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Borrower- and lender-based macroprudential policies : what works best against bank systemic risk?

Apergēs, Nikolaos; Aysan, Ahmet Faruk; Bakkar, Yassine - In: Journal of international financial markets, … 80 (2022), pp. 1-32

Persistent link: https://www.econbiz.de/10013533230

Macroprudential Policy and Bank Systemic Risk : Does Inflation Targeting Matter?

Belkhir, Mohamed; Ben Naceur, Sami; Candelon, Bertrand; … - 2023

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 …

Persistent link: https://www.econbiz.de/10014354108

Macroprudential policy at the ECB : institutional framework, strategy, analytical tools and policies

Constâncio, Vítor (ed.); Cabral, Inês (contributor); … - 2019

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 later conferred on the ECB by the Single Supervisory...

Persistent link: https://www.econbiz.de/10012033308

Systemic risk of European banks : regulators and markets

Oordt, Maarten R. C. van; Chen Zhou - 2015

Persistent link: https://www.econbiz.de/10011301285

Testing macroprudential stress tests : the risk of regulatory risk weights

Acharya, Viral V.; Engle, Robert F.; Pierret, Diane - In: Journal of monetary economics 65 (2014), pp. 36-53

Persistent link: https://www.econbiz.de/10010485270

Regulatory Systemic Risk in US Securities Regulation

Pichhadze, Aviv - 2011

The concept of regulatory systemic risk – a long-term imbalance, resulting from the misalignment between regulatory initiatives and market realities, that impacts multiple areas of the regulatory framework – is developed in the context of US securities regulation. The discussion offers two...

Persistent link: https://www.econbiz.de/10013128555

A new macro stress testing approach for financial realignment in the Eurozone

Apergis, Emmanuel; Apergis, Iraklis; Apergēs, Nikolaos - In: Journal of international financial markets, … 61 (2019), pp. 52-80

Persistent link: https://www.econbiz.de/10012128279

An integrated macroprudential stress test of bank liquidity and solvency

Bakoush, Mohamed; Gerding, Enrico; Mishra, Tapas; … - In: Journal of financial stability 60 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013455971

The impact of seven macroprudential policy instruments on financial stability in six euro area economies

Lorenčič, Eva; Festić, Mejra - In: Národohospodářský obzor : časopis věnovaný … 21 (2021) 3, pp. 259-290

The aim of this paper is to investigate whether macroprudential policy instru-ments can influence the credit growth rate and hence financial stability. We use a fixed effects panel regression model to test the following hypothesis for six euro area econo-mies (Austria, Finland, Germany, Italy,...

Persistent link: https://www.econbiz.de/10012651338

The ECB's half-baked supervision mandate or, how to get serious about shadow banking again

Vestergaard, Jakob; Quorning, Stine - In: Journal of economic policy reform 25 (2022) 3, pp. 272-286

Persistent link: https://www.econbiz.de/10013415807