Conceptual Issues in Calibrating the Basel III Countercyclical Capital Buffer /
This paper discusses issues in calibrating the countercyclical capital buffer (CCB) based on a sample of EU countries. It argues that the main indicator for buffer decisions under the Basel III framework, the credit-to-GDP gap, does not always work best in terms of covering bank loan losses that go...
| Egile nagusia: | |
|---|---|
| Formatua: | Aldizkaria |
| Hizkuntza: | English |
| Argitaratua: |
Washington, D.C. :
International Monetary Fund,
2019.
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| Saila: | IMF Working Papers; Working Paper ;
No. 2019/086 |
| Sarrera elektronikoa: | Full text available on IMF |