Measuring excess credit using the "Basel gap" : relevance for setting the countercyclical capital buffer and limitations
Year of publication: |
2017
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Authors: | Couaillier, Cyril ; Idier, Julien |
Published in: |
Banque de France bulletin / Quarterly selection of articles. - Paris : Banque, ISSN 1778-2333, ZDB-ID 2223373-8. - Vol. 46.2017, p. 5-18
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Subject: | macroprudential policy | ceredit | debt | statistical methods | financial stability | financial cycle | Finanzmarktaufsicht | Financial supervision | Basler Akkord | Basel Accord | Bankenliquidität | Bank liquidity | Finanzkrise | Financial crisis | Kreditrisiko | Credit risk | Konjunktur | Business cycle |
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