| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP12138 |
| DP12138 Macroprudential policy and bank risk | |
| Leonardo Gambacorta; Yener Altunbas | |
| 发表日期 | 2017-07-11 |
| 出版年 | 2017 |
| 语种 | 英语 |
| 摘要 | 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. |
| 主题 | Financial Economics |
| 关键词 | Macroprudential policies Effectiveness Bank risk |
| URL | https://cepr.org/publications/dp12138 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/540949 |
| 推荐引用方式 GB/T 7714 | Leonardo Gambacorta,Yener Altunbas. DP12138 Macroprudential policy and bank risk. 2017. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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