TY  - BOOK
AU  - Repullo,Rafael
AU  - Saurina,Jesús
AU  - Trucharte,Carlos
TI  - Mitigating the pro-cyclicality of basel II / 
T2  - Documentos de trabajo, 
AV  - HC 381  .A5 201028E
PY  - 2010///
CY  - Madrid : 
PB  - Banco de España, 
KW  - Acuerdos de Basilea
N1  - 1. Introduction, 9 --; 2. Dealing with the pro-cyclicaty of basel II, 12 --; 3. Empirical model of firms's probabilities of default, 14 --; 4. Cyclical adjustment of basel II capital requirements, 17 --; 5. Discussion, 22 --; 6. Extensions, 26 --; 7. Conclusion, 31 --; References, 32
ER  -