Triggers for countercyclical capital buffers

Kauko, Karlo (2012): Triggers for countercyclical capital buffers.

Abstract

The criteria for imposing the countercyclical capital buffer (CCyB) are discussed. It is proposed that a kind of differenced relative credit indicator could be used as a decision making criteria.

• Item Type: MPRA Paper
• Language: English
• Keywords: Countercyclical capital buffer; Basel gap; differenced credit; Credit intensity; CCyB
• Subjects: G - Financial Economics > G0 - General > G01 - Financial Crises; G - Financial Economics > G1 - General Financial Markets > G18 - Government Policy and Regulation

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