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Rules, Discretion, and Macro-Prudential Policy*

Rules, Discretion, and Macro-Prudential Policy* »

Source: Rules, Discretion, and Macro-Prudential Policy

Volume/Issue: 2013/65

Series: IMF Working Papers

Author(s): Itai Agur , and Sunil Sharma

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 March 2013

ISBN: 9781475546699

Keywords: Macro-prudential policy, regulation, rules, decision makers, regulations, Government Policy and Regulation, Government Policy and Regulation,

The paper examines the implementation of macro-prudential policy. Given the coordination, flow of information, analysis, and communication required, macro-prudential frameworks will have weaknesses that make it har...

Central Banking and Fintech-A Brave New World?
			: CHRISTINE LAGARDE

Central Banking and Fintech-A Brave New World? : CHRISTINE LAGARDE »

Series: Miscellaneous Publication (Other)

Author(s): International Monetary Fund. Communications Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 October 2017

DOI: http://dx.doi.org/10.5089/9781484323014.073

ISBN: 9781484323014

Keywords: Financial regulation and supervision, Central banks, Financial crises, International monetary system, Macroprudential policies and financial stability, virtual currency, Christine Lagarde, central bank, brave new world, intermediation

Address at the Bank of England Twentieth Anniversary Conference London, U.K. September 29, 2017 International Monetary Fund Managing Director Christine Lagarde delivered this address at the Bank of England conferen...

Effective Macroprudential Policy

Effective Macroprudential Policy »

Source: Effective Macroprudential Policy : Cross-Sector Substitution from Price and Quantity Measures

Volume/Issue: 2016/94

Series: IMF Working Papers

Author(s): Janko Cizel , Jon Frost , Aerdt Houben , and Peter Wierts

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 April 2016

ISBN: 9781484337738

Keywords: Financial cycle, macroprudential regulation, financial supervision, shadow banking.

Macroprudential policy is increasingly being implemented worldwide. Its effectiveness in influencing bank credit and its substitution effects beyond banking have been a key subject of discussion. Our empirical anal...

Institutional Arrangements for Macroprudential Policy in Asia

Institutional Arrangements for Macroprudential Policy in Asia »

Source: Institutional Arrangements for Macroprudential Policy in Asia

Volume/Issue: 2013/165

Series: IMF Working Papers

Author(s): Cheng Lim , Rishi Ramchand , Helen Wagner , and Xiaoyong Wu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 July 2013

ISBN: 9781484338360

Keywords: institutional arrangements, macroprudential, regulation, financial system, deposit insurance, financial services, Government Policy and Regulation,

This paper surveys institutional arrangements for macroprudential policy in Asia. Central banks in Asia typically have a financial stability mandate, and play a key role in the macroprudential framework. Smaller an...

How Did Markets React to Stress Tests?

How Did Markets React to Stress Tests? »

Source: How Did Markets React to Stress Tests?

Volume/Issue: 2015/75

Series: IMF Working Papers

Author(s): Bertrand Candelon , and Amadou Sy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2015

ISBN: 9781484315378

Keywords: macroprudential, bank, capital, governance, recapitalization, Government Policy and Regulation, Government Policy and Regulation,

We use event study methods to compare the market reaction to U.S. and EU-wide stress tests performed from 2009 to 2013. Typically, stress tests have a positive impact on stressed banks' returns. While the 2009 U.S....

How is the likelihood of fire sales in a crisis affected by the interaction of various bank regulations?

How is the likelihood of fire sales in a crisis affected by the interaction of various bank regulations? »

Source: How is the likelihood of fire sales in a crisis affected by the interaction of various bank regulations?

Volume/Issue: 2017/68

Series: IMF Working Papers

Author(s): Divya Kirti , and Vijay Narasiman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 March 2017

ISBN: 9781475588675

Keywords: Macroprudential Policy, Capital requirements, Bank regulation, liquidity requirements, Government Policy and Regulation

We present a model that describes how different types of bank regulation can interact to affect the likelihood of fire sales in a crisis. In our model, risk shifting motives drive how banks recapitalize following a...

Does Financial Tranquility Call for Stringent Regulation?

Does Financial Tranquility Call for Stringent Regulation? »

Source: Does Financial Tranquility Call for Stringent Regulation?

Volume/Issue: 2018/123

Series: IMF Working Papers

Author(s): Deepal Basak , and Yunhui Zhao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 31 May 2018

ISBN: 9781484357996

Keywords: Financial stability, Financial regulation, Learning, Externality, Macroprudential, General, Government Policy and Regulation

Consistent with the Minsky hypothesis and the 'volatility paradox' (Brunnermeier and Sannikov, 2014), recent empirical evidence suggests that financial crises tend to follow prolonged periods of financial stability...

Macroprudential Policy and Labor Market Dynamics in Emerging Economies1

Macroprudential Policy and Labor Market Dynamics in Emerging Economies1 »

Source: Macroprudential Policy and Labor Market Dynamics in Emerging Economies

Volume/Issue: 2015/78

Series: IMF Working Papers

Author(s): Alan Finkelstein Shapiro , and Andres Gonzalez

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 April 2015

ISBN: 9781475563641

Keywords: self-employment, labor search frictions, financial frictions, macroprudential policy, credit, capital, labor market, financing, Government Policy and Regulation, macroprudential policy.,

Emerging economies have high shares of self-employed individuals running owner-only firms who, in contrast to many salaried firms, have little access to formal financing and therefore rely on informal financing (in...

Banks' Maturity Transformation: Risk, Reward, and Policy

Banks' Maturity Transformation: Risk, Reward, and Policy »

Source: Banks' Maturity Transformation: Risk, Reward, and Policy

Volume/Issue: 2018/45

Series: IMF Working Papers

Author(s): Pierluigi Bologna

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 March 2018

ISBN: 9781484345184

Keywords: Banks, Banks, Credit risk, Financial stability, Interest rates, Profits, Macroprudential Policy, profitability, maturity transformation, macroprudential

The aim of this paper is twofold: first, to study the determinants of banks' net interest margin with a particular focus on the role of maturity transformation, using a new measure of maturity mismatch; second, to...

Managing Non-Core Liabilities and Leverage of the Banking System

Managing Non-Core Liabilities and Leverage of the Banking System »

Source: Managing Non-Core Liabilities and Leverage of the Banking System : A Building Block for Macroprudential Policy Making in Korea

Volume/Issue: 2012/27

Series: IMF Working Papers

Author(s): Ali Alichi , Cheol Hong , and Sang Chul Ryoo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781463932541

Keywords: Macroprudential Policies, Macroprudential Model, banking, banking system, macroeconomic policies, capital adequacy, General Financial Markets: Government Policy and Regulation, Financial Institutions and Services: Government Policy and Regulation,

Korea has been active in implementing targeted macroprudential policies to address specific financial stability concerns. In this paper, we develop a conceptual model that could serve as a building block for the br...