About: Excessive Credit Growth and Countercyclical Capital Buffers in Basel III: An Empirical Evidence from Central and East European Countries

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Attributes	Values
rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
rdfs:seeAlso	http://www.vsfs.cz/periodika/acta-2012-02.pdf
Description	Excessive credit growth is often considered to be an indicator of future problems in the financial sector. This paper examines the issue of how best to determine whether the observed level of private sector credit is excessive in the context of the %22countercyclical capital buffer%22, a macroprudential tool proposed in the new regulatory framework of Basel III by the Basel Committee on Banking Supervision. An empirical analysis of selected Central and Eastern European countries, including the Czech Republic, provides alternative estimates of excessive private credit and shows that the HP filter calculation proposed by the Basel Committee is not necessarily a suitable indicator of excessive credit growth for converging countries. Excessive credit growth is often considered to be an indicator of future problems in the financial sector. This paper examines the issue of how best to determine whether the observed level of private sector credit is excessive in the context of the %22countercyclical capital buffer%22, a macroprudential tool proposed in the new regulatory framework of Basel III by the Basel Committee on Banking Supervision. An empirical analysis of selected Central and Eastern European countries, including the Czech Republic, provides alternative estimates of excessive private credit and shows that the HP filter calculation proposed by the Basel Committee is not necessarily a suitable indicator of excessive credit growth for converging countries. (en)
Title	Excessive Credit Growth and Countercyclical Capital Buffers in Basel III: An Empirical Evidence from Central and East European Countries Excessive Credit Growth and Countercyclical Capital Buffers in Basel III: An Empirical Evidence from Central and East European Countries (en)
skos:prefLabel	Excessive Credit Growth and Countercyclical Capital Buffers in Basel III: An Empirical Evidence from Central and East European Countries Excessive Credit Growth and Countercyclical Capital Buffers in Basel III: An Empirical Evidence from Central and East European Countries (en)
skos:notation	RIV/00216208:11230/12:10124442!RIV13-GA0-11230___
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GAP403/10/1235)
http://linked.open...iv/cisloPeriodika	2
http://linked.open...vai/riv/dodaniDat	2013
http://linked.open...aciTvurceVysledku	Seidler, Jakub Geršl, Adam
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Karlova v Praze / Fakulta sociálních věd
http://linked.open...dnocenehoVysledku	135412
http://linked.open...ai/riv/idVysledku	RIV/00216208:11230/12:10124442
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Basel III; countercyclical capital buffer; financial crisis; credit growth (en)
http://linked.open.../riv/klicoveSlovo	Basel III financial crisis countercyclical capital buffer credit growth
http://linked.open...odStatuVydavatele	CZ - Česká republika
http://linked.open...ontrolniKodProRIV	[FB4E3C7FF1CB]
http://linked.open...i/riv/nazevZdroje	ACTA VŠFS
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Institutional Responses to Financial Market Failures
http://linked.open...UplatneniVysledku	2012
http://linked.open...v/svazekPeriodika	6
http://linked.open...iv/tvurceVysledku	Geršl, Adam Seidler, Jakub
issn	1802-792X
number of pages	17 (xsd:int)
http://localhost/t...ganizacniJednotka	11230

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