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The risk management approach to macro-prudential policy
Chavleishvili, Sulkhan; Engle, Robert F.; Fahr, Stephan; … - 2021
stress and the financial cycle. An empirical study with euro area and U.S. data shows how to construct indicators of macro …
Persistent link: https://www.econbiz.de/10012547546
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A risk management perspective on macroprudential policy
Chavleishvili, Sulkhan; Fahr, Stephan; Kremer, Manfred; … - 2021
Macroprudential policymakers assess medium-term downside risks to the real economy arising from financial imbalances and implement policies aimed at managing those risks. In doing so, they face an inherent intertemporal trade-off between the expected growth and downside risks. This paper reviews...
Persistent link: https://www.econbiz.de/10012519434
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Measuring systemic financial stress and its risks for growth
Chavleishvili, Sulkhan; Kremer, Manfred - 2023
euro area and the US. The CISS aggregates a representative set of stress indicators using their time-varying cross …
Persistent link: https://www.econbiz.de/10014362652
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Quantifying financial stability trade-offs for monetary policy : a quantile VAR approach
Chavleishvili, Sulkhan; Kremer, Manfred; Lund-Thomsen, … - 2023
euro area covering the real economy, monetary policy and measures of ex ante and ex post systemic risk representing …
Persistent link: https://www.econbiz.de/10014343148