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Satellite Model
...s using proprietary firm specific data.<ref>ECB, Stress-Test Analytics for Macroprudential Purposes in the euro area</ref> ...sk are not easy to integrate into a macro-economic scenario stress testing framework

1 KB (149 words) - 18:47, 28 January 2020
BCBS 164
...g Supervision]] on December 2009 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. ...clical amplification of these risks over time. Clearly these two micro and macroprudential approaches to supervision are interrelated, as greater resilience at the in

11 KB (1,648 words) - 11:44, 26 March 2021
BCBS 172
...nking Supervision]] on July 2010 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. ...n its 7 September 2009 press release, included a commitment to introduce a framework for countercyclical capital buffers above the minimum requirement. Subseque

4 KB (606 words) - 11:44, 26 March 2021
BCBS 180
...ng Supervision]] on October 2010 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. ...se was one of the inputs to the Committee's calibration of the new capital framework, and complements the cost-benefit analysis conducted by the Long-Term Econo

3 KB (355 words) - 11:44, 26 March 2021
BCBS 186
...mic growth. The higher levels of capital, combined with a global liquidity framework, will significantly reduce the probability and severity of banking crises i ...ework, which covers both microprudential and macroprudential elements. The Framework sets out higher and better-quality capital, better risk coverage, the intro

9 KB (1,436 words) - 11:44, 26 March 2021
BCBS 187
...g Supervision]] on December 2010 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. ...mic growth. The higher levels of capital, combined with a global liquidity framework, will significantly reduce the probability and severity of banking crises i

9 KB (1,415 words) - 11:44, 26 March 2021
BCBS 188
''Basel III: International framework for liquidity risk measurement, standards and monitoring''. ...mic growth. The higher levels of capital, combined with a global liquidity framework, will significantly reduce the probability and severity of banking crises i

9 KB (1,428 words) - 11:44, 26 March 2021
BCBS 189
...nking Supervision]] on June 2011 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. ''Basel III: A global regulatory framework for more resilient banks and banking systems - post BCBS meeting - revised

4 KB (567 words) - 17:26, 8 June 2021
BCBS 202
...ng Supervision]] on October 2011 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. ...miting the ability of authorities to offset slower growth with monetary or macroprudential policy were all found to increase the growth impact, but not markedly.</p>

8 KB (1,254 words) - 11:44, 26 March 2021
BCBS 207
...g Supervision]] on November 2011 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. <p class="Paragraph">The rules text sets out the Basel Committee's framework on the assessment methodology for global systemic importance, the magnitude

3 KB (470 words) - 11:44, 26 March 2021
BCBS 224
...nking Supervision]] on June 2012 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. ''A framework for dealing with domestic systemically important banks - consultative docum

3 KB (476 words) - 11:45, 26 March 2021
BCBS 230
...Supervision]] on September 2012 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. <h3>Note: This standard has been integrated into the consolidated Basel Framework.</h3>

5 KB (778 words) - 11:55, 26 March 2021
BCBS 233
...ng Supervision]] on October 2012 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. ''A framework for dealing with domestic systemically important banks - final document''.

3 KB (451 words) - 11:45, 26 March 2021
BCBS 255
...nking Supervision]] on July 2013 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. Basel Framework.

3 KB (416 words) - 11:45, 26 March 2021
BCBS D296
...g Supervision]] on November 2014 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. Basel Framework.

4 KB (599 words) - 11:47, 26 March 2021
BCBS D339
...ng Supervision]] on October 2015 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. <h3>Note This standard has been integrated into the consolidated Basel Framework.</h3>

2 KB (310 words) - 18:34, 22 April 2021
BCBS D344
...nce the global financial crisis to strengthen the international regulatory framework for banks. The measures introduced by the Committee include:</p> <li>adding a macroprudential dimension to the regulatory framework;</li>

2 KB (311 words) - 11:47, 26 March 2021
BCBS D356
...king Supervision]] on March 2016 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. ''Pillar 3 disclosure requirements – consolidated and enhanced framework - consultative document''.

3 KB (378 words) - 11:48, 26 March 2021
BCBS D369
...nking Supervision]] on June 2016 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. ...ry Consistency Assessment Programme (RCAP) - Assessment of Basel III G-SIB framework and review of D-SIB frameworks - United States''.

2 KB (314 words) - 11:48, 26 March 2021
BCBS D370
...nking Supervision]] on June 2016 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. ...ry Consistency Assessment Programme (RCAP) - Assessment of Basel III G-SIB framework and review of D-SIB frameworks - Switzerland''.

2 KB (310 words) - 11:48, 26 March 2021