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.
- Sprache
-
Englisch
- Erschienen in
-
Series: ESRB Occasional Paper Series ; No. 5
- Klassifikation
-
Wirtschaft
Banks; Depository Institutions; Micro Finance Institutions; Mortgages
Financial Institutions and Services: Government Policy and Regulation
Central Banks and Their Policies
- Thema
-
countercyclical capital buffer
banking regulation
systemic risk
- Ereignis
-
Geistige Schöpfung
- (wer)
-
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
- Ereignis
-
Veröffentlichung
- (wer)
-
European Systemic Risk Board (ESRB), European System of Financial Supervision
- (wo)
-
Frankfurt a. M.
- (wann)
-
2014
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Bericht
Beteiligte
- 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
Entstanden
- 2014
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