Essays about: "macroprudential policy"

Showing result 11 - 14 of 14 essays containing the words macroprudential policy.

1. 11. Systemic risk, countercyclical capital, and stress tests: Macroprudential policy in a macroeconomic model

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Julien Weber; [2018]
   Keywords : Countercylical capital requirements; DSGE modelling; Macroprudential policy; Stress tests; Systemic risk;

   Abstract : The financial crisis has shown that better macroprudential regulation is needed to counteract systemic risk in the financial system. In addition to the Basel III requirements, macroprudential stress tests are being developed to address system-wide imbalances. READ MORE

3. 12. The Influence of Credit Growth on Output Growth in Iceland: A VEC Model Approach

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Andrea Vestmann; Janina Viebrock; [2018]
   Keywords : output growth; credit growth; Iceland; VAR model; VEC model; credit view; macroprudential policy.; Business and Economics;

   Abstract : In this thesis we used a Vector Error Correction (VEC) model to analyse whether changes in credit growth have a significant effect on output in Iceland using monthly data for the period 1997-2017. Both our results from the error variance decompositions and the impulse response functions suggest that changes in credit and exports have a large impact on Icelandic output. READ MORE

4. 13. Macroprudential Policy:The Case of Brazil

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Filippos Ioannidis; [2014]
   Keywords : Macroprudential Policy; Systemic risk; Brazil; Capital flows; Business and Economics;

   Abstract : In the wake of 2008 financial crisis there has been growing interest in issues related to macroprudential policy and the coordinated attempt to ensure financial stability as a whole. The main objective of the paper is to provide a combination of both theoretical and empirical analysis of the effectiveness of macroprudential policy, implemented in Brazilian economy in 2010. READ MORE

5. 14. What to pour in the punch bowl? Central banks and asset prices

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Pär Holmbäck; [2011]
   Keywords : Monetary policy; Asset price bubbles; Jackson Hole Consensus; Leaning against the wind; Macroprudential policy;

   Abstract : Until the financial crisis of 2008-09, asset prices played a secondary role in monetary policy. The mainstream view was that they should only be accounted for to the extent they affected the inflation forecast. READ MORE