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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
Title: Countercyclical capital buffer and its soundness in some EU countries
Authors: Nguyen Thi Minh Mai 
Keywords: Countercyclical capital buffer;Banking sector
Issue Date: 2016
Publisher: Vietnamese-German University
Abstract: 
In 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.
URI(1): http://epub.vgu.edu.vn/handle/dlibvgu/654
Rights: Attribution-NonCommercial 4.0 International
Appears in Collections:Finance & Accounting (FA)

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