Showing 1 - 10 of 11,797
The aim of this paper is to investigate whether macroprudential policy instru-ments can influence the credit growth …: "Macroprudential policy instruments (degree of maturity mismatch; in-terbank loans as a percentage of total loans; leverage ratio; non …
Persistent link: https://www.econbiz.de/10012651338
This paper is a contribution to the body of research examining the impact of macroprudential policy instruments on … financial stability. The following hypothesis was tested (H1): Macroprudential policy instruments (household borrowing costs … Q4 2018. The empirical results of this study suggest that, of the investigated macroprudential policy instruments …
Persistent link: https://www.econbiz.de/10013184351
the 28 member states of the European Union (EU) between 1995 and 2014. The Macroprudential Policies Evaluation Database …This paper introduces a new comprehensive data set on policies of a macroprudential nature in the banking sectors of … (MaPPED) offers a detailed overview of the "life-cycle" of policy instruments which are either genuinely macroprudential or …
Persistent link: https://www.econbiz.de/10011779845
towards establishing a common ground for macroprudential oversight and policymaking in the EU. The database focuses on …This paper presents a new database for financial crises in European countries, which serves as an important step … providing precise chronological definitions of crisis periods to support the calibration of models in macroprudential analysis …
Persistent link: https://www.econbiz.de/10011698592
towards establishing a common ground for macroprudential oversight and policymaking in the EU. The database focuses on …This paper presents a new database for financial crises in European countries, which serves as an important step … providing precise chronological definitions of crisis periods to support the calibration of models in macroprudential analysis …
Persistent link: https://www.econbiz.de/10011972947
This occasional paper describes how the financial stability and macroprudential policy functions are organised at the … ECB. Financial stability has been a key policy function of the ECB since its inception. Macroprudential policy tasks were …’s macroprudential governance framework in the new institutional set-up. After reviewing the concept and origins of systemic risk, it …
Persistent link: https://www.econbiz.de/10012033308
Persistent link: https://www.econbiz.de/10012430849
economics leading to theoretical propositions for a macroprudential approach that is more sensitive to the evolving operational …
Persistent link: https://www.econbiz.de/10013008939
This paper describes how we constructed a real-time database for the euro area covering more than 200 series regularly … before their first meeting of the month. We describe the database in details and study the properties of the euro area real …
Persistent link: https://www.econbiz.de/10013149408
Drawing on the 2016 update of the IMF's Central Bank Legislation Database, this paper examines differences in central … facts illustrate the uses of the database and could be a starting point for further analyses …
Persistent link: https://www.econbiz.de/10012956503