This paper investigates macroprudential policy effects on bank systemic risk and the role of inflation targeting in … such effects. Using bank-level data for 45 countries comprising various monetary and exchange rate regimes, our regime … tightening of most macroprudential tools—including DSTI and LTV limits, and capital requirements—reduces bank systemic risk …

rate as instrument, while the macroprudential regulator adopts a tax/subsidy on bank capital in a countercyclical manner in … order to stabilize nominal credit growth and the output gap. We look at the gains from coordination between the central bank … policy maker can reach better outcomes, while the central bank does worse, in the absence of coordination. Therefore, whether …

We investigate the impact of macroprudential capital requirements on bank lending behaviour across economic sectors … to central bank funding. These results have important policy implications as they provide evidence on the impact of …

. In the second, we use the bank-specific regulatory change to estimate credit supply responses from (1) a countercyclical …

vector autoregressive models with high-frequency daily data. Blinder (Federal Reserve Bank of St. Louis Rev 92(6): 465 … policies to the rest of the world. The extent of these effects depends on the type of QE measures. QE measures such as …

This paper investigates macroprudential policy effects on bank systemic risk and the role of inflation targeting in … such effects. Using bank-level data for 45 countries comprising various monetary and exchange rate regimes, our regime … tightening of most macroprudential tools-including DSTI and LTV limits, and capital requirements-reduces bank systemic risk …

guidance to European bond yields show that central bank communication is very relevant for international transmission. In …

variation in the data based on the theories of bank capital regulation. The results show that countries with high average …