Countercyclical prudential tools in an estimated DSGE model

We developed a dynamic stochastic general equilibrium (DSGE) model for a small, open economy with a banking sector and endogenous default to assess two macroprudential tools: countercyclical capital buffers (CCB) and dynamic provisions (DP). The model is estimated with data for Uruguay, where dynami...

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Glavni avtor:	Frache, Serafín (author)
Drugi avtorji:	García-Cicco, Javier (author), Ponce, Jorge (author)
Format:	article
Jezik:	angleščina
Izdano:	2023
Teme:	Banking regulation Minimum capital requirement Countercyclical capital buffer Reserve requirement (Countercyclical or dynamic) loan loss provision Endogenous default Basel III DSGE Uruguay
Online dostop:	https://hdl.handle.net/20.500.12806/1412 https://doi.org/10.1016/j.latcb.2023.100095
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