Series: IMF Working Papers
Author(s): Torsten Wezel
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 May 2019
Keywords: Credit booms, Developing countries, Bank credit, Credit, Bank capital, Macroprudential Policy, Procyclicality, Basel III, CCB, RWA
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 credi...