The countercyclical capital buffer in spain: an analysis of key guiding indicators
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Citations
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Cited by:
- Pfeifer, Lukáš & Hodula, Martin, 2021. "A profit-to-provisioning approach to setting the countercyclical capital buffer," Economic Systems, Elsevier, vol. 45(1).
- Kalatie, Simo & Laakkonen, Helinä & Tölö, Eero, 2015. "Indicators used in setting the countercyclical capital buffer," Research Discussion Papers 8/2015, Bank of Finland.
- Lang, Jan Hannes & Welz, Peter, 2018. "Semi-structural credit gap estimation," Working Paper Series 2194, European Central Bank.
- Jorge E. Galán, 2020. "The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk," Working Papers 2007, Banco de España.
- Karlo Kauko & Eero Tölö, 2019.
"Banking Crisis Prediction with Differenced Relative Credit,"
Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 65(4), pages 277-297.
- Kauko, Karlo & Tölö, Eero, 2019. "Banking crisis prediction with differenced relative credit," BoF Economics Review 4/2019, Bank of Finland.
- Lukas Pfeifer & Martin Hodula, 2018.
"A Profit-to-Provisioning Approach to Setting the Countercyclical Capital Buffer: The Czech Example,"
Working Papers
2018/5, Czech National Bank.
- Pfeifer, Lukáš & Hodula, Martin, 2018. "A profit-to-provisioning approach to setting the countercyclical capital buffer: the Czech example," ESRB Working Paper Series 82, European Systemic Risk Board.
- Bank for International Settlements, 2016. "Experiences with the ex ante appraisal of macroprudential instruments," CGFS Papers, Bank for International Settlements, number 56.
- Jorge E. Galán, 2019. "Measuring credit-to-gdp gaps. The hodrick-prescott filter revisited," Occasional Papers 1906, Banco de España.
- repec:zbw:bofrdp:2015_008 is not listed on IDEAS
- Markus Behn & Carsten Detken & Tuomas Peltonen & Willem Schudel, 2017.
"Predicting Vulnerabilities in the EU Banking Sector: The Role of Global and Domestic Factors,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(4), pages 147-189, December.
- Behn, Markus & Detken, Carsten & Peltonen, Tuomas A. & Schudel, Willem, 2016. "Predicting vulnerabilities in the EU banking sector: the role of global and domestic factors," ESRB Working Paper Series 29, European Systemic Risk Board.
- Juan Francisco Martínez & Daniel Oda, 2018. "Characterization of the Chilean Financial Cycle, Early Warning Indicators and Implications for Macro-Prudential Policies," Working Papers Central Bank of Chile 823, Central Bank of Chile.
- Jorge E. Galán & Javier Mencía, 2018. "Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe," Working Papers 1825, Banco de España.
- Felipe Clavijo Ramírez & Jorge Luis Hurtado Guarín & Oscar Fernando Jaulín Méndez & Javier Pirateque Niño, 2016. "El requerimiento de capital contracíclico en Colombia," Borradores de Economia 963, Banco de la Republica de Colombia.
- Eero Tölö & Helinä Laakkonen & Simo Kalatie, 2018. "Evaluating Indicators for Use in Setting the Countercyclical Capital Buffer," International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 51-112, March.
- Irma Alonso & Luis Molina, 2021. "A GPS navigator to monitor risks in emerging economies: the vulnerability dashboard," Occasional Papers 2111, Banco de España.
- Jorge E. Galán & Javier Mencía, 2021. "Model-based indicators for the identification of cyclical systemic risk," Empirical Economics, Springer, vol. 61(6), pages 3179-3211, December.
- Martínez, Juan Francisco & Oda, Daniel, 2021. "Characterization of the Chilean financial cycle, early warning indicators and implications for macro-prudential policies," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(1).
- Irma Alonso & Luis Molina, 2019. "The SHERLOC: an EWS-based index of vulnerability for emerging economies," Working Papers 1946, Banco de España.
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More about this item
Keywords
countercyclical capital buffer; credit-to-GDP gap; guiding indicators; build-up phase; credit intensity; real estate prices; external imbalances; private sector debt sustainability; macroprudential policy;All these keywords.
JEL classification:
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2016-02-04 (Banking)
- NEP-CBA-2016-02-04 (Central Banking)
- NEP-CFN-2016-02-04 (Corporate Finance)
- NEP-EEC-2016-02-04 (European Economics)
- NEP-RMG-2016-02-04 (Risk Management)
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