Browsing COFIN_Articles by Keyword "macro-prudential policy"
Now showing items 1-1 of 1
-
Countercyclical prudential buffers and bank risk-taking
Elsevier (2022-01-31)We investigate the effects of countercyclical prudential buffers on bank risk-taking. We exploit the introduction of dynamic loan loss provisioning in Spain, mandating that banks use historical average loss rates in their ...