Countercyclical capital buffers: exploring options
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Repullo, Rafael & Suarez, Javier, 2008.
"The Procyclical Effects of Basel II,"
CEPR Discussion Papers
6862, C.E.P.R. Discussion Papers.
- Rafael Repullo & Javier Suarez, 2008. "The Procyclical Effects of Basel II," Working Papers wp2008_0809, CEMFI.
- Rafael Repullo & Jesús Saurina & Carlos Trucharte, 2010.
"Mitigating the pro-cyclicality of Basel II [Bank loan loss provisions: a re-examination of capital management, earnings management and signalling effects],"
Economic Policy, CEPR;CES;MSH, vol. 25(64), pages 659-702.
- Repullo, Rafael & Saurina, Jesús & Trucharte, Carlos, 2009. "Mitigating the Procyclicality of Basel II," CEPR Discussion Papers 7382, C.E.P.R. Discussion Papers.
- Rafael Repullo & Jesús Saurina & Carlos Trucharte, 2010. "Mitigating the pro-cyclicality of Basel II," Working Papers 1028, Banco de España.
- Rafael Repullo & Jesús Saurina & Carlos Trucharte, 2009. "Mitigating the Procyclicality of Basel II," Working Papers wp2009_0903, CEMFI.
- Carmen M. Reinhart & Graciela L. Kaminsky, 1999.
"The Twin Crises: The Causes of Banking and Balance-of-Payments Problems,"
American Economic Review, American Economic Association, vol. 89(3), pages 473-500, June.
- Reinhart, Carmen & Kaminsky, Graciela, 1999. "The twin crises: The causes of banking and balance of payments problems," MPRA Paper 14081, University Library of Munich, Germany.
- Reinhart, Carmen & Kaminsky, Graciela, 2000. "Las crisis gemelas: las causas de los problemas bancarios y de balanza de pagos [The twin crises: Te causes of banking and balance of payments problems]," MPRA Paper 13842, University Library of Munich, Germany.
- Carmen M. Reinhart & Graciela L. Kaminsky, 1999.
"The Twin Crises: The Causes of Banking and Balance-of-Payments Problems,"
American Economic Review, American Economic Association, vol. 89(3), pages 473-500, June.
- Graciela L. Kaminsky & Carmen M. Reinhart, 1996. "The twin crises: the causes of banking and balance-of-payments problems," International Finance Discussion Papers 544, Board of Governors of the Federal Reserve System (U.S.).
- Reinhart, Carmen & Kaminsky, Graciela, 1999. "The twin crises: The causes of banking and balance of payments problems," MPRA Paper 14081, University Library of Munich, Germany.
- Asli Demirgüç-Kunt & Enrica Detragiache, 2005.
"Cross-Country Empirical Studies of Systemic Bank Distress: A Survey,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 192(1), pages 68-83, April.
- Demirgüç-Kunt, Asli & Detragiache, Enrica, 2005. "Cross-Country Empirical Studies of Systemic Bank Distress: A Survey," National Institute Economic Review, Cambridge University Press, vol. 192, pages 68-83, April.
- Ms. Enrica Detragiache & Asli Demirgüç-Kunt, 2005. "Cross-Country Empirical Studies of Systemic Bank Distress: A Survey," IMF Working Papers 2005/096, International Monetary Fund.
- Demirguc-Kunt, Asli & Detragiache, Enrica, 2005. "Cross-country empirical studies of systemic bank distress : a survey," Policy Research Working Paper Series 3719, The World Bank.
- Calza, Alessandro & Manrique, Marta & Sousa, Joao, 2006. "Credit in the euro area: An empirical investigation using aggregate data," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(2), pages 211-226, May.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Jorge Ponce & Magdalena Tubio, 2010. "Estabilidad financiera: conceptos básicos," Documentos de trabajo 2010004, Banco Central del Uruguay.
- Barrell, Ray & Davis, E. Philip & Karim, Dilruba & Liadze, Iana, 2010.
"Bank regulation, property prices and early warning systems for banking crises in OECD countries,"
Journal of Banking & Finance, Elsevier, vol. 34(9), pages 2255-2264, September.
- Iana Liadze & Ray Barrell & Professor E. Philip Davis, 2009. "Bank regulation, property prices and early warning systems for banking crises in OECD countries," National Institute of Economic and Social Research (NIESR) Discussion Papers 330, National Institute of Economic and Social Research.
- Claudio Borio, 2011.
"Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward,"
Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 87-117, December.
- Claudio Borio, 2011. "Rediscovering the macroeconomic roots of financial stability policy: journey, challenges and a way forward," BIS Working Papers 354, Bank for International Settlements.
- Barrell, Ray & Davis, E. Philip & Karim, Dilruba & Liadze, Iana, 2010.
"Bank regulation, property prices and early warning systems for banking crises in OECD countries,"
Journal of Banking & Finance, Elsevier, vol. 34(9), pages 2255-2264, September.
- Iana Liadze & Ray Barrell & Professor E. Philip Davis, 2009. "Bank regulation, property prices and early warning systems for banking crises in OECD countries," National Institute of Economic and Social Research (NIESR) Discussion Papers 330, National Institute of Economic and Social Research.
- Frankel, Jeffrey & Saravelos, George, 2012.
"Can leading indicators assess country vulnerability? Evidence from the 2008–09 global financial crisis,"
Journal of International Economics, Elsevier, vol. 87(2), pages 216-231.
- Saravelo, George & Frankel, Jeffrey A., 2011. "Can Leading Indicators Assess Country Vulnerability? Evidence from the 2008-09 Global Financial Crisis," Scholarly Articles 5027952, Harvard Kennedy School of Government.
- Frankel, Jeffrey A. & Saravelos, George, 2012. "Can Leading Indicators Assess Country Vulnerability? Evidence from the 2008-09 Global Financial Crisis," Scholarly Articles 9642637, Harvard Kennedy School of Government.
- Frankel, Jeffrey & Saravelos, George, 2011. "Can Leading Indicators Assess Country Vulnerability? Evidence from the 2008-09 Global Financial Crisis," Working Paper Series rwp11-024, Harvard University, John F. Kennedy School of Government.
- Davis, E. Philip & Karim, Dilruba, 2008. "Comparing early warning systems for banking crises," Journal of Financial Stability, Elsevier, vol. 4(2), pages 89-120, June.
- Ons Jedidi & Jean Sébastien Pentecote, 2015.
"Robust Signals for Banking Crises,"
Economics Bulletin, AccessEcon, vol. 35(3), pages 1617-1629.
- Ons Jedidi & Jean-Sébastien Pentecôte, 2015. "Robust Signals for Banking Crises," Post-Print halshs-01184074, HAL.
- Antunes, António & Bonfim, Diana & Monteiro, Nuno & Rodrigues, Paulo M.M., 2018.
"Forecasting banking crises with dynamic panel probit models,"
International Journal of Forecasting, Elsevier, vol. 34(2), pages 249-275.
- António R. Antunes & Diana Bonfim & Nuno Monteiro & Paulo M.M. Rodrigues, 2016. "Forecasting banking crises with dynamic panel probit models," Working Papers w201613, Banco de Portugal, Economics and Research Department.
- Lainà, Patrizio & Nyholm, Juho & Sarlin, Peter, 2015.
"Leading indicators of systemic banking crises: Finland in a panel of EU countries,"
Review of Financial Economics, Elsevier, vol. 24(C), pages 18-35.
- Lainà, Patrizio & Nyholm, Juho & Sarlin, Peter, 2014. "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Research Discussion Papers 14/2014, Bank of Finland.
- Sarlin, Peter & Laina, Patrizio & Nyholm, Juho, 2015. "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Working Paper Series 1758, European Central Bank.
- Barbara Jarmulska, 2022.
"Random forest versus logit models: Which offers better early warning of fiscal stress?,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(3), pages 455-490, April.
- Jarmulska, Barbara, 2020. "Random forest versus logit models: which offers better early warning of fiscal stress?," Working Paper Series 2408, European Central Bank.
- Zigraiova, Diana & Jakubik, Petr, 2015. "Systemic event prediction by an aggregate early warning system: An application to the Czech Republic," Economic Systems, Elsevier, vol. 39(4), pages 553-576.
- Jing, Zhongbo, 2015. "On the relation between currency and banking crises in developing countries, 1980–2010," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 267-291.
- Essid, Zina & Boujelbene, Younes & Plihon, Dominique, 2014. "Institutional quality and bank instability: cross-countries evidence in emerging countries," MPRA Paper 56251, University Library of Munich, Germany.
- Lisa D. Cook & Linguère Mously Mbaye & Janet Gerson & Anthony Simpasa, 2021. "Working Paper 358 - The Colonial Origins of Banking Crisis in Africa," Working Paper Series 2484, African Development Bank.
- Johannes Hauptmann & Anja Hoppenkamps & Aleksey Min & Franz Ramsauer & Rudi Zagst, 2014. "Forecasting market turbulence using regime-switching models," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 28(2), pages 139-164, May.
- Mr. Gianni De Nicolo & John H. Boyd & Ms. Elena Loukoianova, 2009.
"Banking Crises and Crisis Dating: Theory and Evidence,"
IMF Working Papers
2009/141, International Monetary Fund.
- John Boyd & Gianni De Nicolò & Elena Loukoianova, 2010. "Banking Crises and Crisis Dating: Theory and Evidence," CESifo Working Paper Series 3134, CESifo.
- Hamdi, Helmi & Jlassi, Nabila Boukef, 2014.
"Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries,"
Economic Modelling, Elsevier, vol. 41(C), pages 124-132.
- Boukef Jlassi, Nabila & Hamdi, Helmi, 2013. "Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries," MPRA Paper 55779, University Library of Munich, Germany, revised 2014.
- Helmi Hamdi & Nabila Boukef Jlassi, 2014. "Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries," Post-Print halshs-01902770, HAL.
- Ramírez, Carlos D., 2009. "Bank fragility, "money under the mattress", and long-run growth: US evidence from the "perfect" Panic of 1893," Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2185-2198, December.
- Bholat, David & Lastra, Rosa & Markose, Sheri & Miglionico, Andrea & Sen, Kallol, 2016. "Non-performing loans: regulatory and accounting treatments of assets," Bank of England working papers 594, Bank of England.
- Anichul Khan & Hasnat Dewan, 2011. "Deposit insurance scheme and banking crises: a special focus on less-developed countries," Empirical Economics, Springer, vol. 41(1), pages 155-182, August.
More about this item
Keywords
countercyclical capital buffers; financial stability; procyclicality;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2010-08-14 (Banking)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bis:biswps:317. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: . General contact details of provider: https://edirc.repec.org/data/bisssch.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christian Beslmeisl (email available below). General contact details of provider: https://edirc.repec.org/data/bisssch.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.