图例:欧洲央行计算结果(有关建模方法,请参阅《欧元区银行业宏观审慎压力测试》,不定期论文系列第 226 号)。“释放资本和监管灵活性的使用”包括使用 P2G、通过 P2R 变化的前端加载释放的 CET1 资本以及释放的宏观审慎缓冲。“剩余缓冲(包括 CCoB)的使用”涉及 P1R 和 P2R 以上所有资本的使用,MDA 限制仍然具有约束力。该分析考虑了 2020 年 3 月 12 日和 27 日的监管支持计划中的非缓冲要素、国家延期偿付和担保计划。
俄勒冈东部 CCOA CCOB CCOE CCOF CCOG 贝克 A270E E270E J270E F270E N270E 吉利姆 A275E E275E J275E F275E N275E 格兰特 A280E E280E J280E F280E N280E 哈尼 A285E E285E J285E F285E N285E 莱克 A290E E290E J290E F290E N290E 马卢尔 A295E E295E J295E F295E N295E 莫罗 A300E E300E J300E F300E N300E 谢尔曼 A305E E305E J305E F305E N305E 尤马蒂拉 A310E E310E J310E F310E N310E 联合 A315E E315E J315E F315E N315E 瓦洛瓦 A320E E320E J320E F320E N320E 惠勒 A325E E325E J325E F325E N325E
AEs Advanced economies AUROC Area under the receiver operating characteristic curve CAB Current account balance CAR Capital adequacy ratio CBU Central Bank of Uzbekistan CCoB Capital conservation buffer CCyB Countercyclical capital buffer CoVaR Conditional value at risk DSR Debt service ratio ELA Emergency liquidity assistance EMs Emerging markets EWI Early warning indicator FDIC US Federal Deposit Insurance Corporation FED US Federal Reserve System FGDCB Fund for guaranteeing deposits of citizens in banks FSI Financial stress index GARCH Generalized autoregressive conditional heteroskedasticity GDP Gross domestic product GSADF Generalized supremum augmented Dickey-Fuller HHI Herfindahl-Hirschman index HLA Highly liquid assets HP Hodrick-Prescott IMF International Monetary Fund JSC Joint-stock company LCR Liquidity coverage ratio LTV Loan-to-value MSCI Morgan Stanley Capital International NGFS Network of Central Banks and Supervisors for Greening the Financial System NSFR Net stable funding rate ratio OLS Ordinary least squares PTI Payment-to-income ROA Return on assets ROC Receiver operating characteristic curve ROE Return on equity RWA Risk-weighted assets SIB Systemically important banks SSM State-space model SyRB Systemic risk buffer UCI乌兹别克斯坦综合索引USD美国美元UZS UZBEK SOUM VAR AF PRIGAT AS IAM AS IAG