Search results

Create the page "Macroprudential Framework" on this wiki! See also the search results found.

• 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
• BCBS D371
  ...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 - Japan''.
  2 KB (310 words) - 11:48, 26 March 2021
• BCBS D372
  ...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 - European Union''.
  2 KB (315 words) - 11:48, 26 March 2021
• BCBS D373
  ...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 - China''.
  2 KB (310 words) - 11:48, 26 March 2021
• BCBS D402
  ...king Supervision]] on March 2017 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. ''Global systemically important banks - revised assessment framework - consultative document''.
  3 KB (471 words) - 11:48, 26 March 2021
• BCBS D407
  ...nking Supervision]] on June 2017 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. ...Its primary objective is to use a buffer of capital to achieve the broader macroprudential goal of protecting the banking sector from periods of excess aggregate cred
  4 KB (520 words) - 11:48, 26 March 2021
• BCBS D445
  ...nking Supervision]] on July 2018 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. Basel Framework.
  4 KB (526 words) - 11:49, 26 March 2021
• BCBS WP32
  ...whether the countercyclical capital buffer (CCyB) setting in the Basel III framework could be extended towards a sectoral application of the CCyB. Rather than a ...ramework. While they are crucial for the further development of the policy framework on a sectoral CCyB, such operational issues are beyond the scope of this pa
  3 KB (439 words) - 11:50, 26 March 2021
• BCBS WP34
  ...g Supervision]] on February 2019 in the [[:Category:BCBS Macroprudential | Macroprudential]] category. ''An examination of experience with the G-SIB framework''.
  3 KB (388 words) - 11:50, 26 March 2021
• BCBS WP36
  ...lement to both the Basel III CCyB and existing targeted instruments in the macroprudential toolkit. Yet, countercyclical capital buffers, both broad-based and sectora ...a partial equilibrium framework and Castro (2018) in a general equilibrium framework - analyse the transmission mechanism of a sectoral CCyB and compare its eff
  3 KB (462 words) - 11:50, 26 March 2021