Identifying excessive credit growth and leverage

Carsten Detken and Lucia Alessi

No 1723, Working Paper Series from European Central Bank

Abstract: This paper aims at providing policymakers with a set of early warning indicators helpful in guiding decisions on when to activate macroprudential tools targeting excessive credit growth and leverage. To robustly select the key indicators we apply the JEL Classification: C40, G01, E44, E61, G21

Keywords: Banking crises; decision trees; early warning systems; macroprudential policy; random forest (search for similar items in EconPapers)
Date: 2014-08
New Economics Papers: this item is included in nep-ban and nep-mac
Note: 229418
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Citations: View citations in EconPapers (42)

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Related works:
Journal Article: Identifying excessive credit growth and leverage (2018)
Journal Article: Identifying Excessive Credit Growth and Leverage (2014)
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Persistent link: https://EconPapers.repec.org/RePEc:ecb:ecbwps:20141723

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