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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
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Risky firms and fragile banks : implications for macroprudential policy
Gasparini, Tommaso; Lewis, Vivien; Moyen, Stéphane; … - 2024
banks' balance sheets; banks respond by selling assets and reducing credit provision. A highly leveraged banking sector …
Persistent link: https://www.econbiz.de/10014501102
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Calibrating the countercyclical capital buffer using AUROCs
Bologna, Pierluigi; Galardo, Maddalena - In: Economic notes 53 (2024) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10014468705
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A liquidity risk index as a regulatory tool for systemically important banks? : an empirical assessment across two financial crises
Gianfelice, Gianfranco; Marotta, Giuseppe; Torricelli, … - In: Applied economics 47 (2015) 1/3, pp. 129-147
Persistent link: https://www.econbiz.de/10010463946
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Uncertainty, non-linear contagion and the credit quality channel: an application to the Spanish interbank market
Carro, Adrián; Stupariu, Patricia - 2022
Persistent link: https://www.econbiz.de/10013390995
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Macroprudential capital buffers in heterogeneous banking networks : insights from an ABM with liquidity crises
Gurgone, Andrea; Iori, Giulia - 2020
by few banks who lend most of the credit to the real sector while borrowing interbank liquidity. The other shows a higher …
Persistent link: https://www.econbiz.de/10012309202
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Empirical evidence on the efectiveness of capital buffer release
Sivec, Vasja; Volk, Matjaz - 2022
Persistent link: https://www.econbiz.de/10013192526
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Cyclical systemic risk and banks' vulnerability
Shmygel, Alona; Ongena, Steven - 2024
Persistent link: https://www.econbiz.de/10014485761
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The impact of the countercyclical capital buffer on credit : evidence from its accumulation and release before and during COVID-19
Bedayo, Mikel; Galán, Jorge E. - 2024
Persistent link: https://www.econbiz.de/10014512435
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Shadow banking : financial intermediation beyond banks
Adrian, Tobias; Chrétien, Edouard; Chui, Michael; … - Shadow Banking: Financial Intermediation beyond Banks …; … - 2018
Persistent link: https://www.econbiz.de/10011790739