Alcala 50
Madrid 28014
Spain
Banco de España
microeconomics, microeconometrics, non-financial private sector, banks, other financial intermediaries, risks, impact
cyclical systemic risk, bank capital requirements, countercyclical capital buffer, GDP, credit, indicator, stress tests, growth at risk, Bayesian analysis, general equilibrium
finance, credit, households, non-financial corporations, deposit institutions, NPLs, diversification.
Government debt, Debt held at amortised cost, Unrealised losses, LCR, Liquidity stress, Central bank liquidity facilities
