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Addressing systemic risk in Europe during Covid-19 : the role of regulation and the policy mix
Dotta, Vitor - 2022
regulation, the European Central Bank provided substantial monetary policy easing, for instance the release of capital buffers …
Persistent link: https://www.econbiz.de/10013188926
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Financial Sector Reform after the Crisis : Has Anything Happened?
Schäfer, Alexander - 2013
We analyze the reaction of stock returns and CDS spreads of banks from Europe and the United States to four major …
Persistent link: https://www.econbiz.de/10013081106
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Impact of higher capital buffers on banks' lending and risk-taking : evidence from the Euro Area experiments
Cappelletti, Giuseppe; Marques, Aurea Ponte; Varraso, Paolo - 2019
We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institu- tions (O …
Persistent link: https://www.econbiz.de/10012024808
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Macroprudential stress test of the euro area banking system
Budnik-Gałązka, Katarzyna; Mozzanica, Mirco Balatti; … - 2019
results highlight the importance of the starting level of bank capital, bank asset quality, and banks' adjustments for the …
Persistent link: https://www.econbiz.de/10012033284
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Macro-prudential policy, bank systemic risk and capital controls
Blundell-Wignall, Adrian; Roulet, Caroline - In: Financial market trends 105 (2013) 2, pp. 7-28
Persistent link: https://www.econbiz.de/10010409818
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Assessing the contributions of non-bank financial institutions (NBFI) and ELS issuance to systemic risk in Korea
Hong, Jong Soo - In: KDI-journal of economic policy 46 (2024) 1, pp. 21-51
Since the Global Financial Crisis of 2008-2009, the importance of non-bank financial institutions in macroprudential … discussing and implementing macroprudential supervision and regulation for non-bank financial institutions (NBFI). In this … context, this paper analyzes the systemic risk of both banks and non-bank sectors (securities firms and insurance companies …
Persistent link: https://www.econbiz.de/10014496710
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The credit quality channel : modeling contagion in the interbank market
Fink, Kilian; Krüger, Ulrich; Meller, Barbara; Wong, … - 2015
We propose an algorithm to model contagion in the interbank market via what we term the credit quality channel. In existing models on contagion via interbank credit, external shocks to banks often spread to other banks only in case of a default. In contrast, shocks are transmitted via asset...
Persistent link: https://www.econbiz.de/10011381702
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Macroprudential policy : a blessing or a curse?
Popoyan, Lilit - 2016
After the destructive impact of the global financial crisis of 2008, many believe that pre-crisis financial market regulation did not take the "big picture" of the system suffciently into account and, subsequently, financial supervision mainly "missed the forest for the trees". As a result, the...
Persistent link: https://www.econbiz.de/10011477338
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Monetary policy, macroprudential policy and financial stability
Laeven, Luc; Maddaloni, Angela; Mendicino, Caterina - 2022
Recent research developed under the ECB research task force on Monetary Policy, Macroprudential Policy and Financial Stability highlights the existence of trade-offs and spillovers that monetary policy and macroprudential authorities face when deciding on their policy interventions, Monetary...
Persistent link: https://www.econbiz.de/10012822172
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The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area
2021
Since the European Central Bank’s (ECB’s) 2003 strategy review, the importance of macro-financial amplification …
Persistent link: https://www.econbiz.de/10012650769