Browsing Norges Banks vitenarkiv by Author "Arbatli-Saxegaard, Elif C."
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The countercyclical capital buffer: A cross-country overview of policy frameworks
Arbatli-Saxegaard, Elif C.; Muneer, Mohammad Adnan (Staff Memo;6/2020, Working paper, 2020)The countercyclical capital buffer (CCyB) is a relatively new macroprudential tool, but the number of countries that have set a positive buffer level increased significantly over recent years. Furthermore, during the ... -
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 ... -
Financial imbalances and medium-term growth-at-risk in Norway
Arbatli-Saxegaard, Elif C.; Gerdrup, Karsten R.; Johansen, Rønnaug M. (Staff Memo;5/2020, Working paper, 2020)We examine how measures of financial imbalances affect macroeconomic tail risks over the medium-term in Norway and in other advanced economies. We use a broad set of financial indicators to capture cyclical systemic risk ...