Results 51 to 60 of about 4,319,994 (255)
Optimal Monetary and Macroprudential Policies [PDF]
SSRN Electronic Journal, 2021 "Les banques jouent un rôle clé dans l’octroi de liquidité et leur accès aux sources de financement dépend de la liquidité de leurs propres actifs. Pendant les crises financières, les banques sont parfois amenées à réduire leurs actifs moins liquides, notamment en accordant moins de prêts aux entreprises, ce qui peut aggraver le coût économique des ...
openaire +2 more sources
Sudden surges and macroprudential policies [PDF]
Applied Economics Letters, 2020 This paper estimates the unconditional probability of a sudden surge in private credit and investigates the extent to which macroprudential policies impact the duration of the period preceding such...
Mahama Samir Bandaogo +1 more
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Are Collateral-Constraint Models Ready for Macroprudential Policy Design?
Social Science Research Network, 2021 We study the design of macroprudential policies based on quantitative collateral-constraint models. We show that the desirability of macroprudential policies critically depends on the specific form of collateral used in debt contracts: While ...
Pablo Ottonello, D. Perez, Paolo Varraso
semanticscholar +1 more source
Monetary and macroprudential policies in an estimated model with financial intermediation [PDF]
, 2014 We estimate the Smets and Wouters (2007) model augmented with the Gertler and Karadi (2011) financial intermediation sector on US data by using real and financial observables.
Gelain, Paolo, Ilbas, Pelin
core +1 more source
Macroprudential Policy Spillovers [PDF]
IMF Working Papers, 2017 This paper analyzes cross-border macrofinancial spillovers from a variety of macroprudential policy measures, using a range of quantitative methods. Event study and panel regression analyses find that liquidity and sectoral macroprudential policy measures often affect cross-border bank credit, whereas capital measures do not. This empirical evidence is
Heedon Kang +6 more
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MACROPRUDENȚIALITATEA ȘI STABILITATEA FINANCIARĂ [PDF]
Management Intercultural, 2013 The paper aims to address macroprudential policy issues during the global financial crisis, especially in terms of objectives, instruments and challenges that the financial system faces.
Ioana-Iuliana TOMULEASA
doaj
Capital Controls, Domestic Macroprudential Policy and the Bank Lending Channel of Monetary Policy
Social Science Research Network, 2021 We study how capital controls and domestic macroprudential policy tame credit supply booms, respectively targeting foreign and domestic bank debt. For identification, we exploit the simultaneous introduction of capital controls on foreign exchange (FX ...
Andrea Fabiani +4 more
semanticscholar +1 more source
Monetary and Macroprudential Policy in an Estimated DSGE Model of the Euro Area [PDF]
, 2014 In this paper, we study the optimal mix of monetary and macroprudential policies in an estimated two-country model of the euro area. The model includes real, nominal and nancial frictions, and hence both monetary and macroprudential policy can play a ...
Quint, Dominic, Rabanal, Pau
core +2 more sources
Baltic Journal of Economics, 2019 In this paper, we ask about the capacity of macroprudential policies to reduce the procyclical impact of capital ratio on bank lending. We focus on aggregated macroprudential policy measures and on individual instruments and test whether their effect on ...
Małgorzata Olszak +2 more
doaj +1 more source
Bank Credit Development: A Study of Macro-Prudential Effect
Jurnal Ekonomi dan Studi Pembangunan, 2019 Macroprudential policy is a policy that leads to the analysis of the financials systems as whole as of financials individuals including banking. This research want to show the effect of macroprudential policy on the development of banking credit in ...
Sebastiana Viphindrartin +2 more
doaj +1 more source