bank risk taking, and its interaction with a regulator's optimization problem. The regulator uses its macroprudential tool … changes to partly "pass through" to bank soundness by not neutralizing the risk-taking channel of monetary policy. Thus …

desirable and appropriate. -- International Monetary Fund ; Financial Stability Board ; Bank for International Settlements …

A bank panic is an expectation-driven redemption event that results in a self-fulfilling prophecy of losses on demand … surprisingly di¢ cult to generate bank panic equilibria if one allows for a plausible degree of contractual flexibility. A common … minimum scale requirement. With this simple and empirically-plausible modification to the standard model, we find that bank …

indicator for cyclical risk for Malta developed by the Central Bank of Malta. This paper addresses this gap by building a … cyclical systemic risk indicator (cSRI). The cSRI is driven by the 2-year growth rate in real bank credit, the 1-year change in … analysis framework of the Central Bank of Malta, complementing other tools that support the formulation of macroprudential …