Effects of macroprudential policy: Evidence from over 6000 estimates
This paper builds a novel database on the effects of macroprudential policy drawing from 58
empirical studies, comprising over 6000 results on a wide range of instruments and outcome …
empirical studies, comprising over 6000 results on a wide range of instruments and outcome …
Post-crisis regulatory reform in banking: Address insolvency risk, not illiquidity!
AV Thakor - Journal of Financial Stability, 2018 - Elsevier
An extensive review of the evidence related to the 2007–09 crisis reveals that it was an
insolvency risk crisis, not a liquidity crisis. The appropriate post-crisis regulatory reform …
insolvency risk crisis, not a liquidity crisis. The appropriate post-crisis regulatory reform …
How effective is macroprudential policy? Evidence from lending restriction measures in EU countries
T Poghosyan - Journal of Housing Economics, 2020 - Elsevier
This 2 paper assesses the effectiveness of lending restrictions measures, such as loan-to-
value and debt-service-to-income ratios, in affecting developments in house prices and …
value and debt-service-to-income ratios, in affecting developments in house prices and …
State ownership, macroprudential policies, and bank lending
We examine whether state ownership affects the effectiveness of macroprudential policies in
curbing bank credit growth. Using a panel data set of 386 banks from 50 countries around …
curbing bank credit growth. Using a panel data set of 386 banks from 50 countries around …
Financial spillovers and macroprudential policies
We estimate the impact of the extensity of macroprudential policies on the correlation of the
policy interest rates between the center economies (CEs, ie, the US, Japan, and the Euro …
policy interest rates between the center economies (CEs, ie, the US, Japan, and the Euro …
Loan-to-value ratio restrictions and house prices: Micro evidence from New Zealand
This paper contributes to the international policy debate on the effect of macroprudential
policy on housing-market dynamics. We use detailed New Zealand housing market data to …
policy on housing-market dynamics. We use detailed New Zealand housing market data to …
External shocks, financial volatility and reserve requirements in an open economy
PR Agénor, K Alper, LP da Silva - Journal of International Money and …, 2018 - Elsevier
The performance of a simple, countercyclical reserve requirement rule is studied in a
dynamic stochastic model of a small open economy with financial frictions, imperfect capital …
dynamic stochastic model of a small open economy with financial frictions, imperfect capital …
Reserve requirements and financial stability
C Glocker - Journal of International Financial Markets, Institutions …, 2021 - Elsevier
This study assesses the effects of reserve requirements on the probability of bank failure and
compares them to those of capital requirements. While both requirements affect banks' …
compares them to those of capital requirements. While both requirements affect banks' …
Creation and regulation of bank liquidity
CHS Bouwman - Available at SSRN 3266406, 2018 - papers.ssrn.com
Liquidity creation is a core function of banks and an important economic service to the
economy. This chapter carefully examines the theoretical and empirical literature on bank …
economy. This chapter carefully examines the theoretical and empirical literature on bank …
Are private banks more sensitive to changes in reserve requirements? Evidence from an emerging market
V Swamy, V Narayanamurthy - Journal of Economics, Finance and …, 2024 - emerald.com
Purpose This article explores the effects of monetary policy rates and interest rate structures
on bank profitability. Design/methodology/approach We studied 65 Indian commercial banks …
on bank profitability. Design/methodology/approach We studied 65 Indian commercial banks …