An Analytical Framework to Calibrate Macroprudential Policy

This project presents the analytical framework for macroprudential policy (AFMaP) developed at the Financial Stability Directorate of the Banque de France that could be used to calibrate macroprudential instruments and to provide analytical support to macroprudential policy decision making. In this paper, we present and compare several possible methodologies to calibrate macroprudential capital buffers that rely both on structural models and macroprudential stresstesting tools

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Year of publication:	2017
Authors:	Bennani, Taryk
Other Persons:	Couaillier, Cyril (contributor) ; Devulder, Antoine (contributor) ; Gabrieli, Silvia (contributor) ; Idier, Julien (contributor) ; Lopez, Pierlauro (contributor) ; Piquard, Thibaut (contributor) ; Scalone, Valerio (contributor)
Publisher:	[2017]: [S.l.] : SSRN
Subject:	Finanzmarktaufsicht \| Financial supervision \| Bankenregulierung \| Bank regulation \| Bankenaufsicht \| Banking supervision \| Bankenkrise \| Banking crisis \| Regulierung \| Regulation \| Basler Akkord \| Basel Accord \| Kreditrisiko \| Credit risk \| OECD-Staaten \| OECD countries

Extent:	1 Online-Ressource (86 p)
Series:	Banque de France Working Paper ; No. 648
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2017 erstellt
Other identifiers:	10.2139/ssrn.3061897 [DOI]
Classification:	G21 - Banks; Other Depository Institutions; Mortgages ; E44 - Financial Markets and the Macroeconomy ; c58 ; E32 - Business Fluctuations; Cycles
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012944585