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A sentiment-based risk indicator for the Mexican financial sector

Rho, Caterina; Fernández, Raúl; Palma, Brenda - 2021

We apply text analysis to Twitter messages in Spanish to build a sentiment- based risk index for the financial sector in Mexico. We classify a sample of tweets for the period 2006-2019 to identify messages in response to positive or negative shocks to the Mexican financial sector. We use a...

Persistent link: https://www.econbiz.de/10012520221

Financial market enforcement in France

Batz, Laure de - 2022 - This version: January 2022

This paper puts into perspective enforcement as conducted by the French Financial Market Authority since its creation in 2003 until 2021 with regards to the current state of the literature on financial crimes. We survey exhaustively the three main channels of action: sanctions, settlements...

Persistent link: https://www.econbiz.de/10014533580

Electoral cycles in macroprudential regulation

Müller, Karsten - 2019

Do politics matter for macroprudential policy? I show that changes to macroprudential regulation exhibit a predictable electoral cycle in the run-up to 221 elections across 58 countries from 2000 through 2014. Policies restricting mortgages and consumer credit are systematically less likely to...

Persistent link: https://www.econbiz.de/10012135983

Financial stability monitoring

Adrian, Tobias; Covitz, Daniel M.; Liang, Jean Nellie - 2013

While the Dodd-Frank Act (DFA) broadens the regulatory reach to reduce systemic risks to the U.S. financial system, it does not address some important risks that could migrate to or emanate from entities outside the federal safety net. At the same time, it limits the types of interventions by...

Persistent link: https://www.econbiz.de/10009721298

Reserves as an instrument for preservation of financial stability : tthe case of EAC economies

Okello, Apaa Jimmy; Mkenda, Beatrice Kalinda; Luvanda, Eliab - 2020

Persistent link: https://www.econbiz.de/10012241262

Bank foreign currency funding and currency markets : the case of Mexico post GFC

Bush, Georgia - 2019

evaluates the effect of two variables in a regression-based analysis: (i) the FX funding gap of domestic bank balance sheets and …

Persistent link: https://www.econbiz.de/10012166177

Macroprudential supervision : from theory to policy

Schoenmaker, Dirk; Wierts, Peter - 2016

Financial supervision focuses on the aggregate (macroprudential) in addition to the individual (microprudential). But an agreed framework for measuring and addressing financial imbalances is lacking. We propose a holistic approach for the financial system as a whole, beyond banking. Building on...

Persistent link: https://www.econbiz.de/10011974648

Exposure to international crises : trade vs. financial contagion

Grant, Everett - 2016

I identify new patterns in countries' economic performance over the 2007-2014 period based on proximity through distance, trade, and finance to the US subprime mortgage and Eurozone debt crisis areas. To understand the causes of the cross-country variation, I develop an open economy model with...

Persistent link: https://www.econbiz.de/10011975657

Financial stability policies and bank lending : quasi-experimental evidence from Federal Reserve interventions in 1920-21

Rieder, Kilian - 2020

policy on bank-level lending and leverage by drawing on a single natural experiment. In 1920, when U.S. monetary policy was … stance. Macroprudential policy caused both bank-level lending and leverage to fall significantly (by 11%-14%), whereas LAW … had only weak and, in some areas, even perverse effects on these bank-level outcomes. I show that the macroprudential tool …

Persistent link: https://www.econbiz.de/10012318753

Uncertain booms and fragility

Lee, Michael Junho - 2018

I develop a framework of the buildup and outbreak of financial crises in an asymmetric information setting. In equilibrium, two distinct economic states arise endogenously: "normal times", periods of modest investment, and "booms", periods of expansionary investment. Normal times occur when the...

Persistent link: https://www.econbiz.de/10011880642

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