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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/10014565174
In recent years, monetary policy and inflation considerations have been playing an increasingly important role for macroprudential authorities in their policy setting. This paper aims to assess the implications of high inflation and rising interest rates for macroprudential policy stance. The...
Persistent link: https://www.econbiz.de/10015123040
, and the interaction with banks’ risk management, supervisory tools and statistical requirements. It also examines how the … application of fair value accounting to banks’ trading book has impacted their share price volatility. It is concluded that the …
Persistent link: https://www.econbiz.de/10011606165
Following the adoption by the Basel Committee of new capital rules for banks, a process is now taking place in the EU …
Persistent link: https://www.econbiz.de/10011606194
Macroprudential policies since the global financial crisis have been central to safeguarding financial stability. Despite the increasing use of multiple policy instruments, a detailed understanding of interactions among them is still needed to assess how instrument combinations can enhance the...
Persistent link: https://www.econbiz.de/10014374505
operationalising macroprudential leverage limits for alternative investment funds (AIFs). It builds on, and extends, the analysis of an … framework for assessing financial stability risks from leverage in investment funds. This is applied to leveraged AIFs managed … efficiency of various designs for macroprudential leverage limits. To this end, it builds on the findings for the Dutch AIF …
Persistent link: https://www.econbiz.de/10011804705
concerns and most of them follow indirect regulation via banks. If any direct regulation were to be considered, it would …
Persistent link: https://www.econbiz.de/10011606186
market discipline, whereby market participants monitor the risks and financial positions of banks and take action to guide …
Persistent link: https://www.econbiz.de/10015199470
Since the March 2023 banking turmoil, a policy debate has emerged concerning the unprecedented scale and speed of the observed deposit outflows. Have recent stress episodes and developments in technology structurally changed depositors' behaviour? Are the Basel III liquidity coverage ratio (LCR)...
Persistent link: https://www.econbiz.de/10015199501
share of non-performing loans (NPLs) on the balance sheets of euro area banks. The first is the coverage expectations for … expectations for NPLs are found to be effective in reducing banks' NPLs. The phase-in of the policies can temporarily reduce bank … uncertainty and enable banks to access cheaper funding in the markets, ultimately benefiting lending and output growth …
Persistent link: https://www.econbiz.de/10013480187