Results 111 to 120 of about 4,319,994 (255)

INTERNALISASI SEKTOR PERBANKAN DALAM MODEL DSGE

Buletin Ekonomi Moneter dan Perbankan, 2014
We build DSGE model for small open economy with financial friction in the form of collateral constrain on banking sector, designed for Indonesian economy.
Harmanta Harmanta, Nur M. Adhi Purwanto, Fajar Oktiyanto Oktiyanto   +2 more
doaj   +1 more source

Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. [PDF]

Int Econ Econ Policy, 2022
Agénor PR, Pereira da Silva LA.
europepmc   +1 more source

Towards a Macroprudential Surveillance and Remedial Policy Formulation System for Monitoring Financial Crisis [PDF]

Several developing economies witnessed a large number of systemic financial and currency crises since the 1980s which resulted in severe economic, social, and political problems.
Biswa N. Bhattacharyay
core  

The Moderating Effect of Macroprudential Policies on the Relationship Between the Effectiveness of the Board of Directors in Shaping the Bank's Risk-Taking Behavior

Almana: Jurnal Manajemen dan Bisnis
Macroeconomic instability in 2020 caused by COVID-19 can affect the stability of the country's financial system and trigger risks to banking performance.
Putri Fariska, Alia Khaerunisa
doaj   +1 more source

Reserve Capital buffer as an Instrument of Macroprudential Policy

Финансы: теория и практика, 2019
The analysis of Basel III main provisions shows that within the macroprudential policy, increasing the financial stability of the banking sector is achieved by growing the capital of banks and creating new tools to solve short-term liquidity problems ...
G. G. Gospodarchuk
doaj   +1 more source

Beyond Bankruptcy: Resolution as a Macroprudential Regulatory Tool [PDF]

, 2018
To try to protect the stability of the financial system, regulators and policymakers have been extending bankruptcy-resolution techniques beyond their normal boundaries.
Schwarcz, Steven L.
core   +2 more sources

Macroprudential and monetary policy rules: a welfare analysis [PDF]

, 2015
This paper studies the interaction between macroprudential and monetary policies, using a DSGE model with a housing market and collateral constraints. Monetary policy follows a standard Taylor rule for the interest rate.
Campbell, Domeij, Iacoviello, Iacoviello, Kannan, Lawrance, McCallum, Rubio, Rubio, Schmitt-Grohe   +9 more
core   +2 more sources

Real Implications of Bursting Asset Price Bubbles in Economies with Bank Credit [PDF]

We study the consequences of equity mispricing (a bubble) and the correction thereof (the bubble bursting) for real activity in a production economy.
Alexis Derviz
core  

Implementing the macroprudential approach to financial regulation and supervision. [PDF]

There is now a widespread recognition in the policy community of the need to strengthen the macroprudential orientation of financial regulatory and supervisory frameworks. At the same time, the usage of the term “macroprudential” remains ambiguous.
Borio, C.
core  

Macroprudential Policy with Liquidity Panics

The Review of Financial Studies, 2016
Abstract We study the optimality of macroprudential policies in an environment where banks provide liquidity to firms. Informational frictions between banks can cause interbank market freezes, prompting firms to accumulate their own liquid assets.
Garcia-Macia, Daniel, Villacorta, Alonso
openaire   +2 more sources