Search Results - subject:"Systemic risk buffer"

Systemic risk buffer and residential real estate loans: The steering effect of sectoral buffer application

Geiger, Sebastian - 2022

This paper describes the effects of the sectoral application of the systemic risk buffer (SyRB) within the German …

Persistent link: https://www.econbiz.de/10014476137

How to assess the systemic risk buffer for banks

Mæhlum, Sverre; Riiser, Magdalena D. - 2019

Since 2013, Norwegian banks have been required to hold a systemic risk buffer (SyRB) of 3 percent. The reason for the …. In this paper, we assess indicators and a possible framework for the systemic risk buffer in Norway. We find that a …

Persistent link: https://www.econbiz.de/10012661589

How to assess the systemic risk buffer for banks

Mæhlum, Sverre; Riiser, Magdalena D. - 2019

Persistent link: https://www.econbiz.de/10012661590

How to assess the systemic risk buffer for banks

Mæhlum, Sverre; Riiser, Magdalena D. - 2019

Persistent link: https://www.econbiz.de/10012209804

Hvordan vurdere systemrisikobufferen for bankene?

Mæhlum, Sverre; Riiser, Magdalena D. - 2019

Persistent link: https://www.econbiz.de/10012209807

M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements

Tente, Natalia; von Westernhagen, Natalja; Slopek, Ulf - 2017

M-PRESS-CreditRisk is a new top-down macro stress testing framework that can help supervisors gauge banks' capital adequacy related to credit risk. For the first time, it combines calibration of microprudential capital requirements and macroprudential buffers in a unified, coherent framework....

Persistent link: https://www.econbiz.de/10011664818

M-PRESS-CreditRisk : a holistic micro- and macroprudential approach to capital requirements

Tente, Natalia; Westernhagen, Natalja von; Slopek, Ulf … - 2017

Persistent link: https://www.econbiz.de/10011663208

An analytical framework to calibrate macroprudential policy

Bennani, Taryk; Couaillier, Cyril; Devulder, Antoine; … - 2017

Persistent link: https://www.econbiz.de/10011748740

The systemic risk buffer for UK banks : a response to the Bank of England’s consultation paper

Vickers, John - In: Journal of financial regulation 2 (2016) 2, pp. 264-282

Persistent link: https://www.econbiz.de/10011731785

A broader set of tools needed to prevent financial crises

Topi, Jukka - In: Bank of Finland bulletin (2015) 2, pp. 78-81

Persistent link: https://www.econbiz.de/10012040834