Recommendation of the European Systemic Risk Board of 18 June 2014 on guidanc... (32014Y0902(01))
INHALT
Recommendation of the European Systemic Risk Board of 18 June 2014 on guidance for setting countercyclical buffer rates (ESRB/2014/1)
- RECOMMENDATION OF THE EUROPEAN SYSTEMIC RISK BOARD
- of 18 June 2014
- on guidance for setting countercyclical buffer rates
- (ESRB/2014/1)
- SECTION 1
- RECOMMENDATIONS
- Recommendation A — Principles
- Recommendation B — Guidance on the measurement and calculation of the credit-to-GDP gap, calculation of the benchmark buffer rate and the buffer guide
- Recommendation C — Guidance on variables that indicate the build-up of system-wide risk associated with periods of excessive credit growth
- Recommendation D — Guidance on variables that indicate that the buffer should be maintained, reduced or fully released
- SECTION 2
- IMPLEMENTATION
- 1.
- Interpretation
- 2.
- Criteria for implementation
- 3.
- Timeline for the follow-up
- 4.
- Monitoring and assessment
- ANNEX
- PART I
- METHODOLOGY FOR THE MEASUREMENT AND CALCULATION OF THE CREDIT-TO-GDP GAP IN ACCORDANCE WITH THE BCBS’S GUIDANCE
- PART II
- METHODOLOGY FOR THE CALCULATION OF THE BENCHMARK BUFFER RATE IN ACCORDANCE WITH THE BCBS’S GUIDANCE(2)
Feedback