Countercyclical prudential tools in an estimated DSGE model
Year of publication: |
2023
|
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Authors: | Frache, Serafin ; Garcia-Cicco, Javier ; Ponce, Jorge |
Published in: |
Latin American journal of central banking : LAJCB. - Amsterdam : Elsevier, ISSN 2666-1438, ZDB-ID 3035191-1. - Vol. 4.2023, 3, Art.-No. 100095, p. 1-25
|
Subject: | (Countercyclical or dynamic) loan loss provision | Banking regulation | Basel III | Countercyclical capital buffer | DSGE | Endogenous default | Minimum capital requirement | Reserve requirement | Uruguay | Theorie | Theory | Basler Akkord | Basel Accord | Konjunktur | Business cycle | Bankenliquidität | Bank liquidity | Kreditrisiko | Credit risk | Dynamisches Gleichgewicht | Dynamic equilibrium | Kreditgeschäft | Bank lending | DSGE-Modell | DSGE model | Bankenregulierung | Bank regulation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1016/j.latcb.2023.100095 [DOI] |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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