Results 101 to 110 of about 1,592 (224)
From Crisis to War: Cyclical Systemic Risk and Bank Profitability in Ukraine
ABSTRACT What is the link between cyclical systemic risk and bank solvency, and can we make it work for policymakers? This paper develops a framework for high‐frequency monitoring of banking system health based on the link between the degree of accumulated vulnerabilities and bank solvency. Using local projection methods with a distributional focus, we
Alona Johner, Steven Ongena
wiley +1 more source
The modern banking sector is developing under conditions of global challenges, digital transformation, and intensified integration into the global financial space.
Maksym Zhytar, Yuliia Ananieva
doaj +1 more source
Incentives through the cycle: microfounded macroprudential regulation
Following a decline in the fundamental risk of assets, the ability of banks to expand the balance sheet under a Value-at-Risk constraint in- creases (as in Adrian and Shin (2010)), boosting the bank’s incentives to provide costly monitoring effort that ...
Quagliariello, Mario, di Iasio, Giovanni
core
Macroprudential Regulation of Mortgage Lending
Much regulatory effort has been devoted to improving mortgage lending, the principal source of housing finance. To date, that effort has primarily been microprudential—intended to correct market failures in order to increase economic efficiency.
Schwarcz, Steven L.
core
Deposit and Lending Interest Rate Pass‐Through: Evidence From Selected Euro Area Countries
ABSTRACT This study examines how deposit and lending interest rates adjust to changes in two proxies for funding costs in the banking systems of the Euro area from January 2003 to July 2024. Using a panel framework and dynamic pooled least squares with cross‐section fixed effects, we analyze both long‐ and short‐run pass‐through from two funding‐cost ...
Viet Thanh Truc Tran +3 more
wiley +1 more source
Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. [PDF]
Agénor PR, Pereira da Silva LA.
europepmc +1 more source
REFLECTIONS ON THE CREATION OF A NEW ARCHITECTURE OF THE MONETARY AND MACROPRUDENTIAL POLICY PROCESS* [PDF]
The article explains the conceptual principles of macro-prudential policy, a new political focus. Such a political concept involves four steps: defining policy objectives for macroprudential policies, choosing intermediate targets and indicators ...
Natalia STEFIRTA
doaj
Dynamics Trends of Russians’ Mortgage Debt in Tightening Macroprudential Policy
The Bank of Russia’s macroprudential measures, implemented since 2021, target the growth and structure of Russian household mortgage debt. Tightening these measures over the past three years actualise of the effectiveness and validity of this policy of ...
S. G. Bychkova +2 more
doaj +1 more source
A dynamic model is proposed based on the pinning control theory of complex network in order to simulate government bailouts against financial crisis and then is applied to a stress test of China’s interbank borrowing and lending network from 2007 to 2014.
Xiang Gao, Ming Zhou, Hongbing Ouyang
doaj +1 more source
Impact of housing policies on the real estate market - Systematic literature review. [PDF]
Zhao C, Liu F.
europepmc +1 more source

