Does prudential capital reduce bank risk-taking? Empirical evidence from the Indonesian banks industry

A Salim, S Suripto - Jurnal Ekonomi & Studi Pembangunan, 2023 - journal.umy.ac.id
The implementation of macroprudential supervision, significantly tighter capital regulation in
developing economies, has recently been debated, which focuses on reducing bank risk …

Questions of science: chatting with ChatGPT about complex systems

N Crokidakis, MA de Menezes, DO Cajueiro - arXiv preprint arXiv …, 2023 - arxiv.org
We present an overview of the complex systems field using ChatGPT as a representation of
the community's understanding. ChatGPT has learned language patterns and styles from a …

Interactions between monetary and macroprudential policies

GLR Lima, RA Ely, DO Cajueiro - Quantitative Finance, 2024 - Taylor & Francis
This work aims to investigate the behavior of financial agents in a complex setting where
they interact and learn about the environment. Using the bottom-up approach of agent …

Impact of higher federal funds rates on bank risk during higher inflation in the US

JA Koch, MS Islam - Finance Research Letters, 2024 - Elsevier
Since March 2022, US banks are facing rising federal funds rates. After eliminating banks'
reserve requirement in March 2020, higher funds rates became US Federal Reserve …

Household loan portfolios and financial characteristics of Korean banks

JY Seo - Asian‐Pacific Economic Literature, 2023 - Wiley Online Library
This study contributes to understanding the supply mechanism of household loan portfolios
in Korea, where the ratio of household debt to GDP is high. This study conducted an …

Inflation Targeting Regimes in Emerging Market Economies: To Invest or Not to Invest?

D Silveira, RBLM Oscar - Computational Economics, 2023 - Springer
We propose a stochastic learning rule through an Agent-based model to understand how
emerging market economies (EMEs) can achieve high levels of investment, given the …

Interações entre políticas monetária e macroprudencial: evidência de um modelo baseado em agentes

GLR Lima - 2024 - realp.unb.br
Este trabalho visa investigar o comportamento dos agentes financeiros em um cenário
complexo onde interagem e aprendem sobre o ambiente. Utilizando a abordagem bottomup …

[引用][C] Efeito dos instrumentos macroprudenciais na composição da receita dos bancos1

JLS Venzke, RA Ely, AM Teixeira, LS Beppler