Skip to main content

European Central Bank outlines three models underpinning macro-prudential analysis

Models look at capital requirements, household finances and bank vulnerabilities

ecb-frankfurt-new
The European Central Bank

The European Central Bank (ECB) has issued the its first of its biannual ‘Macroprudential Bulletins' for 2016, giving details of several new models it is using to monitor the eurozone economy.

One model assesses the effect of changing capital requirements for banks on the economies of countries within the single supervisory mechanism (SSM) area. It builds on work by Clerc et al published in May 2015. That model introduces financial intermediation and three levels of default into a dynamic

Solo los usuarios que tengan una suscripción de pago o formen parte de una suscripción corporativa pueden imprimir o copiar contenido.

Para acceder a estas opciones, junto con todas las demás ventajas de la suscripción, póngase en contacto con info@centralbanking.com o consulte nuestras opciones de suscripción aquí: subscriptions.centralbanking.com/subscribe

Actualmente no puede copiar este contenido. Póngase en contacto con info@centralbanking.com para obtener más información.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Central Banking? View our subscription options

Regístrese en Central Banking

Todos los campos son obligatorios, salvo que se indique lo contrario.

Mostrar contraseña
Ocultar contraseña

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Central Banking account, please register for a trial.

Iniciar sesión
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account

.