Economic policy uncertainty and bank stability: Threshold effect of institutional quality and competition
This study examines the effect of economic policy uncertainty (EPU) on bank stability using
bank-level panel data from 2005 to 2019. The findings show that EPU decreases bank …
bank-level panel data from 2005 to 2019. The findings show that EPU decreases bank …
Non-linear nexus between economic policy uncertainty and bank lending
Our study examines the non-linear effect of economic policy uncertainty (EPU) on bank
lending, using bank-level panel data of 19 countries for the period 2006–2018. We find that …
lending, using bank-level panel data of 19 countries for the period 2006–2018. We find that …
Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market
We develop an agent-based model of the UK housing market to study the impact of
macroprudential policy experiments on key housing market indicators. The heterogeneous …
macroprudential policy experiments on key housing market indicators. The heterogeneous …
[HTML][HTML] Borrower-and lender-based macroprudential policies: What works best against bank systemic risk?
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 …
to contain bank systemic risk. We use a newly updated version of the IMF survey on Global …
[HTML][HTML] Bank lending and small and medium-sized enterprises' access to finance–Effects of macroprudential policies
A Ćehajić, M Košak - Journal of international money and finance, 2022 - Elsevier
This paper examines the impact of macroprudential policies on small and medium-sized
firms' access to bank finance. To this end, we use data from a firm-level survey covering …
firms' access to bank finance. To this end, we use data from a firm-level survey covering …
Do macroprudential policies affect bank efficiency? Evidence from emerging economies
This paper assesses the impact of macroprudential policies on the efficiency of banks. Using
the data of more than 1,000 commercial banks in 36 emerging economies during the period …
the data of more than 1,000 commercial banks in 36 emerging economies during the period …
Diversification and bank stability: Role of political instability and climate risk
Amid the changing regulatory environment, economic volatility, and environmental
complexities, the banking industry has experienced significant transformation. In this …
complexities, the banking industry has experienced significant transformation. In this …
[HTML][HTML] Optimization of asset and liability management of banks with minimum possible changes
Asset-Liability Management (ALM) of banks is defined as simultaneous planning of all bank
assets and liabilities under different conditions and its purpose is to maximize profits and …
assets and liabilities under different conditions and its purpose is to maximize profits and …
Macroprudential regulations and bank profit efficiency: International evidence
This study examines the impact of macroprudential regulations on bank profit efficiency. The
latter is being estimated with a production frontier function using a cross-country dataset of …
latter is being estimated with a production frontier function using a cross-country dataset of …
Does macroprudential policy leak? Evidence from shadow bank lending in EU countries
Abstract Post the Global Financial Crisis, there has been a surge in the global use of
macroprudential policy tools. Concerns have arisen due to the predominant targeting of …
macroprudential policy tools. Concerns have arisen due to the predominant targeting of …