Conceptual Issues in Calibrating the Basel III Countercyclical Capital Buffer

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 beyond what could be expected from economic... READ MORE...

Publication date: May 2019
ISBN 9781498312097
$18.00

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