Search Results - subject:"buffer calibration"

Calibrating capital buffers for other systemically important institutions (O-SIIs) in Germany - Utilising the equal expected impact approach

Geiger, Sebastian; Heires, Marcel; Krüger, Ulrich; … - 2022

A new approach, derived from the equal expected impact (EEI) approach, was used for the calibration of the buffers for other systemically important institutions (O-SIIs) in Germany in 2020. This technical paper presents a detailed background to the EEI approach as used for the updated...

Persistent link: https://www.econbiz.de/10014476416

Calibrating the countercyclical capital buffer for Italy

Bologna, Pierluigi; Galardo, Maddalena - 2022

Persistent link: https://www.econbiz.de/10013254665

Calibrating the countercyclical capital buffer using AUROCs

Bologna, Pierluigi; Galardo, Maddalena - In: Economic notes 53 (2024) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10014468705