Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Barbic, Gaia"'
Publikováno v:
In Ocean Modelling August 2023 184
Autor:
Budnik, Katarzyna, Affinito, Massimiliano, Barbic, Gaia, Ben Hadj, Saiffedine, Chretien, Edouard, Dewachter, Hans, González, Clara I., Hu, Jenny, Jantunen, Lauri, Jimborean, Ramona, Manninen, Otso, Martinho, Ricardo, Mencía, Javier, Mousarri, Elena, Naruševičius, Laurynas, Nicoletti, Giulio, O'Grady, Michael, Ozsahin, Selcuk, Pereira, Ana Regina, Rivera-Rozo, Jairo, Trikoupis, Constantinos, Venditti, Fabrizio, Velasco, Sofia
The paper proposes a framework for assessing the impact of system-wide and bank-level capital buffers. The assessment rests on a factor-augmented vector autoregression (FAVAR) model that relates individual bank adjustments to macroeconomic dynamics.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::4c2b9b493d2ca2ba2addee01b38bd245
https://hdl.handle.net/10419/208295
https://hdl.handle.net/10419/208295
The Consolidated Banking Data (CBD) are a key component of the ECB/ESCB statistical toolbox for financial stability analysis. This dataset, which contains all the relevant dimensions of systemic risk stemming from and affecting national banking syste
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::f98f61ee946c15d39a62e539d010e152
https://hdl.handle.net/10419/175530
https://hdl.handle.net/10419/175530