Results 1 to 10 of about 4,319,994 (255)

Leverage ratio and its impact on the resilience of the banking sector and efficiency of macroprudential policy [PDF]

, 2017
Basel III responded to the financial crisis by redefining and expanding the capital requirements for risk-weighted assets and by proposing the introduction of a leverage ratio which sets a minimum level of capital for banks in relation to total exposures.
Hodula, Martin, Holub, Libor, Pfeifer, Lukáš, Pikhart, Zdeněk   +3 more
core  

MACROPRUDENTIAL AND MICROPRUDENTIAL POLICY IN THE PERSPECTIVE OF LAW NUMBER 21 OF 2011

Justitia Et Pax, 2019
The establishment of FSA has brought about the consequences of macroprudential policies which are still under the authority of Bank Indonesia while the microprudential  policies have been the Auhtority of FSA.
Anita Christiani, Rendhy Oktovianus Lisai   +1 more
doaj   +1 more source

Macroprudential policy and intra-group dynamics: The effects of reserve requirements in Brazil

Journal of Corporate Finance, 2021
This paper examines whether intra-group dynamics matter for the transmission of macroprudential policy. Using novel bank-level data on the Brazilian banking system, we investigate the effect of reserve requirements targeting headquarter banks' deposit ...
Chris Becker, Matias Ossandon Busch, Lena Tonzer   +2 more
semanticscholar   +1 more source

Fiscal-monetary-financial stability interactions in a data-rich environment [PDF]

, 2018
In this paper, we shed some light on the mutual interplay of economic policy and the financial stability objective. We contribute to the intense discussion regarding the influence of fiscal and monetary policy measures on the real economy and the ...
Hodula, Martin, Pfeifer, Lukáš
core   +1 more source

The benefits are at the tail: Uncovering the impact of macroprudential policy on growth-at-risk

Journal of Financial Stability, 2020
This paper brings together recent developments on the growth-at-risk methodology and the literature on the impact of macroprudential policy. For this purpose, I extend the recent proposals on the use of quantile regressions of GDP growth by including ...
Jorge E. Galán
semanticscholar   +1 more source

Could early warning systems have helped to predict the sub prime crisis? [PDF]

, 2008
One of the features of the sub-prime crisis, that began in August 2007, was its unexpected nature. It came as a surprise not only to most financial market participants but also in some degree to the policy community.
Davis, EP, Karim, D
core   +1 more source

THE JOINT EFFECT OF BORROWER TARGETED MACROPRUDENTIAL INSTRUMENTS AND CAPITAL REGULATIONS ON PROCYCLICALITY OF LOAN-LOSS PROVISIONS

Copernican Journal of Finance & Accounting, 2019
We analyze the effects of macroprudential policy and micro-prudential capital regulations on the procyclicality of loan-loss provisions, using individual bank information from over 65 countries.
Małgorzata Olszak, Sylwia Roszkowska, Iwona Kowalska   +2 more
doaj   +3 more sources

Lending pro-cyclicality and macroprudential policy: Evidence from Japanese LTV ratios

Journal of Financial Stability, 2021
Using a unique micro dataset compiled from the real estate registry in Japan, we examine more than 400,000 loan-to-value (LTV) ratios for business loans to draw implications for the efficacy of caps on LTV ratios as a macro-prudential policy measure.
Arito Ono, H. Uchida, Greg Udell, Iichiro Uesugi   +3 more
semanticscholar   +1 more source

Macroprudential regulation and policy [PDF]

Bank for International Settlements, Ignazio Visco   +1 more
core   +21 more sources

Preventive macroprudential policy

Journal of Financial Management, Markets and Institutions, 2013
This piece discusses the framework for macroprudential policy in concrete terms. It raises three points. It makes a strong case for preventive tools over ex-post intervention, seeking to complement the Basel III individual buffer approach by targeting risk externalities.
Goodhart Charles A.E., Perotti Enrico
openaire   +2 more sources