Bank credit risk and macro-prudential policies : role of counter-cyclical capital buffer
Year of publication: |
2022
|
---|---|
Authors: | Benbouzid, Nadia ; Kumar, Abhishek ; Mallick, Sushanta Kumar ; Sousa, Ricardo M. ; Stojanovic, Aleksandar |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 63.2022, p. 1-19
|
Subject: | Bank CDS | Bank-level characteristics | Macro-prudential policy | Macroeconomic environment | Uncertainty | Kreditrisiko | Credit risk | Konjunktur | Business cycle | Bankrisiko | Bank risk | Kreditderivat | Credit derivative | Basler Akkord | Basel Accord | Wirkungsanalyse | Impact assessment | Finanzmarktaufsicht | Financial supervision | Kreditgeschäft | Bank lending | Bankenaufsicht | Banking supervision | Bank | Finanzkrise | Financial crisis | Bankenliquidität | Bank liquidity |
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