Volume 7, Issue 4

The Unreliability of Credit-to-GDP Ratio Gaps in Real Time: Implications for Countercyclical Capital Buffers

Rochelle M. Edge and Ralf R. Meisenzahl

Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates

Mathias Drehmann, Claudio Borio and Kostas Tsatsaronis

The Capital Conundrum

Richard J. Herring

Capital Regulation and Tail Risk

Enrico Perotti, Lev Ratnovski and Razvan Vlahu

Macroeconomic Propagation under Different Regulatory Regimes: Evidence from an Estimated DSGE Model for the Euro Area

Matthieu Darracq Pariès, Christoffer Kok Sørensen and Diego Rodriguez-Palenzuela

A Pigovian Approach to Liquidity Regulation

Enrico Perotti and Javier Suarez

Introduction

Douglas Gale, Rafael Repullo and Frank Smets