, Graydon Paulin

  The authors conduct a counterfactual simulation of the proposed rules under the new Basel Capital Accord (Basel II), including the revised treatment of expected and unexpected credit losses proposed by the Basel Committee in October 2003.

  Content Type(s): Staff research, Staff working papers Topic(s): Financial institutions JEL Code(s): G, G2, G21, G28, K, K2, K23