Modeling the procyclical impact of monetary policy on bank leverage : a stochastic macroprudential approach
| Year of publication: |
2025
|
|---|---|
| Authors: | Rendón, Juan F. ; Cortés, Lina M. ; Perote, Javier |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2165108-5. - Vol. 79.2025, Art.-No. 101421, p. 1-13
|
| Subject: | Financial crisis | Macroprudential regulation | SNP approach | Stress testing | Finanzkrise | Geldpolitik | Monetary policy | Finanzmarktaufsicht | Financial supervision | Bankenaufsicht | Banking supervision | Basler Akkord | Basel Accord | Konjunktur | Business cycle | Bankenkrise | Banking crisis |
-
Prudential bank regulation : A post-Keynesian perspective
Docherty, Peter, (2020)
-
Macroprudential policy and the probability of a banking crisis
Nakatani, Ryota, (2020)
-
Liquidity regulation and financial stability
Li, Yang, (2020)
- More ...
-
Rendón, Juan F., (2023)
-
Basel III countercyclical bank capital buffer estimation and its relation to monetary policy
Rendón, Juan F., (2024)
-
Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach
Cortés, Lina M., (2020)
- More ...