Alcala 48
Madrid 28014
Spain
Banco de España
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risk identification, systemic risk, systemic risk indicators, standard risk indicators, financial stability
banks, defaults, early-warning performance, macroprudential policy, systemic risk
credit-to-GDP gap, cyclical systemic risk, early-warning performance, macroprudential policy, statistical filters
financing, lending, households, non-financial corporations, deposit institutions, non-performing loans ratio, public guarantees, moratoria
financial stability, growth-at-risk, systemic risk, macroprudential policy, quantile regressions
housing market, lending standards, defaults, macroprudential policy
Bank Efficiency, Bayesian Inference, Heterogeneity, Random Parameters, Risk-Taking, Stochastic Frontier Models
central banks, banknote printing, efficiency frontier, cost function, panel data, malmquist index
bank efficiency, Bayesian inference, heterogeneity, random parameters, risktaking, stochastic frontier models
Central Banking, Labor Demand, Modernization, Functions, Staff Costs, Panel Data, Random Effects
Stochastic Frontier Models, Inefficiency, Heterogeneity, Bayesian Inference
Credit imbalances, cyclical systemic risk, early-warning models, macroprudential policy, model-based indicators.
bank credit, capital buffers, COVID-19, macroprudential policy, capital regulation
cyclical systemic risk, bank capital requirements, countercyclical capital buffer, GDP, credit, indicator, stress tests, growth at risk, Bayesian analysis, general equilibrium
financial markets, financial stability, macroeconomic forecasting models, macro-financial models, macro-financial risk, stress testing
Bank efficiency, Bayesian inference, heterogeneity, random parameters, risk-taking, stochastic frontier models
immigrants, mortgage terms, recourse mortgages, roots, strategic default
banking, cost efficiency, crisis, scale economies, productivity
bank credit, defaults, lending standards, macroprudential policy, non-financial corporations
Banking, Cost efficiency, Crisis, Scale economies, Productivity
