Results 101 to 110 of about 687 (201)
Stress tests in banks: A bibliometric review
Abstract This study presents a bibliometric and content‐based review of the literature on stress testing in banking, documenting its evolution from a crisis‐response mechanism during the global financial crisis to a core supervisory tool for prudential supervision and systemic risk assessment.
Dimitrios Karakostas +3 more
wiley +1 more source
Equities drive the currency: Evolving dynamics of Korea's financial system
Abstract This study investigates the evolving dynamic relationships between exchange rates, price level, interest rates, and the Korea Composite Stock Price Index (KOSPI) in the context of Korea's rapidly transforming economy from January 1982 to February 2025. Employing a comprehensive empirical framework that integrates cointegration analysis, vector
Myeong Hwan Kim
wiley +1 more source
Macroprudential Policy in a Heterogeneous Environment-An Application of Agent-Based Approach in Systemic Risk Modelling. [PDF]
Kaszowska-Mojsa J, Pipień M.
europepmc +1 more source
Policy Packages and Policy Space: Lessons from COVID-19. [PDF]
Bergant K, Forbes K.
europepmc +1 more source
Can zoning reform reduce housing costs? Evidence from rents in Auckland
Abstract Zoning reform is increasingly advocated to redress unaffordable housing, but few real‐world examples demonstrate its efficacy. However, Auckland recently upzoned approximately three‐quarters of its residential land, precipitating a housing construction boom.
Ryan Greenaway‐McGrevy, Yun So
wiley +1 more source
Investigating the relationship between monetary policy, macro-prudential policy and credit risk in Indonesia banking industry. [PDF]
Anwar CJ +5 more
europepmc +1 more source
Macroprudential Policy in the Euro Area
Abstract This paper examines the development and impact of macroprudential policies in the euro area. We construct a novel index that captures the stance of macroprudential policy, and we highlight its main stylized facts since the inception of the euro in 1999. We combine a narrative approach and a structural VAR method to show that both unanticipated
ÁLVARO FERNÁNDEZ‐GALLARDO +1 more
wiley +1 more source
Islamic Macroprudential Policy to Support Staple Agricultural Sector Financing
The study aims to recommend Islamic macroprudential policy instruments to support Indonesia’s staple agricultural sector financing. Delphi-ANP analysis method is used to determine the optimal Islamic macroprudential instruments, which result is supported
Ferry Syarifuddin
doaj +1 more source
Twin Defaults and Bank Capital Requirements
ABSTRACT We examine optimal capital requirements in a quantitative general equilibrium model with banks exposed to nondiversifiable borrower default risk. Contrary to standard models of bank default risk, our framework captures the limited upside, but significant downside risk of loan portfolio returns.
CATERINA MENDICINO +4 more
wiley +1 more source
Monetary policy or macroprudential policies
This survey systematizes the rapidly growing literature on the influence of monetary policy and macroprudential policy on the macroeconomy. It examines the impact of monetary policy on the financial cycle and asks how macroprudential instruments influence the efficiency of monetary policy. The questions of whether monetary policy should take account of
openaire +1 more source

