Series: Occasional Papers. 1601.
Author: Javier Mencía and Jesús Saurina.
Macroprudential policy
- Prudential supervision, SSM
- Quantitative methods
- Financial risks
Full document
Abstract
This document presents the analytical framework recently developed by the Banco de España for the implementation of its macroprudential policy. The methodology described uses a broad set of indicators that enables macroprudential risks to be monitored through risk mapping. This framework will provide support for the Banco de España’s broad macroprudential policy stance.