VGU RESEARCH REPOSITORY
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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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| File | Description | Size | Format | Existing users please Login |
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| Countercyclical capital buffer and its soundness in some EU countries.pdf | 1.84 MB | Adobe PDF |
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