countercyclical capital buffer

18 Sep 2026

Extra bank capital required when credit is growing too fast

The Basel III rule that tells regulators to demand more bank capital as the credit-to-GDP gap rises, reaching the maximum at a gap of 10 points.

After 2008 the Basel Committee on Banking Supervision added a buffer that rises and falls with the credit cycle. Its guide variable is the credit-to-GDP gap: the buffer starts to build at a gap of 2 points and reaches its maximum of 2.5 % of risk-weighted assets at 10 points. That is why 10 points is the threshold on the credit gap indicators here.

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credit-to-GDP gap · threshold

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