Calibrating the countercyclical capital buffer using AUROCs
Year of publication: |
2024
|
---|---|
Authors: | Bologna, Pierluigi ; Galardo, Maddalena |
Subject: | buffer calibration | CCyB | credit cycle | macroprudential policy | Finanzmarktaufsicht | Financial supervision | Basler Akkord | Basel Accord | Bankenliquidität | Bank liquidity | Konjunktur | Business cycle | Kreditrisiko | Credit risk | Bankenregulierung | Bank regulation | Kredit | Credit | Antizyklische Finanzpolitik | Countercyclical fiscal policy | Kreditgeschäft | Bank lending | Finanzkrise | Financial crisis |
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