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Regulating the doom loop
Alogoskoufis, Spyros; Langfield, Sam - 2019
how to treat sovereign exposures in bank regulation. Our contribution is to model endogenous sovereign portfolio …
Persistent link: https://www.econbiz.de/10012061145
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Cross-border banking in the EU since the crisis : what is driving the great retrenchment?
Emter, Lorenz; Schmitz, Martin; Tirpák, Marcel - 2018
This paper examines the drivers of the retrenchment in cross-border banking in the European Union (EU) since the global financial crisis, which stands out in international comparison as banks located in the euro area and in the rest of the EU reduced their cross-border claims by around 25%....
Persistent link: https://www.econbiz.de/10011802126
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Pandemic lending : micro and macro effects of model-based regulation
Fiordelisi, Franco; Fusi, Giulia; Maddaloni, Angela; … - 2022
When the Covid-19 crisis struck, banks using internal-rating based (IRB) models quickly recognized the increase in risk and reduced lending more than banks using a standardized approach. This effect is not driven by borrowers' quality or by banks in countries with credit booms before the...
Persistent link: https://www.econbiz.de/10013485965
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Macroprudential regulation of investment funds
Di Iasio, Giovanni; Kaufmann, Christoph; Wicknig, Florian - 2022
. Without regulation, funds hold insufficient deposits and must sell bonds when hit by large redemptions. Bond liquidation is …
Persistent link: https://www.econbiz.de/10013329424
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Climate transition risk in the banking sector : what can prudential regulation do?
Grill, Michael; Popescu, Alexandra; Rancoita, Elena - 2024
paper, by means of a DSGE model including heterogeneous firms and banks, financial frictions and prudential regulation … increases the volatility of lending and output. We further show that relying on microprudential regulation alone would not be … microprudential regulation, leads to a Pareto improvement. …
Persistent link: https://www.econbiz.de/10014490442
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Rules and discretion(s) in prudential regulation and supervision : evidence from EU banks in the run-up to the crisis
Maddaloni, Angela; Scopelliti, Alessandro - 2019
Prior to the financial crisis, prudential regulation in the EU was implemented non-uniformly across countries, as … crisis. Prudential frameworks also explain banks' liquidity buffers even in absence of a specific liquidity regulation, which …
Persistent link: https://www.econbiz.de/10012009213
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Banks' risk-taking within a banking union
Farnè, Matteo; Vouldis, Angelos - 2021
We study the relationship between banks' size and risk-taking in the context of supranational banking supervision. Consistently with theoretical work on banking unions and in contrast to analyses emphasising incentives under- pinned by the too-big-to-fail effect, we find an inverse relationship...
Persistent link: https://www.econbiz.de/10012627903
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Banking euro area stress test model
Budnik, Katarzyna; Mozzanica, Mirco Balatti; Dimitrov, Ivan - 2020
The Banking Euro Area Stress Test (BEAST) is a large scale semi-structural model developed to assess the resilience of the euro area banking system from a macroprudential perspective. The model combines the dynamics of a high number of euro area banks with that of the euro area economies. It...
Persistent link: https://www.econbiz.de/10012286943
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Leakages from macroprudential regulations : the case of household-specific tools and corporate credit
Bhargava, Apoorv; Górnicka, Lucyna; Xie, Peichu - 2023
Sector-specific macroprudential regulations can increase the riskiness of credit to other sectors. First, using cross-country bank-level data we find that after a tightening of household-specific macroprudential policy during a credit expansion, banks with larger portfolios of residential...
Persistent link: https://www.econbiz.de/10013553461
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Monetary policy and capital regulation in the US and Europe
Cohen-Cole, Ethan; Morse, Jonathan - 2010
has partial control over bank regulation it can exercise regulatory lenience. Two, the Fed's stronger output orientation … procyclical capital regulation. - Monetary policy ; capital regulation ; crisis …
Persistent link: https://www.econbiz.de/10003986675