Re-anchoring countercyclical capital buffers : Bayesian estimates and alternatives focusing on credit growth
Year of publication: |
October-December 2017
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Authors: | Gonzalez, Rodrigo Barbone ; Marinho, Leonardo Sousa Gomes ; Lima, Joaquim |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 33.2017, 4, p. 1007-1024
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Subject: | Financial cycle | Bayesian STM | Countercyclical capital buffer (CCB) | Banking crisis | Noise-to-signal (NS) | Bankenkrise | Bayes-Statistik | Bayesian inference | Basler Akkord | Basel Accord | Konjunktur | Business cycle | Bankenliquidität | Bank liquidity | Finanzkrise | Financial crisis | Kreditgeschäft | Bank lending | Bankenregulierung | Bank regulation |
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