The transmission mechanisms of macroprudential policies on bank risk

RA Ely, BM Tabak, AM Teixeira - Economic Modelling, 2021 - Elsevier
In this article, we study the transmission mechanisms of the effect of a set of 12
macroprudential policies on the risk-taking of banks using a large number of countries and a …

Macroprudential policy and bank systemic risk

E Meuleman, R Vander Vennet - Journal of Financial Stability, 2020 - Elsevier
This paper investigates the effectiveness of macroprudential policy to contain the systemic
risk of European banks between 2000 and 2017. We use a new database (MaPPED) …

Macroprudential policy and bank risk

Y Altunbas, M Binici, L Gambacorta - Journal of International Money and …, 2018 - Elsevier
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 …

[HTML][HTML] How do institutional settings condition the effect of macroprudential policies on bank systemic risk?

N Apergis, AF Aysan, Y Bakkar - Economics Letters, 2021 - Elsevier
This paper investigates the impact of different country-traits of the effects of macroprudential
policies on systemic risks in OECD countries. The analysis documents that institutional …

Effects of macroprudential policy on systemic risk and bank risk taking

AM Andries, F Melnic, S Nistor - Czech Journal of Economics and …, 2017 - papers.ssrn.com
Using an international sample of 95 banks from 21 European and North American countries
spanning from 2008 to 2014, this paper assesses the effectiveness of a large set of general …

[HTML][HTML] Macroprudential regulation and bank risk: The role of shareholders' and creditors' rights

TFA Matos, JCA Teixeira, TM Dutra - Global Finance Journal, 2024 - Elsevier
This paper analyzes whether the effect of macroprudential policies on bank risk is
channeled through investors' protection using panel data from a sample of 624 banks from …

[HTML][HTML] Borrower-and lender-based macroprudential policies: What works best against bank systemic risk?

N Apergis, AF Aysan, Y Bakkar - Journal of International Financial Markets …, 2022 - Elsevier
This paper investigates the complementarity between the different macroprudential policies
to contain bank systemic risk. We use a newly updated version of the IMF survey on Global …

Macroprudential policies, corporate governance and bank risk: Cross-country evidence

C Gaganis, A Lozano-Vivas, P Papadimitri… - Journal of Economic …, 2020 - Elsevier
The present study uses a sample of up to 356 banks from 50 countries over the period 2002–
2017 to examine whether and how macroprudential policies and corporate governance …

[HTML][HTML] From stress testing to systemic stress testing: the importance of macroprudential regulation

I Vodenska, H Aoyama, AP Becker, Y Fujiwara… - Journal of Financial …, 2021 - Elsevier
Stability of the banking system and macroprudential regulation are essential for healthy
economic growth. In this paper we study the European bank network and its vulnerability to …

Macroprudential regulation and systemic capital requirements

C Gauthier, A Lehar, M Souissi - 2010 - econstor.eu
In the aftermath of the financial crisis, there is interest in reforming bank regulation such that
capital requirements are more closely linked to a bank's contribution to the overall risk of the …