Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates

Borio, Claudio; Tsatsaronis, Kostas; Drehmann, Mathias; BORIO, Claudio; Tsatsaronis, Kostas; Drehmann, Mathias

Measuring the credit gap: a forecast combination approach. (2025). Kishor, N ; Nguyen, Nam.
In: Swiss Journal of Economics and Statistics.
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Constructing a country-specific indicator for cyclical systemic risk. (2025). Vella, Sarah.
In: Economic Change and Restructuring.
RePEc:kap:ecopln:v:58:y:2025:i:3:d:10.1007_s10644-025-09884-1.
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Technical Development of Countercyclical Capital Buffer Implementation in Mongolias Banking Sector. (2025). Oyungerel, Enkhbaatar ; Erdenebileg, Urangoo.
In: IHEID Working Papers.
RePEc:gii:giihei:heidwp10-2025.
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Not all banking crises are alike: Assessing their distributional impacts relative to pre-crisis credit gaps. (2025). Ligonnière, Samuel ; Ligonnire, Samuel ; Mathonnat, Clment ; Atsebi, Jean-Marc.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002079.
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From risk to buffer: calibrating the positive neutral CCyB rate in the euro area. (2025). Herrera, Luis ; Scalone, Valerio ; Pirovano, Mara.
In: Working Paper Series.
RePEc:ecb:ecbwps:20253075.
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From losses to buffer - calibrating the positive neutral CCyB rate in the euro area. (2025). Stammwitz, Florian ; Pirovano, Mara ; Pereira, Ana ; de Nora, Giorgia.
In: Working Paper Series.
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Predicting financial crises: an evaluation of machine learning algorithms and model explainability for early warning systems. (2024). Reimann, Chris.
In: Review of Evolutionary Political Economy.
RePEc:spr:revepe:v:5:y:2024:i:1:d:10.1007_s43253-024-00114-4.
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Early warning models for systemic banking crises: Can political indicators improve prediction?. (2024). Uebelmesser, Silke ; Huynh, Tran.
In: European Journal of Political Economy.
RePEc:eee:poleco:v:81:y:2024:i:c:s0176268023001283.
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Buying insurance at low economic cost – the effects of bank capital buffer increases since the pandemic. (2024). Reghezza, Alessio ; Behn, Markus ; Forletta, Marco.
In: Working Paper Series.
RePEc:ecb:ecbwps:20242951.
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Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market‐Based Stress Tests. (2023). van Oordt, Maarten.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:465-501.
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Disentangling demand and supply side determinants of post-GFC credit slowdown: an Indian perspective. (2023). Gopalakrishnan, Pawan ; Herwadkar, Snehal ; Ghosh, Saurabh ; Verma, Radheshyam.
In: Indian Economic Review.
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Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia. (2023). Škrinjarić, Tihana.
In: Comparative Economic Studies.
RePEc:pal:compes:v:65:y:2023:i:3:d:10.1057_s41294-023-00220-y.
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Credit gaps as banking crisis predictors: A different tune for middle- and low-income countries. (2023). El Ouardi, Sofiane ; Bouvatier, Vincent.
In: Post-Print.
RePEc:hal:journl:hal-04286360.
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Incorporating financial development indicators into early warning systems. (2023). Ponomarenko, Alexey ; Tatarintsev, Stas.
In: The Journal of Economic Asymmetries.
RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000445.
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Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach. (2023). Kapadia, Sujit ; Bluwstein, Kristina ; Imek, Ozgur ; Buckmann, Marcus ; Joseph, Andreas.
In: Journal of International Economics.
RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623000594.
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Credit gaps as banking crisis predictors: A different tune for middle- and low-income countries. (2023). El Ouardi, Sofiane ; Bouvatier, Vincent.
In: Emerging Markets Review.
RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000067.
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Credit behavior and financial stability in an emerging economy. (2023). de Moraes, Claudio Oliveira ; Costa, Agata.
In: Economic Systems.
RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000619.
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The cross-border interconnectedness of shadow banking. (2023). Ozgur, Gokcer.
In: Economic Modelling.
RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001980.
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Negative rates, monetary policy transmission and cross-border lending via international financial centres. (2023). Reinhardt, Dennis ; Żochowski, Dawid ; Meunier, Baptiste ; Lloyd, Simon ; Wong, Eric ; Andreeva, Desislava ; Coman, Andra ; Everett, Mary ; Froemel, Maren ; Pedrono, Justine.
In: Working Paper Series.
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The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Nakov, Anton ; Galati, Gabriele ; Bussiere, Matthieu ; Bonfim, Diana ; Obradovic, Goran ; Vlassopoulos, Thomas ; Bouchinha, Miguel ; Chalamandaris, Dimitrios ; Licak, Marek ; Velez, Anatoli Segura ; Ambrocio, Gene ; Fahr, Stephan ; Ioannidis, Michael ; Lima, Diana ; Fernandez, Luis ; Kempf, Alina ; Garabedian, Garo ; Klein, Melanie ; Musso, Alberto ; Andreeva, Desislava ; Idier, Julien ; Martin, Alberto ; Heider, Florian ; Falagiarda, Matteo ; Brand, Claus ; Aban, Jorge ; Lewis, Vivien ; Grassi, Alberto ; Stability, Financial ; Adolf, Petra ; Patriek, Matic ; Kok, Christoffer ; Tapking, Jens ; Cuciniello, Vincenzo ; Cassar, Alan ; Ibas, Pelin ; Geiger, Felix ; Eller, Markus ; Altavilla, Carlo ; Jan, Jansen David ; Redak, Vanessa ; Miettinen, Pavo ; Jovanovic, Mario ; Weigert, Benjamin ; Kakes, Jan ; Fourel, Valere ; Tristani, Oreste ; Mazelis, Falk ; Valderrama, Maria ; Pogulis, Armands ; Balfoussia, Hiona ; Busch, Ulrike ; Hristov, Nikolay ; Prieto, Esteban ; Rodriguez-Moreno, Maria ; Bonatti, Guido ; Albertazzi, Ugo ; Policy, Monetary ; Assouan, Emmanuelle ; Papageorghiou, Maria ; Maddaloni, Angela.
In: Occasional Paper Series.
RePEc:ecb:ecbops:2023272.
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Negative rates, monetary policy transmission and cross-border lending via international financial centres. (2023). Reinhardt, Dennis ; Żochowski, Dawid ; Meunier, Baptiste ; Lloyd, Simon ; Andreeva, Desislava ; Wong, Andrew ; Coman, Andra ; Everett, Mary ; Froemel, Maren ; Pedrono, Justine.
In: Bank of England working papers.
RePEc:boe:boeewp:1010.
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Towards Better Banking Crisis Prediction: Could an Automatic Variable Selection Process Improve the Performance?. (2023). Liu, Xianglong.
In: The Economic Record.
RePEc:bla:ecorec:v:99:y:2023:i:325:p:288-312.
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Tackling the fiscal policy-financial stability nexus. (2023). Zampolli, Fabrizio ; BORIO, Claudio ; Farag, Marc.
In: BIS Working Papers.
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COVID-19, policy interventions, credit vulnerabilities and financial (in)stability. (2022). Kimundi, Gillian.
In: KBA Centre for Research on Financial Markets and Policy Working Paper Series.
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Evaluating the Effectiveness of Early Warning Indicators: An Application of Receiver Operating Characteristic Curve Approach to Panel Data. (2022). Sanyal, Anirban ; Yildirim, Yusuf.
In: EconStor Preprints.
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Evaluating the Effectiveness of Early Warning Indicators: An Application of Receiver Operating Characteristic Curve Approach to Panel Data. (2022). Sanyal, Anirban ; Yildirim, Yusuf.
In: MPRA Paper.
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Early Warning Performance of Univariate Credit-to-GDP Gaps. (2022). Hosszu, Zsuzsanna ; Lakos, Gergely.
In: MNB Occasional Papers.
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Early warning models for systemic banking crises: can political indicators improve prediction?. (2022). Uebelmesser, Silke ; Huynh, Tran.
In: Jena Economics Research Papers.
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The rich, poor, and middle class: Banking crises and income distribution. (2022). El Herradi, Mehdi ; Leroy, Aurelien.
In: Post-Print.
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Why Bank Capital Matters: At the American Enterprise Institute, Washington, D.C. (virtual) December 1st 2022. (2022). Barr, Michael S.
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Ideology and monetary policy. The role of political parties’ stances in the European Central Bank’s parliamentary hearings. (2022). Giovannini, Alessandro ; Fraccaroli, Nicolò ; Jamet, Jean-Franois ; Persson, Eric.
In: European Journal of Political Economy.
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The dynamic impact of monetary policy on financial stability in China after crises. (2022). Xu, Ning ; Wang, Hao ; Ji, Hao ; Yin, Haiyan.
In: Pacific-Basin Finance Journal.
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Uncertainty shocks and systemic-risk indicators. (2022). Hristov, Nikolay ; Roth, Markus.
In: Journal of International Money and Finance.
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The riskiness of credit allocation and financial stability. (2022). Brandao Marques, Luis ; Chen, Qianying ; Xie, Peichu ; Brando-Marques, Luis ; Vandenbussche, Jerome ; Raddatz, Claudio.
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Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress. (2022). Klaus, Benjamin ; Duprey, Thibaut.
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Early warning systems using dynamic factor models: An application to Asian economies. (2022). Sheen, Jeffrey ; Truck, Stefan ; Villafuerte, James ; Truong, Chi.
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Measuring credit procyclicality: A new database. (2022). Bouvatier, Vincent ; Rehault, Pierre-Nicolas ; Delatte, Anne-Laure.
In: Emerging Markets Review.
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Ideology and monetary policy: the role of political parties’ stances in the ECB’s parliamentary hearings. (2022). Jamet, Jean-Francois ; Giovannini, Alessandro ; Fraccaroli, Nicolò ; Persson, Eric.
In: Working Paper Series.
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IMPROVING THE CALIBRATION OF COUNTERCYCLICAL CAPITAL BUFFER: NEW INDICATORS OF CREDIT GAP IN CROATIA. (2022). Škrinjarić, Tihana ; Skrinjaric, Tihana ; Bukovsak, Maja.
In: Economic Thought and Practice.
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Evaluating the Effectiveness of Early Warning Indicators: An Application of Receiver Operating Characteristic Curve Approach to Panel Data. (2022). Sanyal, Anirban ; Yaldaram, Yusuf.
In: Scientific Annals of Economics and Business (continues Analele Stiintifice).
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Macro-prudential policies and financial cycle in Iran. (2021). mirjalili, seyed hossein ; Keshtgar, Nafiseh ; Pahlavani, Mosayeb.
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Exploring BIS credit-to-GDP gap critiques: the Swiss case. (2021). Riederer, Stéphane ; Jokipii, Terhi ; Nyffeler, Reto.
In: Swiss Journal of Economics and Statistics.
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Model-based indicators for the identification of cyclical systemic risk. (2021). Galan, Jorge ; Mencia, Javier.
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Financial and trade relationships between the Eurozone and China in the age of resilience. (2021). Canofari, Paolo ; de Dominicis, Audrey ; del Ponte, Alessandro.
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The rich, the poor, and the middle class: banking crises and income distribution. (2021). Leroy, Aurélien ; El Herradi, Mehdi.
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Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs. (2021). Jahan-Parvar, Mohammad ; Beltran, Daniel ; Paine, Fiona A.
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Forecast-Augmented Credit-to-GDP Gap as an Early Warning Indicator of Banking Crises. (2021). Gersl, Adam ; Mitterling, Thomas ; Gerl, Adam.
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E-Banking as a Tool for Competition Advantage in Albania. (2021). Golemi, Ela.
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The Impact of FDI on the Structure of the Kosovo Economy. (2021). Misha, Ergys.
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Impacts of the sovereign risk perception on financial stability: Evidence from Brazil. (2021). Montes, Gabriel ; de Moraes, Claudio ; Valladares, Matheus.
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Characterization of the Chilean financial cycle, early warning indicators and implications for macro-prudential policies. (2021). Oda, Daniel ; Martinez, Juan Francisco.
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Ambiguity attitudes and the leverage cycle. (2021). Patella, Valeria ; Faia, Ester ; Bassanin, Marzio.
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Provisioning over the business cycle: Some insights from the microfinance industry. (2021). lensink, robert ; Soumare, Issouf ; Tchuigoua, Hubert Tchakoute.
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News and narratives in financial systems: Exploiting big data for systemic risk assessment. (2021). Kapadia, Sujit ; Nyman, Rickard ; Tuckett, David.
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The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Tristani, Oreste ; Tapking, Jens ; Signoretti, Federico ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Nakov, Anton ; Musso, Alberto ; Maddaloni, Angela ; Martin, Alberto ; Mazelis, Falk ; Lewis, Vivien ; Klein, Melanie ; Kakes, Jan ; Heider, Florian ; Geiger, Felix ; Galati, Gabriele ; Falagiarda, Matteo ; Eller, Markus ; Cuciniello, Vincenzo ; Busch, Ulrike ; Bussiere, Matthieu ; Brand, Claus ; Bonfim, Diana ; Balfoussia, Hiona ; Ambrocio, Gene ; Altavilla, Carlo ; Chalamandaris, Dimitrios ; Redak, Vanessa ; Velez, Anatoli Segura ; Bonatti, Guido ; Hristov, Nikolay ; Lima, Diana ; Papageorghiou, Maria ; Fourel, Valere ; Kempf, Alina ; Obradovic, Goran ; Bouchinha, Miguel ; Licak, Marek ; Ioannidis, Michael ; Andreeva, Desislava ; Fernandez, Luis ; Albertazzi, Ugo ; Garabedian, Garo ; Vlassopoulos, Thomas ; Grassi, Alberto ; Kok, Christoffer ; Idier, Julien ; Fahr, Stephan ; Cassar, Alan ; Aban, Jorge ; Patriek, Matic ; Adolf, Petra ; Pogulis, Armands ; Jan, Jansen David ; Ibas, Pelin ; Jovanovic, Mario ; Miettinen, Pavo ; Assouan, Emmanuelle ; Valderrama, Maria.
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How frequent a BEER? Assessing the impact of data frequency on real exchange rate misalignment estimation. (2021). Giordano, Claire.
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Can “Concerted” Macroprudential Policies Mitigate Cross‐border Contagion of Financial Risks? Evidence from China and Its Financially Connected Economies. (2021). Liu, Xiaoyu ; Chen, Xiaoli.
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The rich, the poor, and the middle class: banking crises and income distribution. (2021). Leroy, Aurélien ; El Herradi, Mehdi.
In: AMSE Working Papers.
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Exploring BIS credit-to-GDP gap critiques: the Swiss case. (2020). Riederer, Stéphane ; Nyffeler, Reto ; Jokipii, Terhi.
In: Working Papers.
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Indice agrégé de stabilité financière au Maroc. (2020). Dehmej, Salim ; Mikou, Mohammed.
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A Financial Stress Index for South Africa: A Time-Varying Correlation Approach. (2020). Kisten, Theshne.
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The Interaction Between Conventional Monetary Policy and Financial Stability: Chile, Colombia, Japan, Portugal and the UK. (2020). Venter, Zoe.
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The Impact of Global Tensions on the Economic and Financial Cycle in Romania. (2020). Muraru, Andreea Maria.
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Is Private Debt Excessive?. (2020). Zeugner, Stefan ; Turrini, Alessandro ; bricongne, jean-charles ; Coutinho, Leonor.
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The indebtedness of households up until the economic adjustment programme for Portugal: an empirical assessment. (2020). Henriques, Rita Maria ; Borges, Jos Ricardo.
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A Comprehensive Stability Indicator for Banks. (2020). Vo, Duc ; Powell, Robert.
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Capital, risk and profitability of WAEMU banks: Does bank ownership matter?. (2020). Murinde, Victor ; Soumare, Issouf ; Kanga, Desire.
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Home, safe home: Cross-country monitoring framework for vulnerabilities in the residential real estate sector. (2020). Lepers, Etienne ; Grothe, Magdalena ; Bengtsson, Elias.
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Are microfinance institutions resilient to economic slowdown? Evidence from their capital ratio adjustment over the business cycle. (2020). Soumare, Issouf ; Tchuigoua, Hubert Tchakoute.
In: Economic Modelling.
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Unobserved components models with stochastic volatility for extracting trends and cycles in credit. (2020). O'Brien, Martin ; Velasco, Sofia.
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The macroeconomic impact of shocks to bank capital buffers in the Euro Area. (2020). Moccero, Diego ; Martin, Reiner ; Diego, Moccero ; Laurent, Maurin ; Reiner, Martin ; Derrick, Kanngiesser.
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Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach. (2020). Kapadia, Sujit ; Joseph, Andreas ; Buckmann, Marcus ; Bluwstein, Kristina ; Simsek, Ozgur ; Kang, Miao.
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The Impact of Monetary Policy on Leading Variables for Financial Stability in Norway. (2020). Olsen, Helene ; Wieslander, Harald.
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Incorporating financial development indicators into early warning systems. (2020). Tatarintsev, Stas ; Ponomarenko, Alexey.
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Which credit gap is better at predicting financial crises? A comparison of univariate filters. (2020). Yetman, James ; Drehmann, Mathias.
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International banking amidst Covid-19: resilience and drivers. (2020). Takats, Elod ; Hardy, Bryan ; Takts, Elod.
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Does the Credit-to-GDP Gap Predict Financial Crisis in Nigeria?. (2020). Ihejirika, Peters O.
In: International Journal of Social and Administrative Sciences.
RePEc:asi:ijosaa:2020:p:109-126.
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Fiscal spending multipliers over the household leverage cycle. (2020). Winkler, Roland ; Polattimur, Hamza ; Klein, Mathias.
In: Working Papers.
RePEc:ant:wpaper:2020007.
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An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?. (2019). von Schweinitz, Gregor ; Beutel, Johannes ; List, Sophia.
In: IWH Discussion Papers.
RePEc:zbw:iwhdps:22019.
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Uncertainty shocks and financial crisis indicators. (2019). Roth, Markus ; Hristov, Nikolay.
In: Discussion Papers.
RePEc:zbw:bubdps:362019.
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Macro to the rescue? An analysis of macroprudential instruments to regulate housing credit. (2019). Falter, Alexander.
In: Discussion Papers.
RePEc:zbw:bubdps:252019.
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Does bank capital affect the monetary policy transmission mechanism? A case study of Emerging Market Economies (EMEs). (2019). Alam, Shaista ; Abbas, Zia ; Iftikhar, Syed Faizan.
In: International Journal of Financial Engineering (IJFE).
RePEc:wsi:ijfexx:v:06:y:2019:i:02:n:s2424786319500191.
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One Size Fits All? Monetary Policy and Asymmetric Household Debt Cycles in U.S. States. (2019). Albuquerque, Bruno.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:51:y:2019:i:5:p:1309-1353.
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Monetary Policy and Financial Stability: Cross‐Country Evidence. (2019). Friedrich, Christian ; Cunningham, Rose ; Hess, Kristina.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:51:y:2019:i:2-3:p:403-453.
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International Lending of Dutch Insurers and Pension Funds: the Impact of ECB Monetary Policy and Prudential Policies in the Host Country. (2019). de Haan, Leo ; Frost, Jon ; Duijm, Patty ; Bonner, Clemens.
In: Open Economies Review.
RePEc:kap:openec:v:30:y:2019:i:3:d:10.1007_s11079-019-09531-z.
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The Interaction Between ConventionalMonetary Policy and Financial Stability: Chile, Colombia, Japan, Portugal and the UK. (2019). Venter, Zoe.
In: Working Papers REM.
RePEc:ise:remwps:wp0962019.
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The Riskiness of Credit Allocation and Financial Stability. (2019). Raddatz, Claudio ; Brandao Marques, Luis ; Chen, Qianying ; Xie, Peichu ; Brandao-Marques, Luis ; Vandenbussche, Jerome.
In: IMF Working Papers.
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Taming Financial Development to Reduce Crises. (2019). Lajaunie, Quentin ; Candelon, Bertrand ; Ben Naceur, Sami.
In: IMF Working Papers.
RePEc:imf:imfwpa:2019/094.
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Conceptual Issues in Calibrating the Basel III Countercyclical Capital Buffer. (2019). Wezel, Torsten.
In: IMF Working Papers.
RePEc:imf:imfwpa:2019/086.
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The External Balance Assessment Methodology: 2018 Update. (2019). Rebillard, Cyril ; Rabanal, Pau ; Krogstrup, Signe ; Jones, Callum ; Hannan, Swarnali ; Garcia-Macia, Daniel ; Dao, Mai ; Adler, Gustavo ; Li, Nan ; Cubeddu, Luis M ; Juvenal, Luciana ; Wang, Zijiao ; Chang, Kyun Suk ; Rodriguez, Jair ; Gautam, Deepali ; Buitron, Carolina Osorio.
In: IMF Working Papers.
RePEc:imf:imfwpa:2019/065.
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Credit Cycle and Capital Buffers in Central America, Panama, and the Dominican Republic. (2019). Bologna, Pierluigi ; Flamini, Valentina ; Zandvakil, Rasool ; di Vittorio, Fabio.
In: IMF Working Papers.
RePEc:imf:imfwpa:2019/039.
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Financial intermediation analysis from financial flows. (2019). Pereira, Jose Americo ; de Moraes, Claudio Oliveira ; Rodrigues, Adriano.
In: Journal of Economic Studies.
RePEc:eme:jespps:jes-10-2017-0302.
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Austerity, inequality, and private debt overhang. (2019). Winkler, Roland ; Klein, Mathias.
In: European Journal of Political Economy.
RePEc:eee:poleco:v:57:y:2019:i:c:p:89-106.
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R&D, growth, and macroprudential policy in an economy undergoing boom-bust cycles. (2019). Battiati, Claudio.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:59:y:2019:i:c:p:299-324.
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Financial institutions’ business models and the global transmission of monetary policy. (2019). de Haan, Leo ; Frost, Jon ; Duijm, Patty ; Correa, Ricardo ; Bonner, Clemens ; argimon, isabel ; Stebunovs, Viktors.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:90:y:2019:i:c:p:99-117.
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Predicting European bank stress tests: Survival of the fittest. (2019). López-Iturriaga, Félix ; Kolari, James W ; Sanz, Ivan Pastor ; Lopez-Iturriaga, Felix J.
In: Global Finance Journal.
RePEc:eee:glofin:v:39:y:2019:i:c:p:44-57.
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Does machine learning help us predict banking crises?. (2019). von Schweinitz, Gregor ; List, Sophia ; Beutel, Johannes.
In: Journal of Financial Stability.
RePEc:eee:finsta:v:45:y:2019:i:c:s1572308918305801.
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Taming financial development to reduce crises. (2019). Lajaunie, Quentin ; Candelon, Bertrand ; Ben Naceur, Sami.
In: Emerging Markets Review.
RePEc:eee:ememar:v:40:y:2019:i:c:6.
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Bank’s risk measures and monetary policy: Evidence from a large emerging economy. (2019). de Mendonça, Helder ; de Moraes, Claudio ; de Mendona, Helder Ferreira.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:49:y:2019:i:c:p:121-132.
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Macroprudential policy in Asia. (2019). Mehrotra, Aaron ; Kim, Soyoung.
In: Journal of Asian Economics.
RePEc:eee:asieco:v:65:y:2019:i:c:s1049007818303464.
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Targeting financial stability: macroprudential or monetary policy?. (2019). Kapadia, Sujit ; Aikman, David ; McLeay, Michael ; Giese, Julia.
In: Working Paper Series.
RePEc:ecb:ecbwps:20192278.
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Foreign funded credit: funding the credit cycle?. (2019). .
In: Working Papers.
RePEc:dnb:dnbwpp:658.
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Índice de sincronía bancaria y ciclos financieros. (2019). Oda, Daniel ; Martinez, Juan Francisco.
In: Working Papers Central Bank of Chile.
RePEc:chb:bcchwp:841.
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Uncertainty Shocks and Financial Crisis Indicators. (2019). Roth, Markus ; Hristov, Nikolay.
In: CESifo Working Paper Series.
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Credit, capital and crises: a GDP-at-Risk approach. (2019). O'Neill, Cian ; Hacioglu Hoke, Sinem ; Bridges, Jonathan ; Aikman, David ; Oneill, Cian ; Raja, Akash.
In: Bank of England working papers.
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How frequent a BEER? Assessing the impact of data frequency on real exchange rate misalignment estimation. (2019). Giordano, Claire.
In: Questioni di Economia e Finanza (Occasional Papers).
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Measuring credit-to-gdp gaps. The hodrick-prescott filter revisited. (2019). Galan, Jorge.
In: Occasional Papers.
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EARLY WARNING INDICATORS FOR MACROFINANCIAL ACTIVITY IN ROMANIA. (2019). Sprincean, Nicu.
In: Review of Economic and Business Studies.
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An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?. (2018). von Schweinitz, Gregor ; Beutel, Johannes ; List, Sophia.
In: Discussion Papers.
RePEc:zbw:bubdps:482018.
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FINANCIAL STABILITY AND FINANCIAL INCLUSION: THE CASE OF SME LENDING. (2018). Pontines, Victor ; Morgan, Peter.
In: The Singapore Economic Review (SER).
RePEc:wsi:serxxx:v:63:y:2018:i:01:n:s0217590818410035.
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Lending standards and output growth. (2018). Kirti, Divya.
In: ESRB Working Paper Series.
RePEc:srk:srkwps:201879.
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Lending standards and output growth. (2018). Kirti, Divya.
In: 2018 Meeting Papers.
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Robust Design Principles for Monetary Policy Committees. (2018). Archer, David ; Levin, Andrew T.
In: RBA Annual Conference Volume (Discontinued).
RePEc:rba:rbaacv:acv2018-13.
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Monetary Policy and Cyclical Systemic Risk - Friends or Foes?. (2018). Smaga, Pawel ; Kurowski, Lukasz.
In: Prague Economic Papers.
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Temporal homogeneity between financial stress and the economic cycle. (2018). Raputsoane, Leroi.
In: MPRA Paper.
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The Literature on the Finance–Growth Nexus in the Aftermath of the Financial Crisis: A Review. (2018). Carré, Emmanuel ; Lillet, Guillaume ; Carre, Emmanuel.
In: Comparative Economic Studies.
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Implementing Macroprudential Policy in NiGEM. (2018). Warren, James ; Davis, E ; Carreras, Oriol ; Hurst, Ian ; Liadze, Iana ; Piggott, Rebecca.
In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms. (2018). Korinek, Anton ; Juselius, John ; Drehmann, Mathias.
In: NBER Working Papers.
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Chinese and European Financial Systems: Instability Drivers and Contagion Channels. (2018). Canofari, Paolo ; Ponte, Alessandro.
In: International Advances in Economic Research.
RePEc:kap:iaecre:v:24:y:2018:i:4:d:10.1007_s11294-018-9713-9.
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Friend or Foe? Cross-Border Linkages, Contagious Banking Crises, and “Coordinated” Macroprudential Policies. (2018). Choi, Seung Mo ; Kodres, Laura E ; Lu, Jing.
In: IMF Working Papers.
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Evaluating Indicators for Use in Setting the Countercyclical Capital Buffer. (2018). Kalatie, Simo ; Laakkonen, Helina ; Tolo, Eero.
In: International Journal of Central Banking.
RePEc:ijc:ijcjou:y:2018:q:1:a:2.
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SELECTION OF EARLY WARNING INDICATOR TO IDENTIFY DISTRESS IN THE CORPORATE SECTOR: CRISIS PREVENTION STRENGTHENING EFFORTS. (2018). Oktapiani, Rini ; Astuti, Rieska Indah ; Abubakar, Arlyana.
In: Bulletin of Monetary Economics and Banking.
RePEc:idn:journl:v:20:y:2018:i:3e:p:343-374.
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The Literature on the Finance–Growth Nexus in the Aftermath of the Financial Crisis: A Review. (2018). Carré, Emmanuel ; L'Oeillet, Guillaume ; Carre, Emmanuel.
In: Post-Print.
RePEc:hal:journl:halshs-01746069.
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Macroprudential Policy, Credit Cycle, and Bank Risk-Taking. (2018). Li, Zhen ; Xu, Yingying ; Zhang, Xing.
In: Sustainability.
RePEc:gam:jsusta:v:10:y:2018:i:10:p:3620-:d:174708.
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Financial Institutions’ Business Models and the Global Transmission of Monetary Policy. (2018). Stebunovs, Viktors ; de Haan, Leo ; Frost, Jon ; Duijm, Patty ; Correa, Ricardo ; Bonner, Clemens ; argimon, isabel.
In: International Finance Discussion Papers.
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Calibrating Macroprudential Policy to Forecasts of Financial Stability. (2018). Lopez, Jose ; Brave, Scott.
In: Working Paper Series.
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Financial development and the occurrence of banking crises. (2018). Minea, Alexandru ; Mathonnat, Clement.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:96:y:2018:i:c:p:344-354.
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Can bubble theory foresee banking crises?. (2018). Virtanen, Timo ; Viren, Matti ; Taipalus, Katja ; Tolo, Eero.
In: Journal of Financial Stability.
RePEc:eee:finsta:v:36:y:2018:i:c:p:66-81.
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Identifying excessive credit growth and leverage. (2018). Detken, Carsten ; Alessi, Lucia.
In: Journal of Financial Stability.
RePEc:eee:finsta:v:35:y:2018:i:c:p:215-225.
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Basel III capital buffers and Canadian credit unions lending: Impact of the credit cycle and the business cycle. (2018). Lai, Van Son ; Hessou, Helyoth.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:57:y:2018:i:c:p:23-39.
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Central bank disclosure as a macroprudential tool for financial stability. (2018). de Mendonça, Helder ; de Moraes, Claudio ; de Mendona, Helder Ferreira.
In: Economic Systems.
RePEc:eee:ecosys:v:42:y:2018:i:4:p:625-636.
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Credit-based early warning indicators of banking crises in emerging markets. (2018). Jasova, Martina ; Gersl, Adam ; Jaova, Martina ; Gerl, Adam.
In: Economic Systems.
RePEc:eee:ecosys:v:42:y:2018:i:1:p:18-31.
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Evaluating monetary policy rules under fundamental uncertainty: An info-gap approach. (2018). End, Jan Willem ; Demertzis, Maria ; Ben-Haim, Yakov ; van den End, Jan Willem.
In: Economic Modelling.
RePEc:eee:ecmode:v:73:y:2018:i:c:p:55-70.
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Semi-structural credit gap estimation. (2018). Welz, Peter ; Lang, Jan Hannes.
In: Working Paper Series.
RePEc:ecb:ecbwps:20182194.
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Cross-country linkages and spill-overs in early warning models for financial crises. (2018). Lang, Jan Hannes.
In: Working Paper Series.
RePEc:ecb:ecbwps:20182160.
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Macroprudential policy in a DSGE model: anchoring the countercyclical capital buffer. (2018). Ferreira, Leonardo ; Nakane, Marcio.
In: Economics Bulletin.
RePEc:ebl:ecbull:eb-18-00483.
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Spillovers of monetary policy across borders: International lending of Dutch banks, insurers and pension funds. (2018). Duijm, Patty ; de Haan, Leo ; Frost, Jon ; Bonner, Clemens.
In: Working Papers.
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Going with the flows : New borrowing, debt service and the transmission of credit booms. (2018). Korinek, Anton ; Juselius, John ; Drehmann, Mathias.
In: Research Discussion Papers.
RePEc:bof:bofrdp:2018_010.
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Macroprudential capital regulation in general equilibrium. (2018). Pinter, Gabor ; Nelson, Benjamin.
In: Bank of England working papers.
RePEc:boe:boeewp:0770.
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Measuring risks to UK financial stability. (2018). Varadi, Alexandra ; O'Neill, Cian ; Burgess, Stephen ; Bridges, Jonathan ; Aikman, David ; Levina, Iren ; Galletly, Richard.
In: Bank of England working papers.
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Rethinking financial stability. (2018). Kapadia, Sujit ; Hinterschweiger, Marc ; HALDANE, ANDREW ; Aikman, David.
In: Bank of England working papers.
RePEc:boe:boeewp:0712.
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Why you should use the Hodrick-Prescott filter - at least to generate credit gaps. (2018). Yetman, James ; Drehmann, Mathias.
In: BIS Working Papers.
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Early warning indicators of banking crises: expanding the family. (2018). Drehmann, Mathias ; BORIO, Claudio ; Aldasoro, Iñaki.
In: BIS Quarterly Review.
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Structural changes in banking after the crisis. (2018). Bank for International Settlements, .
In: CGFS Papers.
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The relevance of currency-denomination for the cross-border effects of monetary policy. (2018). argimon, isabel.
In: Working Papers.
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Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe. (2018). Mencia, Javier ; Galan, Jorge.
In: Working Papers.
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Financial institutions business models and the global transmission of monetary policy. (2018). de Haan, Leo ; Frost, Jon ; Duijm, Patty ; Correa, Ricardo ; Bonner, Clemens ; argimon, isabel ; Stebunovs, Viktors.
In: Working Papers.
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Characterizing the Canadian Financial Cycle with Frequency Filtering Approaches. (2018). Lee-Poy, Andrew.
In: Staff Analytical Notes.
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Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests. (2018). van Oordt, Maarten.
In: Staff Working Papers.
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The Role of Structural Funding for Stability in the German Banking Sector. (2017). Schupp, Fabian ; Silbermann, Leonid.
In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
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Austerity, Inequality, and Private Debt Overhang. (2017). Winkler, Roland ; Klein, Mathias.
In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
RePEc:zbw:vfsc17:168076.
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The Relationship Between Monetary and Macroprudential Policies. (2017). Ku, Jong.
In: KDI Journal of Economic Policy.
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The impact of the Basel III liquidity coverage ratio on macroeconomic stability: An agent-based approach. (2017). Li, Boyao.
In: Economics Discussion Papers.
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The role of structural funding for stability in the German banking sector. (2017). Schupp, Fabian ; Silbermann, Leonid.
In: Discussion Papers.
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Cross-border prudential policy spillovers: How much? How important? Evidence from the international banking research network. (2017). Goldberg, Linda ; Buch, Claudia.
In: Discussion Papers.
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Accounting for debt service: The painful legacy of credit booms. (2017). Korinek, Anton ; Juselius, John ; Drehmann, Mathias.
In: Bank of Finland Research Discussion Papers.
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Asset-based Reserve Requirements in a Dynamic Stochastic General Equilibrium Model. (2017). Suh, Hyunduk ; Kang, Tae Soo.
In: Asian Economic Papers.
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Use of unit root methods in early warning of financial crises. (2017). Virtanen, Timo ; Viren, Matti ; Taipalus, Katja ; Tolo, Eero.
In: ESRB Working Paper Series.
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Decomposing financial (in)stability in emerging economies. (2017). Sánchez Serrano, Antonio ; Lepers, Etienne.
In: ESRB Working Paper Series.
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ONE SIZE FITS ALL? MONETARY POLICY AND ASYMMETRIC HOUSEHOLD DEBT CYCLES IN US STATES. (2017). Albuquerque, Bruno.
In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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Measuring Financial Cycle Length and Assessing Synchronization using Wavelets. (2017). Altr, Mois ; Kubinschi, Matei ; Barnea, Dinu.
In: Journal for Economic Forecasting.
RePEc:rjr:romjef:v::y:2017:i:3:p:18-36.
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Income Inequality, Financial Crises and Monetary Policy. (2017). Sim, Jae ; Cairo, Isabel.
In: 2017 Meeting Papers.
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Monetary Policy, the Financial Cycle and Ultra-low Interest Rates. (2017). Juselius, John ; Drehmann, Mathias ; Disyatat, Piti ; BORIO, Claudio.
In: PIER Discussion Papers.
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International Banking and Cross-border Effects of Regulation: Lessons from Portugal. (2017). Costa, Sónia ; Bonfim, Diana.
In: Working Papers.
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Spillovers of prudential policy across borders: evidence for Portugal. (2017). Costa, Sonia ; Bonfim, Diana.
In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
RePEc:ptu:bdpart:r201708.
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Spillovers of prudential policy across borders: evidence for Portugal. (2017). Costa, Sónia ; Bonfim, Diana.
In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
RePEc:ptu:bdpart:e201708.
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Secular stagnation or financial cycle drag?. (2017). BORIO, Claudio.
In: Business Economics.
RePEc:pal:buseco:v:52:y:2017:i:2:d:10.1057_s11369-017-0035-3.
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Credit and the housing boom in Malaysa: a come back?. (2017). Mohd Daud, Siti Nurazira ; Ahmad, Abd Halim ; Podivinsky, Jan M.
In: Economics and Business Letters.
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IASBasel: The contribution of losses to the banks capital adequacy. (2017). HYZ, ALINA ; Papadeas, Panagiotis ; Kossieri, Evaggelia.
In: International Journal of Business and Social Research.
RePEc:mir:mirbus:v:7:y:2017:i:2:p:1-12.
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The Role of Structural Funding for Stability in the German Banking Sector. (2017). Schupp, Fabian ; Silbermann, Leonid.
In: MAGKS Papers on Economics.
RePEc:mar:magkse:201717.
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IASBasel: The contribution of losses to the banks capital adequacy. (2017). HYZ, ALINA ; Papadeas, Panagiotis ; Kossieri, Evaggelia.
In: International Journal of Business and Social Research.
RePEc:lrc:larijb:v:7:y:2017:i:2:p:1-12.
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The Portuguese Households Indebtedness. (2017). Alves, José ; Pereira, Rita.
In: Working Papers Department of Economics.
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Basel III Capital Buffers and Canadian Credit Unions Lending: Impact of The Credit Cycle and The Business Cycle. (2017). Lai, Van Son ; Hessou, Helyoth.
In: Working Papers.
RePEc:ipg:wpaper:2017-009.
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International Banking and Cross-Border Effects of Regulation: Lessons from Hong Kong. (2017). Ho, Kelvin ; Wong, Eric ; Tan, Edward.
In: International Journal of Central Banking.
RePEc:ijc:ijcjou:y:2017:q:1:a:7.
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International Banking and Cross-Border Effects of Regulation: Lessons from Germany. (2017). Tonzer, Lena ; Pramor, Marcus ; Ohls, Jana.
In: International Journal of Central Banking.
RePEc:ijc:ijcjou:y:2017:q:1:a:5.
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International Banking and Cross-Border Effects of Regulation: Lessons from Canada. (2017). Damar, Evren ; Mordel, Adi.
In: International Journal of Central Banking.
RePEc:ijc:ijcjou:y:2017:q:1:a:2.
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International Prudential Policy Spillovers: A Global Perspective. (2017). von Peter, Goetz ; McGuire, Patrick ; Casanova, Catherine ; Goldberg, Linda ; Buch, Claudia ; Avdjiev, Stefan.
In: International Journal of Central Banking.
RePEc:ijc:ijcjou:y:2017:q:1:a:18.
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International Banking and Cross-Border Effects of Regulation: Lessons from the United States. (2017). Niepmann, Friederike ; Goldberg, Linda ; Correa, Ricardo ; Berrospide, Jose M.
In: International Journal of Central Banking.
RePEc:ijc:ijcjou:y:2017:q:1:a:16.
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International Banking and Cross-Border Effects of Regulation: Lessons from Portugal. (2017). Costa, Sónia ; Bonfim, Diana.
In: International Journal of Central Banking.
RePEc:ijc:ijcjou:y:2017:q:1:a:13.
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Cross-Border Prudential Policy Spillovers: How Much? How Important? Evidence from the International Banking Research Network. (2017). von Peter, Goetz ; McGuire, Patrick ; Casanova, Catherine ; Goldberg, Linda ; Buch, Claudia ; Avdjiev, Stefan ; Koch, Catherine.
In: International Journal of Central Banking.
RePEc:ijc:ijcjou:y:2017:q:1:a:1.
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Are Basels Capital Surcharges for Global Systemically Important Banks Too Small?. (2017). Passmore, Wayne ; von Hafften, Alexander H.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2017-21.
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Countercyclical capital rules for small open economies. (2017). Merola, Rossana ; Clancy, Daragh.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:54:y:2017:i:pb:p:332-351.
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Credit cycles and capital flows: Effectiveness of the macroprudential policy framework in emerging market economies. (2017). Fendoglu, Salih ; Fendolu, Salih.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:79:y:2017:i:c:p:110-128.
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Re-anchoring countercyclical capital buffers: Bayesian estimates and alternatives focusing on credit growth. (2017). Marinho, Leonardo ; Gonzalez, Rodrigo ; Gomes, Leonardo Sousa ; Alves, Joaquim Ignacio.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:33:y:2017:i:4:p:1007-1024.
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Economic stability under alternative banking systems: Theory and policy. (2017). Krainer, Robert E.
In: Journal of Financial Stability.
RePEc:eee:finsta:v:31:y:2017:i:c:p:107-118.
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Capital and resolution policies: The US interbank market. (2017). Oet, Mikhail ; Ong, Stephen J ; Dooley, John M ; Capponi, Agostino.
In: Journal of Financial Stability.
RePEc:eee:finsta:v:30:y:2017:i:c:p:229-239.
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Macroprudential policy: A review. (2017). Lehar, Alfred ; Kahou, Mahdi Ebrahimi.
In: Journal of Financial Stability.
RePEc:eee:finsta:v:29:y:2017:i:c:p:92-105.
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Destabilizing effects of bank overleveraging on real activity - an analysis based on a threshold MCS-GVAR. (2017). Semmler, Willi ; Henry, Jerome ; Gross, Marco.
In: Working Paper Series.
RePEc:ecb:ecbwps:20172081.
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Estimating the impact of shocks to bank capital in the euro area. (2017). Moccero, Diego ; Martin, Reiner ; Maurin, Laurent ; Kanngiesser, Derrick.
In: Working Paper Series.
RePEc:ecb:ecbwps:20172077.
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Necessity as the mother of invention: monetary policy after the crisis. (2017). Jansen, David-Jan ; Ehrmann, Michael ; de Haan, Jakob ; Blinder, Alan.
In: Working Paper Series.
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A new database for financial crises in European countries. (2017). Peltonen, Tuomas ; Lang, Jan Hannes ; Klaus, Benjamin ; Detken, Carsten ; lo Duca, Marco ; Bengtsson, Elias ; Koban, Anne ; Kusmierczyk, Piotr ; Basten, Marisa.
In: Occasional Paper Series.
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Fundamental uncertainty and unconventional monetary policy: an info-gap approach. (2017). Ben-Haim, Yakov ; van den End, Jan Willem.
In: Working Papers.
RePEc:dnb:dnbwpp:544.
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Austerity, Inequality, and Private Debt Overhang. (2017). Winkler, Roland ; Klein, Mathias.
In: Discussion Papers of DIW Berlin.
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Accounting for debt service : The painful legacy of credit booms. (2017). Korinek, Anton ; Juselius, John ; Drehmann, Mathias.
In: Research Discussion Papers.
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Brittle China? Economic and Political Fragility with Global Implications. (2017). Falkner, Robert ; Anheier, Helmut K ; Krolikowski, Alanna.
In: Global Policy.
RePEc:bla:glopol:v:8:y:2017:i:s4:p:42-53.
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Brittle China? Economic and Political Fragility with Global Implications. (2017). Falkner, Robert ; Anheier, Helmut K ; Krolikowski, Alanna.
In: Global Policy.
RePEc:bla:glopol:v:8:y:2017:i::p:42-53.
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Accounting for debt service: the painful legacy of credit booms. (2017). Korinek, Anton ; Juselius, John ; Drehmann, Mathias.
In: BIS Working Papers.
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The Towards identification of gaps in data availability for maintaining financial stability â€“ the case of Montenegro. (2017). Vucinic, Milena ; Mitrovic-Mijatovic, Marijana ; Ivanovic, Maja.
In: IFC Bulletins chapters.
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Foreign banks and credit conditions in EMEs. (2017). Ehlers, Torsten ; McGuire, Patrick.
In: BIS Papers chapters.
RePEc:bis:bisbpc:91-10.
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Mesurer l’excès de crédit avec le « gap blois » : pertinence et limites pour la fixation du coussin de fonds propres bancaires contracyclique. (2017). Idier, Julien ; Couaillier, Cyril.
In: Bulletin de la Banque de France.
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La création monétaire au sein de la zone euro limitée par les ventes de titres de dette par des non-résidents. (2017). Mosquera Yon, Tatiana ; Andre, J ; Fegar, G ; Roero, C.
In: Bulletin de la Banque de France.
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Coût des carences de coordination des politiques économiques dans la zone euro. (2017). .
In: Bulletin de la Banque de France.
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La stagnation séculaire et la mesure de la croissance - Compte rendu de la conférence du 16 janvier 2017 organisée à Paris par la Banque de France et le Collège de France. (2017). Malgouyres, Clément ; Marx, Magali ; Lequien, Matthieu ; Jousselin, E.
In: Bulletin de la Banque de France.
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Le PIB par habitant et la productivité dans les économies avancées : regard sur le XXe siècle et perspectives pour le XXIe. (2017). Lecat, Rémy ; Cette, Gilbert ; Bergeaud, Antonin.
In: Bulletin de la Banque de France.
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Productivité : une énigme française ? - Synthèse de la conférence organisée par la Banque de France et France Stratégie le 1er février 2017. (2017). Lecat, Rémy ; Deschard, F ; Sandoz-Dit, C.
In: Bulletin de la Banque de France.
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Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation. (2017). Duprey, Thibaut ; Grieder, Timothy ; Hogg, Dylan.
In: Staff Analytical Notes.
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A Barometer of Canadian Financial System Vulnerabilities. (2017). Roberts, Tom ; Duprey, Thibaut.
In: Staff Analytical Notes.
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International banking and cross-border effects of regulation: Lessons from Germany. (2016). Tonzer, Lena ; Pramor, Marcus ; Ohls, Jana.
In: Discussion Papers.
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Use of unit root methods in early warning of financial crises. (2016). Virtanen, Timo ; Viren, Matti ; Taipalus, Katja ; Tolo, Eero.
In: Bank of Finland Research Discussion Papers.
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Monetary policy, the financial cycle and ultralow interest rates. (2016). Juselius, John ; Drehmann, Mathias ; Disyatat, Piti ; BORIO, Claudio.
In: Bank of Finland Research Discussion Papers.
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Countercyclical capital rules for small open economies. (2016). Merola, Rossana ; Clancy, Daragh.
In: Working Papers.
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Predicting vulnerabilities in the EU banking sector: the role of global and domestic factors. (2016). Peltonen, Tuomas ; Detken, Carsten ; Schudel, Willem ; Behn, Markus.
In: ESRB Working Paper Series.
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Macroprudential Policy Frameworks and Tools. (2016). Price, Fiona ; Orsmond, David.
In: RBA Bulletin (Print copy discontinued).
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Cross-Border Prudential Policy Spillovers: How Much? How Important? Evidence from the International Banking Research Network. (2016). Goldberg, Linda ; Buch, Claudia.
In: NBER Working Papers.
RePEc:nbr:nberwo:22874.
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Necessity as the Mother of Invention: Monetary Policy after the Crisis. (2016). Jansen, David-Jan ; Ehrmann, Michael ; de Haan, Jakob ; Blinder, Alan.
In: NBER Working Papers.
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International Banking and Cross-border Effects of Regulation: Lessons from the United States. (2016). Niepmann, Friederike ; Goldberg, Linda ; Correa, Ricardo ; Berrospide, Jose .
In: NBER Working Papers.
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Does one size fit all at all times? The role of country specificities and state dependencies in predicting banking crises. (2016). Pirovano, Mara ; Ferrari, Stijn.
In: Working Paper Research.
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Credit gaps in Belgium : identification, characteristics and lessons for macroprudential policy. (2016). Pirovano, Mara ; Dewachter, Hans ; De Backer, Bruno ; van Nieuwenhuyze, Christophe ; Ferrari, Stijn.
In: Financial Stability Review.
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Slovak Republic: Selected Issues. (2016). International Monetary Fund, .
In: IMF Staff Country Reports.
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Pricing Corporate Bonds With Interest Rates Following Double Square-root Process. (2016). Ho, Kelvin ; Wong, Eric ; Tan, Edward.
In: Working Papers.
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Cross-border prudential policy spillovers: how much? How important? Evidence from the International Banking Research Network. (2016). Goldberg, Linda ; Buch, Claudia.
In: Staff Reports.
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International banking and cross-border effects of regulation: lessons from the United States. (2016). Niepmann, Friederike ; Goldberg, Linda ; Correa, Ricardo ; Berrospide, Jose M.
In: Staff Reports.
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International Banking and Cross-Border Effects of Regulation : Lessons from the United States. (2016). Niepmann, Friederike ; Goldberg, Linda ; Correa, Ricardo ; Berrospide, Jose M.
In: International Finance Discussion Papers.
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Learning from History : Volatility and Financial Crises. (2016). Danielsson, Jon ; Valenzuela, Marcela ; Zer, Ilknur.
In: Finance and Economics Discussion Series.
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Financial Stability and Macro Prudential Regulation: Policy Implication of Systemic Expected Shortfall Measure. (2016). Souissi, Marwa ; Salah, Hatem .
In: Working Papers.
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Learning from history: volatility and financial crises. (2016). Danielsson, Jon ; Valenzuela, Marcela ; Zer, Ilknur.
In: LSE Research Online Documents on Economics.
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Are systemic banking crises in developed and developing countries predictable?. (2016). Hamdaoui, Mekki.
In: Journal of Multinational Financial Management.
RePEc:eee:mulfin:v:37-38:y:2016:i::p:114-138.
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Early warning indicators of banking crisis and bank related stock returns. (2016). Park, Heungju ; Sohn, Bumjean.
In: Finance Research Letters.
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Comparing logit-based early warning systems: Does the duration of systemic banking crises matter?. (2016). Leonida, Leone ; Kapetanios, George ; Caggiano, Giovanni ; Calice, Pietro.
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:37:y:2016:i:c:p:104-116.
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Take it to the limit: Innovative CVaR applications to extreme credit risk measurement. (2016). Powell, Robert ; Allen, David ; Singh, A K.
In: European Journal of Operational Research.
RePEc:eee:ejores:v:249:y:2016:i:2:p:465-475.
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Monetary analysis and the global financial cycle: An Asian central bank perspective. (2016). Hofmann, Boris ; Genberg, Hans ; Filardo, Andrew.
In: Journal of Asian Economics.
RePEc:eee:asieco:v:46:y:2016:i:c:p:1-16.
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The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model. (2016). Żochowski, Dawid ; Kok, Christoffer ; Gross, Marco.
In: Working Paper Series.
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Necessity as the mother of invention monetary policy after the crisis. (2016). Blinder, Alan ; Ehrmann, Michael ; de Haan, Jakob ; Jansen, David-Jan.
In: Working Papers.
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The signalling content of asset prices for inflation: Implications for Quantitative Easing. (2016). de Haan, Leo ; van den End, Jan Willem.
In: Working Papers.
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Measuring financial cycles with a model-based filter: Empirical evidence for the United States and the euro area. (2016). Koopman, Siem Jan ; Vlekke, Marente ; Hindrayanto, Irma ; Galati, Gabriele.
In: Working Papers.
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Islamic Banking, Credit and Economic Growth: Some Empirical Evidence. (2016). Helmi, Mohamad Husam ; Caporale, Guglielmo Maria.
In: Discussion Papers of DIW Berlin.
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Monetary Policy, Financial Conditions, and Financial Stability. (2016). Adrian, Tobias ; Liang, Nellie.
In: CEPR Discussion Papers.
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Islamic Banking, Credit and Economic Growth: Some Empirical Evidence. (2016). Helmi, Mohamad Husam ; Caporale, Guglielmo Maria.
In: CESifo Working Paper Series.
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The Relation Between Monetary and Macroprudential Policy. (2016). Ku, Jong.
In: Working Papers.
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Firm investment and financial conditions in the euro area: evidence from firm-level data. (2016). Gibson, Heather ; Balfoussia, Hiona.
In: Working Papers.
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Use of unit root methods in early warning of financial crises. (2016). Virtanen, Timo ; Viren, Matti ; Taipalus, Katja ; Tolo, Eero.
In: Research Discussion Papers.
RePEc:bof:bofrdp:2016_027.
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Monetary policy, the financial cycle and ultralow interest rates. (2016). Juselius, John ; Drehmann, Mathias ; Disyatat, Piti ; BORIO, Claudio.
In: Research Discussion Papers.
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International prudential policy spillovers: a global perspective. (2016). von Peter, Goetz ; McGuire, Patrick ; Casanova, Catherine ; Avdjiev, Stefan ; Koch, Catherine.
In: BIS Working Papers.
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Monetary policy, the financial cycle and ultra-low interest rates. (2016). Juselius, John ; Drehmann, Mathias ; Disyatat, Piti ; BORIO, Claudio.
In: BIS Working Papers.
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Moving in tandem: bank provisioning in emerging market economies. (2016). Murcia, Andrés ; Kohlscheen, Emanuel.
In: BIS Working Papers.
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Labour reallocation and productivity dynamics: financial causes, real consequences. (2016). Zampolli, Fabrizio ; Upper, Christian ; Kharroubi, Enisse ; BORIO, Claudio.
In: BIS Working Papers.
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Credit cycles and macroprudential policy framework in emerging countries. (2016). Of, Central Bank.
In: BIS Papers chapters.
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El requerimiento de capital contracíclico en Colombia. (2016). Pirateque, Javier ; Jaulin, Oscar Fernando ; Hurtado, Jorge Luis ; Nio, Javier Pirateque ; Ramirez, Felipe Clavijo .
In: Borradores de Economia.
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Assessing financial stability risks from the real estate market in Italy. (2016). Loberto, Michele ; Cornacchia, Wanda ; Ciocchetta, Federica ; Felici, Roberto.
In: Questioni di Economia e Finanza (Occasional Papers).
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The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies. (2016). Terajima, Yaz ; Sekkel, Rodrigo ; Pasricha, Gurnain ; Bauer, Gregory.
In: Staff Working Papers.
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International Banking and Cross-Border Effects of Regulation: Lessons from Canada. (2016). Damar, Evren ; Mordel, Adi.
In: Staff Working Papers.
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Toward robust early-warning models: A horse race, ensembles and model uncertainty. (2016). Sarlin, Peter ; Holopainen, Markus.
In: Papers.
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Indicators used in setting the countercyclical capital buffer. (2015). Kalatie, Simo ; Laakkonen, Helina ; Tolo, Eero.
In: Bank of Finland Research Discussion Papers.
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Leading indicators of systemic banking crises: Finland in a panel of EU countries. (2015). Sarlin, Peter ; Laina, Patrizio ; Nyholm, Juho.
In: Review of Financial Economics.
RePEc:wly:revfec:v:24:y:2015:i:1:p:18-35.
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Identifying early warning indicators for real estate-related banking crises. (2015). Pirovano, Mara ; Cornacchia, Wanda ; Ferrari, Stijn.
In: ESRB Occasional Paper Series.
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Macroprudential Policy in a DSGE Model: anchoring the countercyclical capital buffer. (2015). Ferreira, Leonardo ; Nakane, Marcio.
In: Working Papers, Department of Economics.
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Building on the Countercyclical Consensus: An Empirical Test. (2015). Ghosh, Saurabh ; Chuah, Lay Lian.
In: Working Papers.
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Report on residential real estate and financial stability in the EU, Section 1. on Structural features of residential real estate markets. (2015). Lojschova, Adriana ; Wagner, Karin ; Kennedy, Gerard ; Akantziliotou, Calliope ; Schmidt, Alexander ; Pontuch, Peter ; Dujardin, Marine .
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Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets. (2015). Ledenyov, Dimitri.
In: MPRA Paper.
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Alternative measures of credit extension for countercyclical buffer decisions in South Africa. (2015). Raputsoane, Leroi.
In: MPRA Paper.
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Macroprudential Policy: A Silver Bullet or Refighting the Last War?. (2015). Markwardt, Donald ; Lopez, Claude.
In: MPRA Paper.
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Early warning indicators for banking crises: a conditional moments approach. (2015). Pirovano, Mara ; Ferrari, Stijn.
In: MPRA Paper.
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Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence. (2015). Rey, Helene.
In: NBER Working Papers.
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Alternative Measures of Credit Extension for Countercyclical Buffer Decisions in South Africa. (2015). Raputsoane, Leroi.
In: Turkish Economic Review.
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How Common are Capital Flows Surges? How They are Measured Matters -a Lot. (2015). Sula, Ozan ; Efremidze, Levan ; Crystallin, Masyita ; Kim, Sung Soo ; Nugroho, Wahyu ; Willett, Thomas.
In: Open Economies Review.
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Systemic Risk Assessment in Low Income Countries: Balancing Financial Stability and Development. (2015). Maino, Rodolfo ; Marchettini, Daniela.
In: IMF Working Papers.
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Selecting Early Warning Indicator To Identify Corporate Sector Distress: Efforts To Strengthen Crisis Prevention. (2015). Oktapiani, Rini ; Astuti, Rieska Indah ; Abubakar, Arlyana.
In: Working Papers.
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Higher Bank Capital Requirements and Mortgage Pricing: Evidence from the Countercyclical Capital Buffer (CCB). (2015). Casanova, Catherine ; Basten, Christoph ; Koch, Catherine.
In: HIT-REFINED Working Paper Series.
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Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing through Trade and Commodity Price Channels. (2015). Rebillard, Cyril ; Gauvin, Ludovic.
In: Working Papers.
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The bankers’ paradox: the political economy of macroprudential regulation. (2015). Baker, Andrew.
In: LSE Research Online Documents on Economics.
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Leading indicators of systemic banking crises: Finland in a panel of EU countries. (2015). Sarlin, Peter ; Nyholm, Juho ; Laina, Patrizio.
In: Review of Financial Economics.
RePEc:eee:revfin:v:24:y:2015:i:c:p:18-35.
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Why is credit-to-GDP a good measure for setting countercyclical capital buffers?. (2015). Jokivuolle, Esa ; Viren, Matti ; Pesola, Jarmo.
In: Journal of Financial Stability.
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Assessing optimal credit growth for an emerging banking system. (2015). Moinescu, Bogdan-Gabriel ; Jakubík, Petr ; Jakubik, Petr.
In: Economic Systems.
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Shifting horizons: assessing macro trends before, during, and following systemic banking crises. (2015). Schudel, Willem.
In: Working Paper Series.
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Leading indicators of systemic banking crises: Finland in a panel of EU countries. (2015). Sarlin, Peter ; Nyholm, Juho ; Laina, Patrizio.
In: Working Paper Series.
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Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing through Trade and Commodity Price Channels. (2015). Rebillard, Cyril ; Gauvin, Ludovic.
In: EconomiX Working Papers.
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VAR Methodology in Assessment of the Financial Stability. (2015). ISAC, Bors .
In: Economics and Applied Informatics.
RePEc:ddj:fseeai:y:2015:i:1:p:93-98.
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Macroprudential policies on banking system. (2015). Mircea, Ionut .
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Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates. (2011). Tsatsaronis, Kostas ; Drehmann, Mathias ; BORIO, Claudio.
In: International Journal of Central Banking.
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Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates. (2011). Tsatsaronis, Kostas ; Drehmann, Mathias ; BORIO, Claudio. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2011:q:4:a:8. Full description at Econpapers || Download paper

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Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates. (2011). Tsatsaronis, Kostas ; Drehmann, Mathias ; BORIO, Claudio.
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