Search Results - subject:"PRUDENTIAL REGULATION"

Loan supply shocks, prudential regulation, and the business cycle

Rudel, Paul - 2024

How do the business cycle effects of loan supply shocks depend on the state of prudential regulation in the euro area … historical development of prudential regulation in the euro area, which is primarily characterized by prudential tightening. …-dependency, we identify loan supply shocks and analyse their business cycle effects in regimes with tight and loose prudential …

Persistent link: https://www.econbiz.de/10014636947

Corporate responses to systemic risk : talk and action

Liu, Yulin; Wang, Junbo; Wen, Fenghua; Wu, Chunchi - In: Pacific-Basin finance journal 87 (2024), pp. 1-32

Persistent link: https://www.econbiz.de/10015098429

Potential impact of introducing a neutral positive countercyclical capital buffer in EU countries

Smaga, Paweł - In: Central Bank review / Central Bank of the Republic of Turkey 24 (2024) 4, pp. 1-19

The aim of this study is to assess the potential to introduce a positive neutral rate for the countercyclical capital buffer (nCCyB) at 0.5%, 1%, 1.5% and 2% in 20 EU countries over the period 2014Q4 up to 2023Q3. Prudential data at country-level was used to estimate the level of banks'...

Persistent link: https://www.econbiz.de/10015410475

Climate-induced liquidity crises: interbank exposures and macroprudential implications

D'Orazio, Paola; Reale, Jessica - 2023

Although climate-induced liquidity risks can cause significant disruptions and instabilities in the financial sector, they are frequently overlooked in current debates and policy discussions. This paper proposes a macro-financial agent-based integrated assessment model to investigate the...

Persistent link: https://www.econbiz.de/10014294753

Prudential regulation and bank solvency based on flexible distributions : an example for evaluating the impact of monetary policy

Rendón, Juan F.; Cortés, Lina M.; Perote, Javier - In: The world economy : the leading journal on … 46 (2023) 9, pp. 2780-2807

Persistent link: https://www.econbiz.de/10014362618

Hidalgo-Oñate, Diego; Fuertes-Fuertes, Iluminada; … - In: Climate policy 23 (2023) 6, pp. 704-721

Persistent link: https://www.econbiz.de/10014384984

Climate-induced liquidity crises : interbank exposures and macroprudential implications

D'Orazio, Paola; Reale, Jessica; Anh Duy Pham - 2023

Persistent link: https://www.econbiz.de/10014289473

A component expected shortfall approach to systemic risk : an application in the South African financial industry

Manguzvane, Mathias Mandla; Sibusiso Blessing Ngobese - In: International Journal of Financial Studies : open … 11 (2023) 4, pp. 1-14

The accelerated growth and interconnectedness of financial institutions and movement towards products and activities outside the regulatory purview have been met with huge concerns. South Africa is one of the emerging economies that this conundrum has beset. Any potential instability in the...

Persistent link: https://www.econbiz.de/10014485398

Robust-less-fragile : tackling systemic risk and financial contagion in a macro agent-based model

Pallante, Gianluca; Guerini, Mattia; Napoletano, Mauro; … - In: Journal of financial stability 76 (2025), pp. 1-22

Persistent link: https://www.econbiz.de/10015323381

How do banks respond to limits on maturity transformation?

Bologna, Pierluigi; Galardo, Maddalena - 2025

Persistent link: https://www.econbiz.de/10015357346