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Statements

Subject Item
n2:RIV%2F00216208%3A11230%2F12%3A10124442%21RIV13-GA0-11230___
rdf:type
skos:Concept n14:Vysledek
rdfs:seeAlso
http://www.vsfs.cz/periodika/acta-2012-02.pdf
dcterms: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.
dcterms: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
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
skos:notation
RIV/00216208:11230/12:10124442!RIV13-GA0-11230___
n14:predkladatel
n18:orjk%3A11230
n3:aktivita
n16:P
n3:aktivity
P(GAP403/10/1235)
n3:cisloPeriodika
2
n3:dodaniDat
n4:2013
n3:domaciTvurceVysledku
n13:5556163 n13:1376942
n3:druhVysledku
n12:J
n3:duvernostUdaju
n19:S
n3:entitaPredkladatele
n17:predkladatel
n3:idSjednocenehoVysledku
135412
n3:idVysledku
RIV/00216208:11230/12:10124442
n3:jazykVysledku
n6:eng
n3:klicovaSlova
Basel III; countercyclical capital buffer; financial crisis; credit growth
n3:klicoveSlovo
n9:financial%20crisis n9:Basel%20III n9:countercyclical%20capital%20buffer n9:credit%20growth
n3:kodStatuVydavatele
CZ - Česká republika
n3:kontrolniKodProRIV
[FB4E3C7FF1CB]
n3:nazevZdroje
ACTA VŠFS
n3:obor
n20:AH
n3:pocetDomacichTvurcuVysledku
2
n3:pocetTvurcuVysledku
2
n3:projekt
n7:GAP403%2F10%2F1235
n3:rokUplatneniVysledku
n4:2012
n3:svazekPeriodika
6
n3:tvurceVysledku
Geršl, Adam Seidler, Jakub
s:issn
1802-792X
s:numberOfPages
17
n15:organizacniJednotka
11230