Search Results - subject:"macroprudential policy"

Implications of higher inflation and interest rates for macroprudential policy stance

Hempell, Hannah S.; Silva, Fatima; Scalone, Valerio; … - 2024

rates for macroprudential policy stance. The conceptual discussions and model-based analyses included in this paper reflect … argues that the recent focus of macroprudential policy on resilience, when banking sector conditions ensure no unwarranted …. Specifically, with the build-up of resilience, macroprudential policy acts de facto countercyclically, supporting monetary policy …

Persistent link: https://www.econbiz.de/10015084468

Joining up prudential and resolution regulation for systemically important banks

Ebner, André; Westhoff, Christiane - 2024

We set out a stylised framework for the policies enacted to address the risks posed by systemically important institutions (SIIs) and to counter the too-big-to-fail (TBTF) problem, examining conceptually how far supervisory and resolution policies are complementary or substitutable. The...

Persistent link: https://www.econbiz.de/10015071011

Robust design of countercyclical capital buffer rules

Hecker, Dominik; Jang, Hun; Rubio, Margarita; Verona, Fabio - 2024

Persistent link: https://www.econbiz.de/10015101745

From brown to green: climate transition and macroprudential policy coordination

Lubello, Federico - 2024

Persistent link: https://www.econbiz.de/10015125449

Buying insurance at low economic cost - the effects of bank capital buffer increases since the pandemic

Behn, Markus; Forletta, Marco; Reghezza, Alessio - 2024

Using granular data from the European corporate credit register, we examine how increases in macroprudential capital buffer requirements since the pandemic have affected bank lending behaviour in the euro area. Our findings reveal that, for the average bank, the buffer requirement increases did...

Persistent link: https://www.econbiz.de/10015149558

The role of macroprudential policies under carbon pricing

Punzi, Maria Teresa - 2024

Persistent link: https://www.econbiz.de/10015063288

A stress test approach to the calibration of borrower-based measures : a case study of the Czech Republic

Gregor, Jiří - 2024

Persistent link: https://www.econbiz.de/10014521239

The role of macroprudential policy in the stabilisation of macro-financial fluctuations : Conference on Financial Stability/Banco de Portugal, Lisbon (Portugal) 2 October 2023

Hernández de Cos, Pablo - 2024

Persistent link: https://www.econbiz.de/10014527041

The sectoral systemic risk buffer : general issues and application to residential real estate-related risks

Behn, Markus; Abreu, Daniel; Ciampi, Francesco; … - 2024

The 2019 revision to the Capital Requirements Directive allowed the systemic risk buffer to be applied on a sectoral basis in the European Union. Since then an increasing number of countries have implemented the new tool, primarily to address vulnerabilities in the residential real estate...

Persistent link: https://www.econbiz.de/10014563847

Should macroprudential policy target corporate lending? : evidence from credit standards and defaults

Férnandez Lafuerza, Luis; Galán, Jorge E. - 2024

Persistent link: https://www.econbiz.de/10014583322