Documents & Reports
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Equilibrium credit : the reference point for macroprudential supervisors (English)
Equilibrium credit is an important concept because it helps identify excessive credit provision. This paper proposes a two-stage approach to determine equilibrium credit. It uses two stages to study changes...
Document Type: Policy Research Working Paper Report No.: WPS6358 Document Date: February 1, 2013 Disclosure Status: Disclosed Author: Buncic,Daniel,Melecky,Martin
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Macroprudential stress testing of credit risk : a practical approach for policy makers (English)
Drawing on the lessons from the global financial crisis and especially from its impact on the banking systems of Eastern Europe, the paper proposes a new practical approach to macroprudential stress testing...
Document Type: Policy Research Working Paper Report No.: WPS5936 Document Date: January 1, 2012 Disclosure Status: Disclosed Author: Buncic,Daniel,Melecky,Martin