Search Results - subject_exact:"Microprudential policy"

Does bank regulation and supervision impact income inequality? : cross-country evidence

Meteláková, Zuzana; Geršl, Adam - 2025

This paper examines how microprudential policy affects income inequality, and whether and how the effect of macroprudential policy on income inequality depends on the stance of microprudential policy. The dataset covers 70 countries over the period 1996-2013. Applying the system GMM estimation...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015272015

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

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

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

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

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

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/10015609765

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

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

Survivorship bias in systemic risk estimation

Skouralis, Alexandros - 2026

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

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

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

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

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

The determination of bank interest rate margins : is there a role for macroprudential policy?

Davis, E. Philip; Karim, Dilruba; Noel, Dennison - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015486017

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The determination of bank interest rate margins : is there a role for macroprudential policy?

Davis, E. Philip; Karim, Dilruba; Noel, Dennison - 2024

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

Macro-prudential policies to mitigate systemic risk : an international overview

Pacelli, Vincenzo; Povia, Maria Melania - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015101817

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

Default risk, risk premium, and corporate resilience : the role of regulatory and stabilization policies

Firano, Zakaria; Karaouch, Doha - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015324374

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

Capital account liberalization and sudden stops in global capital flows

Hao, Jia; Wang, Weining - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015331944

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

Kupkovič, Patrik - 2026

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

Text spillover : measuring connectedness of financial institutions based on news text data

Klaucke, Konstantin - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015359881

The dynamic effect of public debt on economic growth in the era of macroprudential policy regime : a Bayesian approach

Ngcobo, Thembeka Sibahle; Zungu, Lindokuhle Talent; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015419185

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

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/10015641699

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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

Consequences for culpable auditors

Krishnan, Jagan; Li, Meng; Mehta, Mihir N.; Park, Hyun Jong - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015472408

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

Taxing versus subsidizing debt under financial frictions

Schabert, Andreas - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015450252

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

Conditional dynamics of monetary policy shocks : the mitigating role of macroprudential policy in CESEE

De Luigi, Clara; Eller, Markus; Stelzer, Anna - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015413926

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

The role of the balance of payments for central bank policy : a major and reliable ally for a special client

Ziebarth, Gerhard - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015431719

The paradox of macroprudential policy and sovereign risk

Afonso, António; Teixeira, André - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015432281

What drives mortgage default in Europe? : the role of liquidity, equity and debt enforcement

Lindner, Peter; Riedl, Aleksandra - 2026

Using harmonized household data from 18 European countries, this paper studies what triggers mortgage default. We distinguish between liquidity stress, negative equity, and the double trigger, where both occur simultaneously. We find that all three increase default risk, but the double trigger...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015650650

The role of regulatory sandboxes in FinTech innovation : a comparative case study of the UK, Singapore, and Hungary

Kálmán, János - 2025

Regulatory sandboxes have emerged as policy instruments designed to support FinTech innovation while maintaining supervisory oversight. By allowing firms to test financial products in controlled environments, sandboxes aim to reduce regulatory uncertainty and facilitate market entry. Despite...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015432875

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

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

This paper investigates financial stability risks arising from banks' interest rate exposure and uninsured deposit funding. We develop a model of heterogeneous banks featuring endogenous run risk to jointly analyze portfolio and funding choices. The model replicates key empirical patterns,...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611196

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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

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

Political ideology shapes reporting regulation : SEC commissioners' views on IFRS for US issuers

Becker, Kirstin; Daske, Holger; Pelger, Christoph; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015462066

Bank valuation and macroprudential capital buffers

Cuijpers, Eric - 2026

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

Crypto assets and CBDCs in Latin America and the Caribbean : opportunities and risks

Bespalova, Olga; Appendino, Maximiliano; Bhattacharya, Rina - 2025

After providing a general overview of the nature, pros, and cons of crypto assets and CBDCs, this paper focuses on documenting their recent experience in LAC. The region records a high interest in unbacked crypto assets and stablecoins and its authorities' policy responses have varied...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015441546

Effectiveness of micro- and macroprudential measures in 2014-2022 in Russia : endogenous treatment effects estimation

Lymar, Maria S.; Penikas, Henry I. - 2025

The objective of the current work is to estimate to what extent support measures of the Bank of Russia and the Government of the Russian Federation promoted financial stability of banks and the financial market overall so to sustain lending economy-wide during the crisis periods of 2014, 2020,...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015443307

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

Shadow banking, macroprudential regulation and redistributional effects

Rubio, Margarita - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015445568

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

Amado, María Alejandra - 2026

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

The effect of macroprudential policies on homeownership : evidence from Switzerland

Bolliger, Elio; Bruhin, Adrian; Fuster, Andreas; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015561372