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Bennani, Taryk [Author] ; Couaillier, Cyril [Other]; Devulder, Antoine [Other]; Gabrieli, Silvia [Other]; Idier, Julien [Other]; Lopez, Pierlauro [Other]; Piquard, Thibaut [Other]; Scalone, Valerio [Other]

An Analytical Framework to Calibrate Macroprudential Policy

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  • Media type: E-Book
  • Title: An Analytical Framework to Calibrate Macroprudential Policy
  • Contributor: Bennani, Taryk [Author]; Couaillier, Cyril [Other]; Devulder, Antoine [Other]; Gabrieli, Silvia [Other]; Idier, Julien [Other]; Lopez, Pierlauro [Other]; Piquard, Thibaut [Other]; Scalone, Valerio [Other]
  • Published: [S.l.]: SSRN, [2017]
  • Published in: Banque de France Working Paper ; No. 648
  • Extent: 1 Online-Ressource (86 p)
  • Language: English
  • DOI: 10.2139/ssrn.3061897
  • Identifier:
  • Origination:
  • Footnote: Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2017 erstellt
  • Description: This project presents the analytical framework for macroprudential policy (AFMaP) developed at the Financial Stability Directorate of the Banque de France that could be used to calibrate macroprudential instruments and to provide analytical support to macroprudential policy decision making. In this paper, we present and compare several possible methodologies to calibrate macroprudential capital buffers that rely both on structural models and macroprudential stresstesting tools
  • Access State: Open Access