The Countercyclical Capital Buffer of Basel III: A Critical Assessment

By Rafael Repullo, Jesús Saurina Salas. 2011

252 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/51ea44203712f3518dbbbc53be923cafee820f6d

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Citations in the corpus

• Operationalising the Countercyclical Capital Buffer: Indicator Selection, Threshold Identification and Calibration Options (2014, background): “These include credit-related variables other than the credit-to-GDP gap such as credit growth (Repullo and Saurina, 2011 and Schularick and Taylor, 2012, among others); debt service ratios (Drehmann and Juselius, 2012); other macroeconomic and macro-financial variables, such as GDP growth, the…”
• Anchoring Countercyclical Capital Buffers: The Role of Credit Aggregates (2011, background): “Repullo and Saurina (2011) argue that GDP growth should be the guide for countercyclical capital requirements using essentially this rationale.”
• The unreliability of credit-to-GDP ratio gaps in real-time: Implications for countercyclical capital buffers (2011, unknown): “(See the MVTF’s Consultative Document and Repullo and Saurina, 2011.)”