Bank credit risk and macro-prudential policies: role of counter-cyclical capital buffer
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- Benbouzid, Nadia & Kumar, Abhishek & Mallick, Sushanta K. & Sousa, Ricardo M. & Stojanovic, Aleksandar, 2022. "Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer," Journal of Financial Stability, Elsevier, vol. 63(C).
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More about this item
Keywords
Bank CDS; Macro-prudential policy; Bank-level characteristics; Macroeconomic environment; Uncertainty;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2023-01-16 (Banking)
- NEP-CBA-2023-01-16 (Central Banking)
- NEP-FDG-2023-01-16 (Financial Development and Growth)
- NEP-MON-2023-01-16 (Monetary Economics)
Statistics
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