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Macroprudential Policies and Capital Controls Over Financial Cycles
Arakelyan, Maria - 2023
In this paper we assess the effectiveness of macroprudential policies and capital controls in supporting financial … boom ending in a bust. Our analysis suggests that macroprudential tools are effective from this perspective. If credit … booms are accompanied by capital flow surges, in addition to macroprudential tools, capital controls on money market …
Persistent link: https://www.econbiz.de/10015059217
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Macroprudential Policy and Bank Systemic Risk: Does Inflation Targeting Matter?
Belkhir, Mohamed - 2023
This paper investigates macroprudential policy effects on bank systemic risk and the role of inflation targeting in …-dependent dynamic panel regression results point to complementarities between monetary and macroprudential policies. We find that the … tightening of most macroprudential tools-including DSTI and LTV limits, and capital requirements-reduces bank systemic risk …
Persistent link: https://www.econbiz.de/10015059389
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Banking Crises and Crisis Dating
Loukoianova, Elena - 2009
Many empirical studies of banking crises have employed ""banking crisis"" (BC) indicators constructedusing primarily information on government actions undertaken in response to bank distress. Weformulate a simple theoretical model of a banking industry which we use to identify and...
Persistent link: https://www.econbiz.de/10012677802
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Systemic Banking Crises
Valencia, Fabian - 2008
This paper presents a new database on the timing of systemic banking crises and policy responses to resolve them. The database covers the universe of systemic banking crises for the period 1970-2007, with detailed data on crisis containment and resolution policies for 42 crisis episodes, and...
Persistent link: https://www.econbiz.de/10012677666
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Quasi-Fiscal Implications of Central Bank Crisis Interventions
Hooley, John - 2023
We develop a stylized balance sheet framework to help identify 'quasi-fiscal' components of central bank crisis interventions and show how sources of fiscal risk are created from both the new claims and how they are funded. Combining central bank balance sheet data with survey evidence from...
Persistent link: https://www.econbiz.de/10015059397
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Crisis Management and Resolution for a European Banking System
Giustiniani, Alessandro - 2010
This paper proposes an integrated crisis management and resolution framework for the EU's single banking market. It comprises a European Resolution Authority (ERA), armed with the mandate and the tools to deal cost-effectively with failing systemic cross-border banks, and is designed to address...
Persistent link: https://www.econbiz.de/10014409157
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Macroprudential Regulation and Sector-Specific Default Risk
Belkhir, Mohamed - 2022
This paper studies the transmission of macroprudential policies across both financial and non financial sectors of the … economy. It first documents that tighter macroprudential regulations implemented in Europe over the period 2008-2017 lowered … reforms in the macroprudential framework. Higher capital requirements improve the long-run resilience of the financial sector …
Persistent link: https://www.econbiz.de/10015060258
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The Anatomy of Banking Crises
Duttagupta, Rupa - 2008
This paper uses a Binary Classification Tree (BCT) model to analyze banking crises in 50 emerging market and developing countries during 1990-2005. The BCT identifies key indicators and their threshold values at which vulnerability to banking crisis increases. The three conditions identified as...
Persistent link: https://www.econbiz.de/10012677582
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Macroprudential Policies in Response to External Financial Shocks
de Carvalho Filho, Irineu - 2023
find that countercyclical macroprudential policy in response to surprise US monetary tightening is more likely for …This paper examines how countries use Macroprudential Policies (MaPs) to respond to external shocks such as US monetary …
Persistent link: https://www.econbiz.de/10015059813
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Governance Practices at Financial Regulatory and Supervisory Agencies
Novoa, Alicia - 2009
This paper summarizes the results of a survey of financial supervisory agencies in IMF member countries conducted in 2007. Responses were received from 140 financial sector supervisors in 103 countries. A majority of these are separate stand-alone agencies, though, a majority of bank supervisors...
Persistent link: https://www.econbiz.de/10012677805