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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

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    1. Christoph Basten & Catherine Koch, 2015. "Higher bank capital requirements and mortgage pricing: evidence from the Countercyclical Capital Buffer (CCB)," BIS Working Papers 511, Bank for International Settlements.
    2. Joseph Gyourko, 2009. "Understanding Commercial Real Estate: Just How Different from Housing Is It?," NBER Working Papers 14708, National Bureau of Economic Research, Inc.
    3. Uluc, Arzu & Wieladek, Tomasz, 2015. "Capital requirements, risk shifting and the mortgage market," Bank of England working papers 572, Bank of England.
    4. 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.
    5. M. Dietsch & C. Welter-Nicol, 2014. "Do LTV and DSTI caps make banks more resilient?," Débats économiques et financiers 13, Banque de France.
    6. World Bank, 2011. "General Principles for Credit Reporting," World Bank Publications - Reports 12792, The World Bank Group.
    7. Benford, James & Burrows, Oliver, 2013. "Commercial property and financial stability," Bank of England Quarterly Bulletin, Bank of England, vol. 53(1), pages 48-58.
    8. Luci Ellis & Chris Naughtin, 2010. "Commercial Property and Financial Stability - An International Perspective," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 25-30, June.
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    Cited by:

    1. Contreras, Alex & Gondo, Rocío & Oré, Erick & Pérez, Fernando, 2019. "Evaluando el impacto de las medidas de desdolarización del crédito en el Perú," Working Papers 2019-005, Banco Central de Reserva del Perú.
    2. Cappelletti, Giuseppe & Mistrulli, Paolo Emilio, 2023. "The role of credit lines and multiple lending in financial contagion and systemic events," Journal of Financial Stability, Elsevier, vol. 67(C).

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