Data and programs for "Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market‐Based Stress Tests"
2023
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Description
Abstract: Data and programs for peer-reviewed article published in Journal of Money, Credit and Banking. Paper published online April 25, 2022. When citing this dataset, please also cite the associated article. A sample Publication Citation is provided below.
Details
Title
Data and programs for "Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market‐Based Stress Tests"
Creator
van Oordt, Maarten (Bank of Canada)
Other Identifiers
Resource Type
Dataset
Series (Uniform Title)
Publisher
Wiley
Date
2023
Language
English
Availability Statement
Replication files may be downloaded from the article page listed in the DOI field, or directly from the link in the URL field above.
License
Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International, CC-BY-NC-ND-4.0, (http://creativecommons.org/licenses/by-nc-nd/4.0/legalcode)
Publication Citation
van Oordt, M. 2023. "Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market‐Based Stress Tests." Journal of Money, Credit and Banking 55 No. 2-3. https://doi.org/10.1111/jmcb.12942.
Record Appears in
Related Items
Relation Type
Resource Is Supplement To
Relationship Note
Reproducibility package is associated with peer-reviewed article
Related Item
Journal Article
Title
Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market‐Based Stress Tests
Identifier
Publication Date
2023
Publisher
Journal of Money, Credit and Banking (Wiley)
Volume
55
Issue
2-3
Pages
465 - 501
Relation Type
Resource Is Supplement To
Relationship Note
Associated article is first published as Bank of Canada Staff Working Paper
Related Item
Text
Title
Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests
Identifier
Publication Date
2018
Publisher
Bank of Canada
Volume
Staff Working Paper
Issue
2018-54