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VGU RESEARCH REPOSITORY


Please use this identifier to cite or link to this item: https://epub.vgu.edu.vn/handle/dlibvgu/654
DC FieldValueLanguage
dc.contributor.authorNguyen Thi Minh Maien_US
dc.date.accessioned2020-03-12T17:06:23Z-
dc.date.available2020-03-12T17:06:23Z-
dc.date.issued2016-
dc.identifier.urihttp://epub.vgu.edu.vn/handle/dlibvgu/654-
dc.description.abstractIn many historical financial distress, procyclical behavior of banking sector has been claimed for amplifying the negative impact of shock. Regarded as a macroprudential tool to solve this problem, the countercyclical capital buffer (CCB) has been introduced. The CCB targets at dampening the credit growth during upswings besides enforcing banks to maintain a required rate of capital in each quarter. The calculation of the buffer rate needs the assistance from the two types of indicators which are early-warning and stress indicators. This thesis will mainly discuss the possible effect of the CCB on banking sector by looking at its transmission channel and the performance of different indicators in signaling. Furthermore, we will see that national authorities should use principle that allows discretion in setting the CCB. The empirical work will be a minor critical assessment that whether the CCB, particularly credit-to-GDP gap would help absorb full losses in stress periods.en_US
dc.language.isoenen_US
dc.publisherVietnamese-German Universityen_US
dc.rightsAttribution-NonCommercial 4.0 International*
dc.rights.urihttps://creativecommons.org/licenses/by-nc/4.0/*
dc.subjectCountercyclical capital bufferen_US
dc.subjectBanking sectoren_US
dc.titleCountercyclical capital buffer and its soundness in some EU countriesen_US
dc.typeThesisen_US
item.fulltextWith Fulltext-
item.languageiso639-1other-
item.grantfulltextrestricted-
Appears in Collections:Finance & Accounting (FA)
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