New evidence on the effectiveness of macroprudential measures

Yener Altunbas, Mahir Binici, Leonardo Gambacorta, Andres Murcia

Research output: Non-textual formWeb publication/site

Abstract

The main objective of macroprudential tools is to reduce systemic risks – in particular, the frequency and depth of financial crises. Most studies look at the impact of macroprudential measures on credit growth, focusing on country-wide data or bank-level information. This column presents new evidence using credit registry data at the bank-firm level to evaluate the impact on bank risk measures. Results show that macroprudential tools help stabilise credit cycles and contain bank risk.
Original languageEnglish
PublisherVOXEU.org
Media of outputOnline
Publication statusPublished - 5 Dec 2017

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