Results 211 to 220 of about 10,468 (236)

Accounting for climate transition risk in banks' capital requirements.

open access: yesJ Financ Stab
Alessi L   +3 more
europepmc   +1 more source

Macroprudential Regulation of Investment Funds

SSRN Electronic Journal, 2022
The investment fund sector, the largest component of the non-bank financial system, is growing rapidly and the economy is becoming more reliant on investment fund financial intermediation. This paper builds a dynamic stochastic general equilibrium model with banks and investment funds.
Di Iasio, Giovanni   +2 more
openaire   +2 more sources

Aggregate Investment Externalities and Macroprudential Regulation

Journal of Money, Credit and Banking, 2012
Evidence suggests that banks tend to lend a lot during booms and very little during recessions. We propose a simple explanation for this phenomenon. We show that instead of dampening productivity shocks, the banking sector tends to exacerbate them, leading to excessive fluctuations of bank credit, output, and asset prices.
Gersbach, Hans, Rochet, Jean-Charles
openaire   +4 more sources

Optimal macroprudential regulation tools

Finance and Credit, 2020
Subject. This article examines the hypothesis that microprudential and monetary policies are not able to provide measures to prevent excessive lending and guarantee the ability of financial institutions to cope with the growing credit bubble. Objectives. The article examines approaches to identifying viable macroprudential policy options and an optimal
openaire   +1 more source

Systemic Risk and Macroprudential Regulation

2012
During the recent crisis microprudential regulation of the banking system turned out to be unable to maintain financial stability largely because it did not recognize the problem of systemic risk. This chapter discusses in detail the sources of systemic risk, their importance for financial stability and the macroprudential policies that are necessary ...
Franklin Allen, Elena Carletti
openaire   +1 more source

Macroprudential Regulation and Systemic Capital Requirements

2010
In the aftermath of the financial crisis, there is interest in reforming bank regulation such that capital requirements are more closely linked to a bank's contribution to the overall risk of the financial system. In our paper we compare alternative mechanisms for allocating the overall risk of a banking system to its member banks.
Gauthier, Céline   +2 more
openaire   +2 more sources

Systemic Risk, Crises, and Macroprudential Regulation

2015
A framework for macroprudential regulation that defines systemic risk and macroprudential policy, describes macroprudential tools, and surveys the effectiveness of existing macroprudential regulation. The recent financial crisis has shattered all standard approaches to banking regulation.
Freixas, Xavier   +2 more
openaire   +1 more source

Macroprudential Regulations in Andean Countries

SSRN Electronic Journal, 2013
The importance of having in place a financial regulatory framework that includes macro-prudential regulations was fully recognized during the recent global financial crisis. A central lesson from that episode was that relying on regulations that solely assessed the risks that financial institutions were taking on their individual balance sheets (a ...
Arturo José Galindo   +2 more
openaire   +2 more sources

Macroprudential regulation and policy

2011
The Bank for International Settlements (BIS) and the Bank of Korea (BoK) jointly organised a conference on macroprudential regulation and policy in Seoul, Korea, on 16-18 January 2011. The conference aimed to bring academics together with researchers at central banks and other public institutions to present and discuss ongoing theoretical and empirical
openaire   +1 more source

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