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standard deviation x Financial Institutions and Services x Regional Government Analysis x clear all

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standard deviation

Overview page. Subjects: Science and Mathematics.

A measure of the dispersion of data in statistics. For a set of values a 1, a 2, a 3, … an , the mean m is given by (a 1 + anull...

See overview in Oxford Index

Mitigating the pro-cyclicality of Basel II

Rafael Repullo, Jesús Saurina and Carlos Trucharte.

in Economic Policy

October 2010; p ublished online August 2014 .

Journal Article. Subjects: Economic Growth and Aggregate Productivity; Financial Regulation; Health, Education, and Welfare; Labour and Demographic Economics; Macroeconomics and Monetary Economics; Public Economics; Regional Government Analysis. 17937 words.

Policy discussions on the recent financial crisis feature widespread calls to address the pro-cyclical effects of regulation. The main concern is that the new risk-sensitive bank capital...