Bericht
Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options
This paper presents the analysis underpinning the ESRB Recommendation on guidance on setting countercyclical buffer rates (ESRB 2014/1). The Recommendation is designed to help authorities tasked with setting the countercyclical capital buffer (CCB) to operationalise this new macroprudential instrument. It follows on from the EU prudential rules for the banking system that came into effect on 1 January 2014.
- Language
-
Englisch
- Bibliographic citation
-
Series: ESRB Occasional Paper Series ; No. 5
- Classification
-
Wirtschaft
Banks; Depository Institutions; Micro Finance Institutions; Mortgages
Financial Institutions and Services: Government Policy and Regulation
Central Banks and Their Policies
- Subject
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countercyclical capital buffer
banking regulation
systemic risk
- Event
-
Geistige Schöpfung
- (who)
-
Detken, Carsten
Weeken, Olaf
Alessi, Lucia
Bonfim, Diana
Boucinha, Miguel M.
Castro, Christian
Frontczak, Sebastian
Giordana, Gaston
Giese, Julia
Jahn, Nadya
Kakes, Jan
Klaus, Benjamin
Lang, Jan Hannes
Puzanova, Natalia
Welz, Peter
- Event
-
Veröffentlichung
- (who)
-
European Systemic Risk Board (ESRB), European System of Financial Supervision
- (where)
-
Frankfurt a. M.
- (when)
-
2014
- Handle
- Last update
-
10.03.2025, 11:42 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Bericht
Associated
- Detken, Carsten
- Weeken, Olaf
- Alessi, Lucia
- Bonfim, Diana
- Boucinha, Miguel M.
- Castro, Christian
- Frontczak, Sebastian
- Giordana, Gaston
- Giese, Julia
- Jahn, Nadya
- Kakes, Jan
- Klaus, Benjamin
- Lang, Jan Hannes
- Puzanova, Natalia
- Welz, Peter
- European Systemic Risk Board (ESRB), European System of Financial Supervision
Time of origin
- 2014
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