The pro-cyclicality of capital ratios and credit supply, a tale of two sizes
BankUnderground
APRIL 28, 2023
GDP data was collected from the Office for National Statistics and FRED® for the UK and US respectively. The aim of having a long time series is to have a sample that covers at least a big portion of a credit cycle before the introduction of the much stricter capital requirements by Basel III standards in 2010. Pre-tax profits 8305 29.76
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