Countercyclical buffer: Difference between revisions
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imported>Doug Williamson (Add link.) |
imported>Doug Williamson (Expand. Source: Bank of England http://www.bankofengland.co.uk/financialstability/Pages/fpc/ccbrates.aspx) |
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A macroprudential [[capital adequacy]] requirement for a capital cushion to allow and compensate for procyclical effects. | A macroprudential [[capital adequacy]] requirement for a capital cushion to allow and compensate for procyclical effects. | ||
Countercyclical buffers are imposed under Basel III within a range of 0% to 2.5%. | Countercyclical buffers are imposed under Basel III within a range of 0% to 2.5%, subject to national supervisors' determinations. | ||
The rate initially set by the UK's Financial Policy Committee (FPC) for the UK exposures of institutions incorporated in the UK was 0%. | |||
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* [[Buffer]] | * [[Buffer]] | ||
* [[Capital Conservation Buffer]] | * [[Capital Conservation Buffer]] | ||
* [[Financial Policy Committee]] | |||
* [[Procyclical]] | * [[Procyclical]] | ||
* [[Countercyclical]] | * [[Countercyclical]] | ||
* [[Macroprudential]] | * [[Macroprudential]] | ||
* [[Total Loss Absorbing Capacity]] | * [[Total Loss Absorbing Capacity]] | ||
Revision as of 13:22, 29 October 2016
(CCyB).
A macroprudential capital adequacy requirement for a capital cushion to allow and compensate for procyclical effects.
Countercyclical buffers are imposed under Basel III within a range of 0% to 2.5%, subject to national supervisors' determinations.
The rate initially set by the UK's Financial Policy Committee (FPC) for the UK exposures of institutions incorporated in the UK was 0%.
