Browsing Staff Memo by Subject "countercyclical capital buffer"
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A Composite Indicator of Systemic Stress (CISS) for Norway – a Reference Indicator for the Reduction of the Countercyclical Capital Buffer
(Staff Memo;4/2015, Working paper, 2015)This paper constructs a Composite Indicator of Systemic Stress (CISS) for Norway using a portfolio-theoretic framework as in Holló, Kremer and Lo Duca (2012) to facilitate real-time monitoring of the short-term development ... -
Key Indicators for a Countercyclical Capital Buffer in Norway - Trends and Uncertainty
(Staff Memo;13/2013, Working paper, 2013)The credit-to-GDP gap has a prominent role in the Basel Committee's frame- work for a countercyclical capital buffer under Basel III. The Committee uses a one-sided Hodrick-Prescott filter to calculate the trend of ...