Results 71 to 80 of about 1,592 (224)
Financial Markets, Institutions &Instruments, EarlyView.ABSTRACT This paper studies the determinants of banks' and fintech companies' systemic risk. We adopt both a systemic and firm‐level perspective and consider not only factors traditionally used to explain systemic riskiness, which have never been applied to the fintech sector, but also the new potential source of instability, for both banks and fintech
Domenico Curcio +3 more
wiley +1 more source
SAGE OpenDifferent combinations of monetary and macroprudential policy instruments have different effects on the liquidity risk of commercial banks. We examine how monetary and macroprudential policy tools separately and jointly affect the liquidity risk of ...
Peipei Hu, Yingjun Huang, Gencheng Zhang
doaj +1 more source
A Horse Race of Machine‐Learning Methods to Predict Banking Crises
International Finance, EarlyView.ABSTRACT To examine if one machine‐learning model can consistently elucidate financial vulnerabilities, both over time and across levels of development, this paper applies 13 machine‐learning algorithms to evaluate comparative forecasting performance across several banking crises.
Emile du Plessis
wiley +1 more source
A Macroprudential Framework for Monitoring and Examining Financial Soundness [PDF]
This paper describes concepts and tools behind macroprudential monitoring, and the growing importance of macroprudential tools for assessing the stability of financial systems.
Song, Lei Lei +2 more
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JCMS: Journal of Common Market Studies, EarlyView.Abstract Following the global financial crisis, European financial authorities introduced a host of new initiatives intended to advance market integration, improve the quality of bank oversight and enhance both economic stability and prospects for growth.
Dóra Piroska, Rachel A. Epstein
wiley +1 more source
Monetary and macroprudential policies [PDF]
We use a dynamic general equilibrium model featuring a banking sector to assess the interaction between macroprudential policy and monetary policy. We find that in "normal" times (when the economic cycle is driven by supply shocks) macroprudential policy
Fabio Panetta +2 more
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Will macroprudential policy counteract monetary policy’s effects on financial stability? Bruegel Working Paper Issue 01 / 2018 [PDF]
, 2018 HHow does monetary policy impact upon macroprudential regulation? This paper models monetary policy’s transmission to bank risk taking, and its interaction with a regulator’s optimization problem.
Agur, Itai, Demertzis, Maria
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Climate‐Neutrality Transition and Banks' Loan Pricing
Journal of Financial Research, EarlyView.Abstract In this paper, we propose a novel methodology to quantify firms' climate‐change transition risk (CCTR) and its implications for credit markets. We utilize the regulatory framework of the European Green Deal's 2050 carbon neutrality roadmap, focusing on large Eurozone firms and their banking relationships.
Evangelos Salachas +2 more
wiley +1 more source
In Search of an Effective Solution to Inflation Management
Современная конкуренцияInflation is a serious problem for the Russian economy. As a result of the study, the author comes to the conclusion that in the current circumstances, achieving low rates of price growth by setting and maintaining an extremely high key rate does not ...
Vladimir D. Smirnov
doaj +1 more source
PROMULGATION OF THE MACROPRUDENTIAL REGULATION AND THE GUIDELINES FOR THE NBU MACROPRUDENTIAL POLICY
JOURNAL OF EUROPEAN ECONOMY, 2018 Post-crisis spread of macroprudential regulation requires some generalizations and identification of the ways of adapting it to Ukraine. Current consensus about taxonomy and functionality of macroprudential toolkit is corresponded with empirical findings of potential efficiency of such instruments to restrain credit and assets price inflation.
openaire +2 more sources