Przegląd zastosowania antycyklicznego bufora kapitałowego w EOG w reakcji na wybuch pandemii wirusa SARS-CoV-2

• Autorzy: Piotr Petryka
• Języki publikacji: PL

Abstrakty

EN

The purpose of the article is to verify how the SARS-CoV-2 virus pandemic outbreak influenced the decisions to apply the countercyclical capital buffer in the EEA and whether, based on the experience gained so far in applying the countercyclical capital buffer in the EEA, it is possible to clearly distinguish between the models of its application. Methodology used to achieve this, was to built the field of research and to perform a comparative analysis of macroeconomic data on the application of the above-mentioned instrument in the EEA during the COVID-19 pandemic crisis. Results of the research are two methods and two variants of the application of the countercyclical capital buffer that were distinguished and named, indicating the benefits and challenges of using each of them. Moreover, the limited usefulness of the standardized and additional gap was confirmed in the light of the conducted research, available in the literature. The article concludes with recommendations for further research.(original abstract)

Słowa kluczowe

PL

Kryzys gospodarczy; COVID-19; Kapitał

EN

Economic crisis; COVID-19; Capital

• Czasopismo: Finanse i Prawo Finansowe
• Rocznik: 2021
• Tom: 4 (32)
• Strony: 47--65

Twórcy

autor

Piotr Petryka

Bibliografia

• BAFIN, (2021a). Countercyclical capital buffer: BaFin does not plan to increase the buffer rate this year, https://www.bafin.de/SharedDocs/Veroeffentlichungen/EN/Meldung/2021/meldung_2021_02_26_Antizyklischer_Kapitalpuffer_en.html [dostęp 05.06.2021].
• BAFIN, (2021b). Countercyclical capital buffer, https://www.bafin.de/EN/Aufsicht/BankenFinanzdienstleister/Eigenmittelanforderungen/Kapitalpuffer/antizyklischer_kapitalpuffer_artikel_en.html [dostęp 11.06.2020].
• Barrel, R., Karim, D. and Macchiarelli, C. (2020). Towards an understanding of credit cycles: do all credit booms cause crises? European Journal of Finance, 26(10), pp. 978-993.
• BIS, (2017). Range of Practices in Implementing the Countercyclical Capital Buffer Policy, https://www.bis.org/bcbs/publ/d407.pdf [dostęp 07.06.2021].
• BNB, (2020a). Press release, https://www.bnb.bg/BankSupervision/BSCapitalBuffers/BSCBPressReleases/PR_20200623_CCB_EN [dostęp 01.06.2021].
• BNB, (2020b). Press release, https://www.bnb.bg/BankSupervision/BSCapitalBuffers/BSCBPressReleases/PR_20200929_CCB_EN [01.06.2021].
• BNB, (2020c). Press release, https://www.bnb.bg/BankSupervision/BSCapitalBuffers/BSCBPressReleases/PR_20201217_CCB_EN [01.06.2021].
• BNB, (2021). Press release, https://www.bnb.bg/BankSupervision/BSCapitalBuffers/BSCBPressReleases/PR_20210330_CCB_EN [01.06.2021].
• BOE, (2021a). Financial Stability, https://www.bankofengland.co.uk/financial-stability

Identyfikatory

DOI

10.18778/2391-6478.4.32.04