Nematrian Reference Library
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SystemicRiskReferences6
| Reference | Title | Link |
| ESRB (2014a) | Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options | here |
Executive Summary (partial)
"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 macro-prudential instrument. It follows on from the EU prudential rules for the banking system that came into effect on 1 January 2014." |
Additional Nematrian Commentary
Five intermediate objectives mentioned in this instrument are: |
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