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Micro-Prudential Regulation and Banks' Systemic Risk

de Haan, Jakob - 2019

This paper investigates how countries' micro-prudential regulatory regimes are related to banks' systemic risk. We use a bank-level systemic risk indicator that can be decomposed into a bank's individual risk and its systemic linkage. To proxy the strictness of a country's regulatory regime, we...

Persistent link: https://www.econbiz.de/10012860144

Macroprudential policies from a microprudential angle : a note

Cordella, Tito; Pienknagura, Samuel - In: Latin American journal of central banking : LAJCB 1 (2020) 1/4, pp. 1-7

The standard macroprudential models focus on externalities and treat all prudential instruments as alternative, but equivalent, forms of Pigouvian taxes. This paper explicitly models individual banks’ risk choices and shows that different prudential instruments affect banks’ risk-taking...

Persistent link: https://www.econbiz.de/10012545577

Regulation of financial risks in emerging markets : past, present, and future

Arkhipov, Artem; Arkhipova, Natalia; Karminsky, Alexander - In: Risk assessment and financial regulation in emerging …, (pp. 33-64). 2021

Regulation of risks in banking is driven by evolution of financial intermediation and markets, and vice versa. The … banking regulation in the world, precise requirements and scope were reformed and implemented in response to crises and global … the paradigm from partial improvements under financial liberalization regime to a world-wide regulation tightening on the …

Persistent link: https://www.econbiz.de/10012591641

How do institutional settings condition the effect of macroprudential policies on bank systemic risk?

Apergēs, Nikolaos; Aysan, Ahmet Faruk; Bakkar, Yassine - In: Economics letters 209 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10013209310

Bank Resolution, Regulatory Arbitrage, and Systemic Risk

Altieri, Michela; Radev, Deyan - 2022

results suggest that centralized regulation has heterogeneous effects depending on the country's development degree. Improving …

Persistent link: https://www.econbiz.de/10013293062

Determinants of banks' liquidity : A French perspective on interactions between market and regulatory requirements

Bandt, Olivier de; Lecarpentier, Sandrine; Pouvelle, Cyril - In: Journal of banking & finance 124 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012816334

Congruent financial regulation

Metrick, Andrew; Tarullo, Daniel K. - 2021 - Draft: March 31, 2021

Persistent link: https://www.econbiz.de/10012496870

The dark side of liquidity creation : leverage and systemic risk

Acharya, Viral V.; Thakor, Anjan V. - In: Journal of financial intermediation 28 (2016), pp. 4-21

Persistent link: https://www.econbiz.de/10011715175

TARP and the long-term perception of risk

Semaan, Elias; Peterson Drake, Pamela - In: Journal of banking & finance 68 (2016), pp. 216-235

Persistent link: https://www.econbiz.de/10011634829

Systemic risk and financial regulations : a theoretical perspective

Prasch, Robert E.; Warin, Thierry - In: Open economies review 17 (2016) 3, pp. 188-199

Persistent link: https://www.econbiz.de/10011718557