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Use of credit registers to monitor financial stability risks: A cross-country application to sectoral risk

In: Data needs and Statistics compilation for macroprudential analysis

Author

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  • Patrick van Roy
  • Gaia Barbic
  • Anne Koban
  • Charalampos Kouratzoglou

Abstract

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Suggested Citation

  • Patrick van Roy & Gaia Barbic & Anne Koban & Charalampos Kouratzoglou, 2017. "Use of credit registers to monitor financial stability risks: A cross-country application to sectoral risk," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.
  • Handle: RePEc:bis:bisifc:46-31
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    References listed on IDEAS

    as
    1. Basten, Christhoph & Koch, Cathérine, 2015. "Higher Bank Capital Requirements and Mortgage Pricing: Evidence from the Countercyclical Capital Buffer (CCB)," HIT-REFINED Working Paper Series 26, Institute of Economic Research, Hitotsubashi University.
    2. Uluc, Arzu & Wieladek, Tomasz, 2015. "Capital requirements, risk shifting and the mortgage market," Bank of England working papers 572, Bank of England.
    3. Joseph Gyourko, 2009. "Understanding Commercial Real Estate: Just How Different from Housing Is It?," NBER Working Papers 14708, National Bureau of Economic Research, Inc.
    4. Benford, James & Burrows, Oliver, 2013. "Commercial property and financial stability," Bank of England Quarterly Bulletin, Bank of England, vol. 53(1), pages 48-58.
    5. Krzysztof Olszewski, 2013. "The Commercial Real Estate Market, Central Bank Monitoring and Macroprudential Policy," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 5(2), pages 213-250, December.
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