Search Results - subject:"macro prudential policy"

Benefits of macro-prudential policy in low interest rate environments

Van der Ghote, Alejandro - 2020

I study macro-prudential policy intervention in economies with secularly low interest rates. Intervention boosts risk …

Persistent link: https://www.econbiz.de/10012384490

A fistful of dollars : transmission of global funding shocks to EMs

Kumar, Shekhar Hari; Mathur, Aakriti - 2020

of macro-prudential policy like reserve requirements can help alleviate liquidity shocks to the EM banking system …

Persistent link: https://www.econbiz.de/10012171269

A macro-financial perspective to analyse maturity mismatch and default

Wang, Xuan - 2020

The Basel Committee proposed the Net Stable Funding Ratio (NSFR) to curb excessive maturity mismatch of the banking sector. However, it remains to be ascertained as to what are the financial and real effects of the NSFR on banks' credit quality, investment, and the pass-through of monetary...

Persistent link: https://www.econbiz.de/10012427585

Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market

Popoyan, Lilit; Napoletano, Mauro; Roventini, Andrea - 2019

We develop a macroeconomic agent-based model to study how financial instability can emerge from the co-evolution of interbank and credit markets and the policy responses to mitigate its impact on the real economy. The model is populated by heterogenous firms, consumers, and banks that locally...

Persistent link: https://www.econbiz.de/10012060664

Macro-Prudential policy instruments, pro-cyclicality of capital and bank lending in Nigeria: From post-global financial crisis

Iwegbu, Onyebuchi; Odior, Ernest S.O. - In: Jos Journal of Economics 8 (2019) 3, pp. 205 – 227

This study empirically examined the tendency of macro-prudential policy in reducing the pro-cyclicality between Nigeria … this is reversed in the long run. The policy implication of this study is that the regulatory authority’s macro-prudential … policy is effective in reducing the procyclicality between banks loans and capital adequacy of banks. Also, short term crisis …

Persistent link: https://www.econbiz.de/10012290383

Housing consumption and investment : evidence from shared equity mortgages

Benetton, Matteo; Bracke, Philippe; Cocco, João F.; … - 2019

Persistent link: https://www.econbiz.de/10011996530

Can regulation on loan-loss-provisions for credit risk affect the mortgage market? : evidence from administrative data in Chile

Calani, Mauricio - 2019 - This version: September 2018

Persistent link: https://www.econbiz.de/10012002051

Winter is possibly not coming : mitigating ﬁnancial instability in an agent-based model with interbank marke

Popoyan, Lilit; Napoletano, Mauro; Roventini, Andrea - 2019

Persistent link: https://www.econbiz.de/10012052900

Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market

Popoyan, Lilit; Napoletano, Mauro; Roventini, Andrea - 2019

Persistent link: https://www.econbiz.de/10011999716

Capital flows : the role of bank and nonbank balance sheets

Hashimoto, Yūko; Krogstrup, Signe - 2019

This paper assesses the role of bank and nonbank financial institutions' balance sheet foreign exposures and risk management practices in driving capital flow responses to global risk. Using a unique and previously unexplored dataset on domestic and cross border balance sheet positions of...

Persistent link: https://www.econbiz.de/10012019857