Showing 1 - 10 of 74,684
This paper examines the effectiveness of macroprudential regulations in promoting bank stability and credit in the … estimation methodology to achieve its objectives. The study finds that bank stability has remained high, though downward trending …. The findings also reveal that capital-based and asset-side macroprudential regulations effectively promote bank stability …
Persistent link: https://www.econbiz.de/10012596050
affiliated banks' lending activity. Therefore, to ensure the effectiveness of macroprudential policy, it is essential that …We study the impact of macroprudential capital buffers on banking groups' lending and risk-taking decisions, also … identify the effect of higher capital requirements by comparing the change in the outcome for banks just above and below the …
Persistent link: https://www.econbiz.de/10012318816
affiliated banks' lending activity. Therefore, to ensure the effectiveness of macroprudential policy, it is essential that …We study the impact of macroprudential capital buffers on banking groups' lending and risk-taking decisions, also … identify the effect of higher capital requirements by comparing the change in the outcome for banks just above and below the …
Persistent link: https://www.econbiz.de/10012422159
, such as the banks' refinancing interest rate, penalty interest rate on deposit facility holdings and minimum reserve … equilibrium model for macro-prudential analysis where optimal decisions by internationally linked banks are key determinants of … international financial flows and wider economic outcomes. Banks differ in terms of balance sheet endowments and risk preferences …
Persistent link: https://www.econbiz.de/10011347736
, such as the banks' refinancing interest rate, penalty interest rate on deposit facility holdings and minimum reserve … equilibrium model for macro-prudential analysis where optimal decisions by internationally linked banks are key determinants of … international financial flows and wider economic outcomes. Banks differ in terms of balance sheet endowments and risk preferences …
Persistent link: https://www.econbiz.de/10013090744
A growing body of literature has highlighted two important caveats to the credit-to-GDP gap as advocated by the Bank for International Settlements (BIS). The first relates to the approach used to normalise credit (i.e. dividing nominal credit by GDP). In this regard, critics have argued that GDP...
Persistent link: https://www.econbiz.de/10012661058
affiliated banks' lending activity. Therefore, to ensure the effectiveness of macroprudential policy, it is essential that …We study the impact of macroprudential capital buffers on banking groups' lending and risk-taking decisions, also … identify the effect of higher capital requirements by comparing the change in the outcome for banks just above and below the …
Persistent link: https://www.econbiz.de/10013210623
analysis is based on an original survey performed on eleven central banks in Central and Eastern Europe (CEE). The findings … domestic environment and role of foreign banks in the CEE region. -- Credit growth ; monetary policy ; macroprudential policy …
Persistent link: https://www.econbiz.de/10009655167
-SII) buffer, on banks' lending and risk-taking behaviour. The O-SII buffer is a macroprudential policy aiming to increase banks … and banks shift their lending to less risky counterparts within the financial and household sectors. Our findings suggest …' resilience. However, higher capital requirements associated with the policy may likely constrain lending. While this may be a …
Persistent link: https://www.econbiz.de/10012024808
still decentralized, four Federal Reserve Banks implemented a conventional rate hike to address financial stability concerns … policy on bank-level lending and leverage by drawing on a single natural experiment. In 1920, when U.S. monetary policy was …. Another four Reserve Banks resorted to macroprudential policy with the same goal. Using sharp geographic regression …
Persistent link: https://www.econbiz.de/10012318753