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Taxing speculative trades as a prudential policy

Park, Junghum - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015562419

Pushing the limit : how borrowers tackle an LTV cap

Coulier, Lara; De Schryder, Selien; Van Den Heuvel, Milan; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015608779

Bank macroprudential policies and borrower ESG performance

Cui, Jie; Haq, Mamiza; Ongena, Steven; Tan, Eric K. M. - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016081682

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Bank macroprudential policies and borrower ESG performance

Cui, Jie; Haq, Mamiza; Ongena, Steven; Tan, Eric K. M. - 2026

Book / Working Paper

Tax incentives, portfolio choice, and macroprudential risks

Brenzel-Weiss, Janosch; Koeniger, Winfried; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015609766

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Tax incentives, portfolio choice, and macroprudential risks

Brenzel-Weiss, Janosch; Koeniger, Winfried; … - 2026

Book / Working Paper

Tax incentives, portfolio choice, and macroprudential risks

Brenzel-Weiss, Janosch; Koeniger, Winfried; … - 2026

Book / Working Paper

Survivorship bias in systemic risk estimation

Skouralis, Alexandros - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611084

Can macroprudential policy for retail banks reduce bank runs? : evidence from WAEMU's banking sector

Aboulaye, Toure Talnan; Moussa, Ouattara Zieh; Kacou, … - 2026

Motivated by the coexistence of retail and wholesale banks with distinct risk profiles under uniform capital regulation, and by the lack of quantitative evidence on whether differentiated capital requirements can reduce bank runs and interbank frictions in low-income monetary unions, this paper...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611530

Belize : Technical Assistance Report-Implementation of Prudential Oversight for Securities Firms

2026

Following a request to the Caribbean Regional Technical Assistance Centre (CARTAC), a mission was held from July 7 to 10, 2025, in Belmopan and Belize City to assist the Belize Financial Services Commission (FSC) with prudential regulation and supervision of securities firms. The mission...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015612583

When monetary and macroprudential policies tighten together : evidence from the Czech mortgage market

Hodula, Martin; Malovaná, Simona; Pfeifer, Lukáš - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015593672

Systemic operational risk in Morocco's banking sector : an empirical analysis using panel VAR

El Khadi, Kawtar; Firano, Zakaria - 2026

This study examines the systemic operational risk in Morocco's banking sector using a Panel VAR model based on data from three banks over ten years. The model includes real GDP, interbank rate (TMP), and bank credit, alongside indicators of operational, credit, and liquidity risks. The Impulse...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015591384

Macroprudential policy and housing market expectations

Kuang, Pei; Mitra, Kaushik; Tang, Li; Xie, Shihan - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015583629

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Macroprudential Policy and Housing Market Expectations

Kuang, Pei; Mitra, Kaushik; Tang, Li; Xie, Shihan - 2023

Book / Working Paper

A structural model of capital buffer usability

Lang, Jan Hannes; Menno, Dominik - 2026

Under which conditions do usability constraints for regulatory capital buffers emerge? To answer this question, we build a non-linear structural banking sector model with a minimum capital requirement that banks are not allowed to breach, and a capital buffer requirement (CBR) that banks can...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015605600

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A structural model of capital buffer usability

Lang, Jan Hannes; Menno, Dominik - 2026

Book / Working Paper

How do macroprudential measures affect mortgage lending standards? : evidence from the ECB's Bank Lending Survey

Behn, Markus; Lo Duca, Marco; Perales, Cristian - 2026

Using information from the ECB's Bank Lending Survey, we examine how the implementation of borrower-based macroprudential measures (BBMs) between 2009-Q1 and 2023-Q3 affected mortgage lending standards in a sample of 15 euro area countries. We find that banks generally tightened credit standards...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015606391

Covid-19 pandemic crisis and macroprudential policy measures in Brazil

Bandeira, Fernanda Martins; Ornelas, José Renato Haas - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015625394

Central bank communication on financial stability : a shadowed sibling? : the tale of Central Europe

Martin, Reiner; Mohácsi, Piroska Nagy; Evdokimova, Tatiana - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015627248

Long-run transition vs. short-run adjustment : modeling Slovakia's macroprudential policy path

Kupkovič, Patrik - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015627250

Macroprudential policy effects on the access to finance, default and inequality : evidence from Romania

Alupoaiei, Alexie; Ichim, Simona; Neagu, Florian; Popa, Radu - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015637498

The effectiveness of macroprudential policy tools in reducing the likelihood of housing price booms : the role of a low interest rate environment

Vodrážka, Žaneta - 2026

The article estimates the effectiveness of tightening borrower-, capital-, and liquidity-based tools in decreasing the cyclical component of housing price growth and the probability of housing price booms with and without a low interest rate environment. The estimate is based on quarterly data...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015639746

Fiscal Policy and Transition Risk

Carattini, Stefano; Heutel, Garth; Melkadze, Givi; … - 2026

We study how climate policy can interact with distortionary fiscal policy and potentially lead to transition risk. Using an environmental dynamic stochastic general equilibrium model that features financial frictions and preexisting labor and capital taxes, we simulate a carbon tax and an...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015653968

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Fiscal policy and transition risk

Carattini, Stefano; Heutel, Garth; Melkadze, Givi; … - 2026

Book / Working Paper

Fiscal policy and transition risk

Carattini, Stefano; Heutel, Garth; Melkadze, Givi; … - 2026

Book / Working Paper

Supply side determinants of loan dollarization : micro-data evidence from Armenia

Grigoryan, Arthur; Geršl, Adam - 2026

This paper examines supply-side determinants of foreign currency loan issuance in the Armenian banking sector using a loan-level credit registry dataset spanning 2003-2024 - one of the longest single-country microdata samples in this literature. We estimate a binary logit model with bank and...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015641894

Macro-financial blind spots in emerging markets : non-bank intermediation, funding liquidity, and the persistence of global shock transmission

Pessoa, Gustavo Henrique Rodrigues; Rochman, Ricardo R. - 2026

Despite significant advances in bank regulation and the widespread adoption of macroprudential frameworks, emerging market economies remain persistently vulnerable to global financial shocks. Episodes such as the Global Financial Crisis, the COVID-19 market turmoil, and recent monetary...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015643130

Connected for better or worse? : the role of production networks in financial crises

Miranda-Pinto, Jorge; Rojas, Eugenio; Saffie, Felipe; … - 2026 - This version: December 2025

We study how production networks shape the severity of Sudden Stops. We build a small open economy model with collateral constraints and input-output linkages, derive a sufficient statistic that maps network structure onto the amplification of tradable shocks, and show that a planner optimally...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015643258

Reserve requirement ratio and capital flows : a regime-switching DSGE estimation for China

Hu, Ruopu - 2026 - This version: March 31, 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015647392

Risky firms and fragile banks : implications for macroprudential policy

Gasparini, Tommaso; Lewis, Vivien; Moyen, Stéphane; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015574503

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Risky firms and fragile banks : implications for macroprudential policy

Gasparini, Tommaso; Lewis, Vivien; Moyen, Stéphane; … - 2026

Book / Working Paper

Risky firms and fragile banks : implications for macroprudential policy

Gasparini, Tommaso; Lewis, Vivien; Moyen, Stéphane; … - 2024

Book / Working Paper

Risky firms and fragile banks : implications for macroprudential policy

Gasparini, Tommaso; Lewis, Vivien; Moyen, Stéphane; … - 2024

Book / Working Paper

Interest rate risk and cross-sectional effects of micro-prudential regulation

Begenau, Juliane; Elenev, Vadim; Landvoigt, Tim - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015666285

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Interest Rate Risk and Cross-Sectional Effects of Micro-Prudential Regulation

Begenau, Juliane; Elenev, Vadim; Landvoigt, Tim - 2026

Book / Working Paper

The impact of the global financial cycle on systemic risk and the role of macroprudential policies

Zhu, Mingzhu; Ma, Xuyang - 2026

In an increasingly complex international economic environment, preventing systemic risk requires attention to both domestic conditions and the spillover effects from global financial shocks. This study examines 42 economies to explore the global financial cycle's impact on systemic risk and its...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015666459

Central bank communication on financial stability : a shadowed sibling?

Martin, Reiner; Nagy Mohácsi, Piroska; Evdokimova, Tatiana - 2026

Central bank communication on financial stability has been less studied than on monetary policy. Our paper aims to contribute to the growing literature in this area. Our focus is the region of Central Europe, where financial sectors are intertwined through close cross-border ownership, and about...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015677950

Bank valuation and macroprudential capital buffers

Cuijpers, Eric - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015668638

Calibrating the positive neutral and overall CCyB : a macroprudential stress testing approach

Mikaliūnaitė-Jouvanceau, Ieva - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015669004

Monetary and macroprudential policies in a model with housing

Matambele, Arehone Praise; Msomi, Simiso - 2026

The coordination of monetary and macroprudential policies in stabilizing housing market shocks continues to be a critical unresolved debate. This leaves Africa's high-debt emerging markets vulnerable to systemic risks and housing wealth volatility. There is a growing body of literature exploring...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015670239

Macroprudential FX regulations and small firms: unintended consequences for credit growth

Amado, María Alejandra - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015669740

CyRISK : a capital shortfall measure of cyber risk in the financial system

Eling, Martin; Häusle, Niklas; Irresberger, Felix; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015665616

The transmission of macroprudential policy in the tails : evidence from a narrative approach

Fernández-Gallardo, Alvaro; Lloyd, Simon; Manuel, Ed - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015667629

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The transmission of macroprudential policy in the tails : evidence from a narrative approach

Fernández-Gallardo, Álvaro; Lloyd, Simon; Manuel, Ed - 2025

Book / Working Paper

The transmission of macroprudential policy in the tails : evidence from a narrative approach

Fernández-Gallardo, Álvaro; Lloyd, Simon; Manuel, Ed - 2023

Book / Working Paper

The transmission of macroprudential policy in the tails : evidence from a narrative approach

Fernández-Gallardo, Álvaro; Lloyd, Simon; Manuel, Ed - 2023

Book / Working Paper

Macroprudential policies and inequalities in Europe : the role of household portfolio composition

Gagnon, Marie-Hélène; Gimet, Céline; Herman, Uroš - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015671035

Data-driven supervision in a decentralised supervisory environment

Gentilini, Andrea - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015675117

Preference shocks and policy responses to transition risk

Carattini, Stefano; Melkadze, Givi; Mourelon, Inès - 2026

Central banks and financial surveillance authorities need to cope with the potential realization of financial stability risks, adopting preventive measures or using liquidity once crises materialize. Transition risk - the stability risk associated with decarbonization - is a case in point. Such...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015675256

Sentiment analysis and financial stability in Uganda

Mukasa, Phillipa; Nyanzi, Joseph Ssentamu - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015675645

Liberalisation and financial crises in the postwar OECD

Barrell, Ray; Bernard, Shama; Karim, Dilruba; Liadze, Iana - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015676185

No labels, no problem : identifying investment fund cohorts through clustering

Almekinders, Sophie; Bouveret, Antoine; Ferrari, Massimo; … - 2026

This paper applies a tailored clustering approach to identify cohorts of investment funds for financial stability assessment. To define clusters, we use regulatory data on asset class exposures reported under the Alternative Investment Fund Managers Directive (AIFMD). We applied our approach to...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015676636

The resilience of banks' exposure to the commercial real estate market in Slovenia

Ćirjaković, Jelena - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015608986

Foreign monetary policy spillovers and macroprudential policy response : evidence from Uganda's banking sector

Musumba, Brian; Sseguya Muwonge, Trevor - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015675637

A composite indicator of systemic risk related to the Italian financial cycle

Moller, Luca - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016061396

European (eu) capital markets law at (close to) 50 : historical evolution and missing elements

Gortsos, Christos V. - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016070748

The devil in the DeTail : assessing state-contingent tail effects of a releasable macroprudential capital buffer using a parsimonious agent-based framework

Minnella, Enrico; Pereira, Ana; Tereanu, Eugen - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016063598

Mortgage risk and inequality during the Covid-19 crisis

Kornilov, Aleksandr; Levenko, Natalia - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016083000

Who is less likely to get a mortgage when borrowing limits tighten?

Gric, Zuzana; Malovaná, Simona; Ehrenbergerová, Dominika - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015676404

Understanding and mitigating the risks of off-shore virtual asset service providers : FATF report

2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016064031

Report on simplification of EU financial law

Gortsos, Christos V.; Annunziata, Filippo; Ramos … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016070703

Operationalising FinTech-related systemic risks : an evidence-mapped Macroprudential Integration Framework (FMIF)

Kálmán, János; Lapsánszky, András - 2026

Digital finance is reshaping financial intermediation through platform-based credit, stablecoin-based payment and settlement arrangements, and a rapidly deepening reliance on critical third-party technology providers. Existing international frameworks identify many of these vulnerabilities, but...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016064033

Should directors control reporting frequency?

Fried, Jesse M. - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016081805

The ESMA and its Potential Transformation into a "genuine" EU capital markets supervisor under the Savings and Investments Union (SIU) project: Towards a Capital Markets Single Supervisory Mechanism (CM-SSM)

Gortsos, Christos V. - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016081783