Search Results - subject:"banking system resilience"

Early warning FAVAR model for the assessment of the effects of macroprudential policy on risks in the banking sector

Ozsahin, Selcuk - 2021

Persistent link: https://www.econbiz.de/10012792252

The benefits and costs of adjusting bank capitalisation: Evidence from euro area countries

Budnik, Katarzyna; Affinito, Massimiliano; Barbic, Gaia; … - 2019

The paper proposes a framework for assessing the impact of system-wide and bank-level capital buffers. The assessment rests on a factor-augmented vector autoregression (FAVAR) model that relates individual bank adjustments to macroeconomic dynamics. We estimate FAVAR models individually for...

Persistent link: https://www.econbiz.de/10012142105

The benefits and costs of adjusting bank capitalisation : evidence from euro area countries

Budnik, Katarzyna; Barbic, Gaia; Nicoletti, Giulio; … - 2019

Persistent link: https://www.econbiz.de/10012113641

The benefits and costs of adjusting bank capitalisation : evidence from euro area countries

Budnik, Katarzyna; Affinito, Massimiliano; Barbic, Gaia; … - 2019

Persistent link: https://www.econbiz.de/10011996739