• Countercyclical capital requirement reductions, state dependence and macroeconomic outcomes 

      Juelsrud, Ragnar E.; Arbatli-Saxegaard, Elif C. (Working Paper;9/2020, Working paper, 2020)
      We use bank-, loan- and firm-level data together with a quasi-natural experiment to estimate the impact of capital requirement reductions on bank lending and real economic outcomes. We find that capital requirement reductions ...
    • How much CET1 capital must banks set aside for commercial real estate exposures? 

      Andersen, Henrik (Staff Memo;10/2019, Working paper, 2019)
      The Ministry of Finance has proposed a temporary capital requirement (risk weight floor) for commercial real estate (CRE) exposures in Norway, applicable to the largest banks. CRE is the sector where banks have historically ...
    • Macro Effects of Capital Requirements and Macroprudential Policy 

      Akram, Q. Farooq (Working Papers;21/2012, Working paper, 2012)
      I investigate macro effects of higher bank capital requirements on the Norwegian economy and their use as a macroprudential policy instrument under Basel III. To this end, I develop a macroeconometric model where the capital ...
    • Optimal capital adequacy ratio for Norwegian banks 

      Andersen, Henrik; Juelsrud, Ragnar Enger (Staff Memo;9/2021, Working paper, 2022)
      In this paper, we analyse the appropriate capital adequacy ratio for banks from a socio-economic perspective. More equity capital in banks can contribute to financial stability by reducing the risk of costly banking crises, ...