Conceptual Issues in Calibrating the Basel III Countercyclical Capital Buffer /
This paper discusses issues in calibrating the countercyclical capital buffer (CCB) based on a sample of EU countries. It argues that the main indicator for buffer decisions under the Basel III framework, the credit-to-GDP gap, does not always work best in terms of covering bank loan losses that go...
| Autore principale: | Wezel, Torsten |
|---|---|
| Natura: | Periodico |
| Lingua: | English |
| Pubblicazione: |
Washington, D.C. :
International Monetary Fund,
2019.
|
| Serie: | IMF Working Papers; Working Paper ;
No. 2019/086 |
| Accesso online: | Full text available on IMF |
Documenti analoghi
-
The New Basel Capital Accord : The Devil Is in the (Calibration) Details /
di: Kupiec, Paul
Pubblicazione: (2001) -
Are Prices Countercyclical? /
di: Prasad, Eswar
Pubblicazione: (1992) -
Usability of Bank Capital Buffers : The Role of Market Expectations /
di: Abad, Jose
Pubblicazione: (2022) -
From Basel I to Basel III : Sequencing Implementation in Developing Economies /
di: Ferreira, Caio
Pubblicazione: (2019) -
Are Prices Countercyclical? : Evidence From the G-7 /
di: Prasad, Eswar
Pubblicazione: (1994)