• 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 ...
    • Lending Growth, Non-Performing Loans and Loan Losses 

      Kvisgaard, Vera; Vale, Bent (Staff Memo;8/2018, Working paper, 2018)
      At macro level, large loan losses for banks have often been preceded by periods of high lending growth. We analyse at bank level whether high loan growth also leads to more problem loans later on. The analysis is carried ...