Exploring the interplay between early warning systems' usefulness and Basel III regulation

We analyse the ability of credit gap measures to predict banking crises by estimating the usefulness measure conditionally on policymaker's preferences. The results show that the signals based on the credit gap indicators are most useful when the policymaker’s preferences regarding Type I and T...

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Veröffentlicht in:	Risk assessment and financial regulation in emerging markets' banking
1. Verfasser:	Deriugina, Elena (VerfasserIn)
Weitere Verfasser:	Guseva, Maria (VerfasserIn), Ponomarenko, Alexey (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2021
Schlagworte:	Basel III regulation > Credit gap > Early warning system > Macroprudential policy > Aufsatz im Buch
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