Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options

Carsten Detken, Olaf Weeken, Lucia Alessi, Diana Bonfim, Miguel Boucinha (), Christian Castro, Sebastian Frontczak, Gastón Giordana, Julia Giese, Nadya Wildmann, Jan Kakes, Benjamin Klaus, Jan Hannes Lang, Natalia Puzanova and Peter Welz
Authors registered in the RePEc Author Service: Natalia Tente

No 5, ESRB Occasional Paper Series from European Systemic Risk Board

Abstract: This paper presents the analysis underpinning the ESRB Recommendation on guidance on setting countercyclical buffer rates (ESRB 2014/1). The Recommendation is designed to help authorities tasked with setting the countercyclical capital buffer (CCB) to operationalise this new macroprudential instrument. It follows on from the EU prudential rules for the banking system that came into effect on 1 January 2014. JEL Classification: G21, G18, E58

Keywords: banking regulation; countercyclical capital buffer; systemic risk (search for similar items in EconPapers)
Date: 2014-06
Note: 229418
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Citations: View citations in EconPapers (90)

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Persistent link: https://EconPapers.repec.org/RePEc:srk:srkops:20145

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