Calibrating the countercyclical capital buffer using AUROCs
Year of publication: |
2024
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Authors: | Bologna, Pierluigi ; Galardo, Maddalena |
Published in: |
Economic notes. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1468-0300, ZDB-ID 2006487-1. - Vol. 53.2024, 1, Art.-No. e12230, p. 1-19
|
Subject: | buffer calibration | CCyB | credit cycle | macroprudential policy | Finanzmarktaufsicht | Financial supervision | Basler Akkord | Basel Accord | Konjunktur | Business cycle | Bankenliquidität | Bank liquidity | Finanzkrise | Financial crisis | Kreditgeschäft | Bank lending | Antizyklische Finanzpolitik | Countercyclical fiscal policy | Kreditrisiko | Credit risk | Kredit | Credit |
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