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Calibrating the countercyclical capital buffer using AUROCs
Bologna, Pierluigi; Galardo, Maddalena - In: Economic notes 53 (2024) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10014468705
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New indicators of credit gap in Croatia: improving the calibration of the countercyclical capital buffer
Škrinjarić, Tihana; Bukovšak, Maja - 2022
Persistent link: https://www.econbiz.de/10013472674
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Effects of macroprudential policies on bank lending and credit risks
Behncke, Stefanie - 2020 - Working paper version: April 17, 2020
Persistent link: https://www.econbiz.de/10012210859
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Measuring credit gaps for macroprudential policy guidance : an application to Georgia
Liqokeli, Akaki - 2020
Persistent link: https://www.econbiz.de/10013414867
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Empirical evidence on the efectiveness of capital buffer release
Sivec, Vasja; Volk, Matjaz - 2022
Persistent link: https://www.econbiz.de/10013192526
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Money and debt : Empirical studies in Northern Europe 1840-2015
Kenny, Sean - 2016
Persistent link: https://www.econbiz.de/10011820548
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Countercyclical capital buffers and credit-to-GDP gaps : simulation for Central, Eastern, and Southeastern Europe
Geršl, Adam; Seidler, Jakub - In: Eastern European economics 53 (2015) 6, pp. 439-465
Persistent link: https://www.econbiz.de/10011507613
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Countercyclical prudential tools in an estimated DSGE model
Frache, Serafin; Garcia-Cicco, Javier; Ponce, Jorge - In: Latin American journal of central banking : LAJCB 4 (2023) 3, pp. 1-25
We developed a dynamic stochastic general equilibrium (DSGE) model for a small, open economy with a banking sector and endogenous default to assess two macroprudential tools: countercyclical capital buffers (CCB) and dynamic provisions (DP). The model is estimated with data for Uruguay, where...
Persistent link: https://www.econbiz.de/10014382973
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The new financial regulation in Basel III and monetary policy : a macroprudential approach
Rubio, Margarita; Carrasco Gallego, José Antonio - In: Journal of financial stability 26 (2016), pp. 294-305
Persistent link: https://www.econbiz.de/10011705556
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Effects of macroprudential policies on bank lending and credit risks
Behncke, Stefanie - In: Journal of financial services research 63 (2023) 2, pp. 175-199
Persistent link: https://www.econbiz.de/10014258826