Operationalising the Countercyclical Capital Buffer : Indicator Selection, Threshold Identification and Calibration Options

This paper presents the analysis underpinning the ESRB Recommendation on guidance on setting countercyclical buffer rates (ESRB 2014/1). The Recommendation is designed to help authorities tasked with setting the countercyclical capital buffer (CCB) to operationalise this new macroprudential instrument. It follows on from the EU prudential rules for the banking system that came into effect on 1 January 2014

MoreLess

Year of publication:	[2021]
Authors:	Detken, Carsten ; Weeken, Olaf ; Alessi, Lucia ; Bonfim, Diana ; Boucinha, Miguel ; Castro, Christian ; Frontczak, Sebastian ; Giordana, Gaston ; Giese, Julia ; Wildmann, Nadya ; Kakes, Jan ; Klaus, Benjamin ; Lang, Jan Hannes ; Puzanova, Natalia ; Welz, Peter
Publisher:	[S.l.] : SSRN

Extent:	1 Online-Ressource (95 p)
Series:	ESRB: Occasional Paper Series ; No. 2014/5
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June, 2014 erstellt
Other identifiers:	10.2139/ssrn.3723336 [DOI]
Classification:	G21 - Banks; Other Depository Institutions; Mortgages ; G18 - Government Policy and Regulation ; E58 - Central Banks and Their Policies
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013248872