Macroprudential policy and bank risk
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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Dogfennau
- 2018 Micro prudential
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This paper investigates the effects of macroprudential policies on bank risk through a large panel of banks operating in 61 advanced and emerging market economies. There are three main findings. First, there is evidence suggesting that macroprudential tools have a significant impact on bank risk. Second, the responses to changes in macroprudential tools differ among banks, depending on their specific balance sheet characteristics. In particular, banks that are small, weakly capitalised and with a higher share of wholesale funding react more strongly to changes in macroprudential tools. Third, controlling for bank-specific characteristics, macroprudential policies are more effective in a tightening than in an easing episode.
Allweddeiriau
| Iaith wreiddiol | Saesneg |
|---|---|
| Tudalennau (o-i) | 203-220 |
| Cyfnodolyn | Journal of International Money and Finance |
| Cyfrol | 81 |
| Rhif y cyfnodolyn | March |
| Dyddiad ar-lein cynnar | 21 Tach 2017 |
| Dynodwyr Gwrthrych Digidol (DOIs) | |
| Statws | Cyhoeddwyd - 1 Maw 2018 |
Cyhoeddiadau (1)
- Cyhoeddwyd
Macroprudential Policy and Bank Risk
Allbwn ymchwil: Papur gweithio › Papur Gwaith
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