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Florian Stammwitz

European Central Bank (ECB)

SCHOLARLY PAPERS

1

DOWNLOADS

133

TOTAL CITATIONS

1

Scholarly Papers (1)

From Losses to Buffer - Calibrating the Positive Neutral CCyB Rate in the Euro Area

ECB Working Paper No. 2025/3061
Number of pages: 47 Posted: 13 Jun 2025
Giorgia De Nora, Ana Pereira, Mara Pirovano and Florian Stammwitz
European Central Bank (ECB), Bank of England, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 93 (779,641)

Abstract:

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bank capital, local projection, macropudential policy, quantile regression, systemic risk

From Losses to Buffer - Calibrating the Positive Neutral CCyB Rate in the Euro Area

Number of pages: 45 Posted: 21 Oct 2025
Giorgia De Nora, Ana Pereira, Mara Pirovano and Florian Stammwitz
European Central Bank (ECB), Bank of England, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 40 (1,224,220)
Citation 1

Abstract:

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Macropudential Policy, Systemic Risk, Bank Capital, Quantile Regression, Local Projection