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An analytical framework to calibrate macroprudential policy

Bennani, Taryk; Couaillier, Cyril; Devulder, Antoine; … - 2017

Persistent link: https://www.econbiz.de/10011748740

The new financial regulation in Basel III and monetary policy : a macroprudential approach

Rubio, Margarita; Carrasco Gallego, José Antonio - In: Journal of financial stability 26 (2016), pp. 294-305

Persistent link: https://www.econbiz.de/10011705556

Procyclical leverage and crisis probability in a macroeconomic model of bank runs

Ikeda, Daisuke; Matsumoto, Hidehiko - 2021

Persistent link: https://www.econbiz.de/10013461539

The macroprudential countercyclical capital buffer in Basel III : implications for monetary policy

Carrasco Gallego, José Antonio; Rubio, Margarita - In: Macroprudential policy and practice, (pp. 108-134). 2018

Persistent link: https://www.econbiz.de/10012821992

The credit-to-GDP gap and complementary indicators for macroprudential policy : evidence from the UK

Giese, Julia; Andersen, Henrik; Bush, Oliver; Castro, … - In: International journal of finance & economics : IJFE 19 (2014) 1, pp. 25-47

Persistent link: https://www.econbiz.de/10010470972

Mitigating the Deadly Embrace in Financial Cycles : Countercyclical Buffers and Loan-to-Value Limits

Beneš, Jaromír - 2016

This paper presents a new version of MAPMOD (Mark II) to study the effectiveness of macroprudential regulations. We extend the original model by explicitly modeling the housing market. We show how household demand for housing, house prices, and bank mortgages are intertwined in what we call a...

Persistent link: https://www.econbiz.de/10012977752