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) …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …