Research Handbook of Macroprudential Policy
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Research Handbook of Macroprudential Policy
Aikman, David; Gai, Prasanna
Edward Elgar Publishing Ltd
03/2026
580
Dura
Inglês
9781035306206
Pré-lançamento - envio 15 a 20 dias após a sua edição
Descrição não disponível.
Contents
Introduction 1
D?a?v?i?d? ?A?i?k?m?a?n? ?a?n?d? ?P?r?a?s?a?n?n?a? ?G?a?i?
PART I THE OBJECTIVES OF MACROPRUDENTIAL POLICY
1 In search of a macroprudential loss function 8
R?i?c?h?a?r?d? ?B?a?r?w?e?l?l?
2 Making banking safe 27
S?t?e?p?h?e?n? ?G?.? ?C?e?c?c?h?e?t?t?i? ?a?n?d? ?K?e?r?m?i?t? ?L?.? ?S?c?h?o?e?n?h?o?l?t?z?
PART II DEBT DYNAMICS AND FINANCIAL CRISES
3 Aggregate debt servicing and the limit on private credit 54
M?a?t?h?i?a?s? ?D?r?e?h?m?a?n?n?,? ?M?i?k?a?e?l? ?J?u?s?e?l?i?u?s?,? ?a?n?d? ?S?a?r?a?h? ?Q?u?i?n?c?y?
4 The causes and consequences of high household indebtedness: evidence from Korea 81
H?w?a?n?-?K?o?o? ?K?a?n?g? ?a?n?d? ?K?y?e?o?n?g?t?a?e? ?L?e?e?
5 The role of debt in financial crises: lessons from the past 93
P?e?d?r?o? ?D?u?a?r?t?e? ?N?e?v?e?s?
PART III EXPERIENCE WITH MACROPRUDENTIAL TOOLS
6 Has macroprudential policy been effective? How can we know? 113
E?r?l?e?n?d? ?W?.? ?N?i?e?r?
7 Housing and macroprudential policy 131
J?o?h?n? ?M?u?e?l?l?b?a?u?e?r?
8 The effects of mortgage debt limits: lessons and questions from the Irish experience since 2015 178
E?d?w?a?r?d? ?G?a?f?f?n?e?y?,? ?N?i?a?m?h? ?H?a?l?l?i?s?s?e?y?,? ?a?n?d? ?F?e?r?g?a?l? ?M?c?C?a?n?n?
9 Macroprudential policy and capital flows 200
M?a?r?g?a?r?e?t? ?D?a?v?e?n?p?o?r?t?,? ?F?i?l?i?p?a? ?S?a,? ?a?n?d? ?T?o?m?a?s?z? ?W?i?e?l?a?d?e?k?
10 Distributional consequences of borrower-based macroprudential tools 220
J?o?s?e?-?L?u?i?s? ?P?e?y?d?r?o ?F?r?a?n?c?e?s?c? ?R?o?d?r?i?g?u?e?z?-?T?o?u?s?,? ?J?a?g?d?i?s?h? ?T?r?i?p?a?t?h?y?,? ?a?n?d? ?A?r?z?u? ?U?l?u?c?
PART IV USEFUL MODELS
11 Outlook-at-risk 241
Nina Boyarchenko
12 Multiple equilibria? Don't panic! - a hitchhiker's guide to global games 260
Kartik Anand and Philipp J. Koenig
13 Stress testing tools: where we stand and where to go? 295
Claudio Barbieri, Grzegorz Halaj, and Christoffer Kok
14 Towards a macroeconomic model of banking crises 318
Daisuke Ikeda and Hidehiko Matsumoto
15 Bank capital requirements and bank lending: from theory to empirics to policy 343
Saleem Bahaj, Chiara Lattanzio, and Frederic Malherbe
PART V GOVERNANCE ARRANGEMENTS AND COORDINATION WITH OTHER MACROECONOMIC POLICIES
16 Macroprudential governance: lessons from policies to mitigate housing market risks 369
Ryan Banerjee and Philip Wooldridge
17 Interaction of macroprudential and monetary policies: practice ahead of theory 384
Thibaut Duprey, Yaz Terajima, and Jing Yang
PART VI SYSTEMIC RISK OUTSIDE THE BANKING SYSTEM
18 Shadow banking 417
Nathaniel Butler Blondel and Guillaume Plantin
19 Macroprudential policy, monetary policy and non-bank financial intermediation 438
Margherita Giuzio, Sujit Kapadia, Christoph Kaufmann, Manuela Storz, and Christian Weistroffer
20 US life insurers and systemic risk 474
Nathan Foley-Fisher, Nathan Heinrich, and Stephane Verani
PART VII FRONTIER ISSUES
21 Climate change, systemic risk, and macroprudential policy 499
Paul Hiebert
22 Climate risks in US housing and mortgage markets 513
Toan Phan
23 Cryptocurrencies and decentralised finance: functions and financial stability implications 521
Matteo Aquilina, Giulio Cornelli, Jon Frost, and Leonardo Gambacorta
Introduction 1
D?a?v?i?d? ?A?i?k?m?a?n? ?a?n?d? ?P?r?a?s?a?n?n?a? ?G?a?i?
PART I THE OBJECTIVES OF MACROPRUDENTIAL POLICY
1 In search of a macroprudential loss function 8
R?i?c?h?a?r?d? ?B?a?r?w?e?l?l?
2 Making banking safe 27
S?t?e?p?h?e?n? ?G?.? ?C?e?c?c?h?e?t?t?i? ?a?n?d? ?K?e?r?m?i?t? ?L?.? ?S?c?h?o?e?n?h?o?l?t?z?
PART II DEBT DYNAMICS AND FINANCIAL CRISES
3 Aggregate debt servicing and the limit on private credit 54
M?a?t?h?i?a?s? ?D?r?e?h?m?a?n?n?,? ?M?i?k?a?e?l? ?J?u?s?e?l?i?u?s?,? ?a?n?d? ?S?a?r?a?h? ?Q?u?i?n?c?y?
4 The causes and consequences of high household indebtedness: evidence from Korea 81
H?w?a?n?-?K?o?o? ?K?a?n?g? ?a?n?d? ?K?y?e?o?n?g?t?a?e? ?L?e?e?
5 The role of debt in financial crises: lessons from the past 93
P?e?d?r?o? ?D?u?a?r?t?e? ?N?e?v?e?s?
PART III EXPERIENCE WITH MACROPRUDENTIAL TOOLS
6 Has macroprudential policy been effective? How can we know? 113
E?r?l?e?n?d? ?W?.? ?N?i?e?r?
7 Housing and macroprudential policy 131
J?o?h?n? ?M?u?e?l?l?b?a?u?e?r?
8 The effects of mortgage debt limits: lessons and questions from the Irish experience since 2015 178
E?d?w?a?r?d? ?G?a?f?f?n?e?y?,? ?N?i?a?m?h? ?H?a?l?l?i?s?s?e?y?,? ?a?n?d? ?F?e?r?g?a?l? ?M?c?C?a?n?n?
9 Macroprudential policy and capital flows 200
M?a?r?g?a?r?e?t? ?D?a?v?e?n?p?o?r?t?,? ?F?i?l?i?p?a? ?S?a,? ?a?n?d? ?T?o?m?a?s?z? ?W?i?e?l?a?d?e?k?
10 Distributional consequences of borrower-based macroprudential tools 220
J?o?s?e?-?L?u?i?s? ?P?e?y?d?r?o ?F?r?a?n?c?e?s?c? ?R?o?d?r?i?g?u?e?z?-?T?o?u?s?,? ?J?a?g?d?i?s?h? ?T?r?i?p?a?t?h?y?,? ?a?n?d? ?A?r?z?u? ?U?l?u?c?
PART IV USEFUL MODELS
11 Outlook-at-risk 241
Nina Boyarchenko
12 Multiple equilibria? Don't panic! - a hitchhiker's guide to global games 260
Kartik Anand and Philipp J. Koenig
13 Stress testing tools: where we stand and where to go? 295
Claudio Barbieri, Grzegorz Halaj, and Christoffer Kok
14 Towards a macroeconomic model of banking crises 318
Daisuke Ikeda and Hidehiko Matsumoto
15 Bank capital requirements and bank lending: from theory to empirics to policy 343
Saleem Bahaj, Chiara Lattanzio, and Frederic Malherbe
PART V GOVERNANCE ARRANGEMENTS AND COORDINATION WITH OTHER MACROECONOMIC POLICIES
16 Macroprudential governance: lessons from policies to mitigate housing market risks 369
Ryan Banerjee and Philip Wooldridge
17 Interaction of macroprudential and monetary policies: practice ahead of theory 384
Thibaut Duprey, Yaz Terajima, and Jing Yang
PART VI SYSTEMIC RISK OUTSIDE THE BANKING SYSTEM
18 Shadow banking 417
Nathaniel Butler Blondel and Guillaume Plantin
19 Macroprudential policy, monetary policy and non-bank financial intermediation 438
Margherita Giuzio, Sujit Kapadia, Christoph Kaufmann, Manuela Storz, and Christian Weistroffer
20 US life insurers and systemic risk 474
Nathan Foley-Fisher, Nathan Heinrich, and Stephane Verani
PART VII FRONTIER ISSUES
21 Climate change, systemic risk, and macroprudential policy 499
Paul Hiebert
22 Climate risks in US housing and mortgage markets 513
Toan Phan
23 Cryptocurrencies and decentralised finance: functions and financial stability implications 521
Matteo Aquilina, Giulio Cornelli, Jon Frost, and Leonardo Gambacorta
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Macroprudential policy; Systemic risk; Stress testing; Non-bank financial institutions; Digital assets
Contents
Introduction 1
D?a?v?i?d? ?A?i?k?m?a?n? ?a?n?d? ?P?r?a?s?a?n?n?a? ?G?a?i?
PART I THE OBJECTIVES OF MACROPRUDENTIAL POLICY
1 In search of a macroprudential loss function 8
R?i?c?h?a?r?d? ?B?a?r?w?e?l?l?
2 Making banking safe 27
S?t?e?p?h?e?n? ?G?.? ?C?e?c?c?h?e?t?t?i? ?a?n?d? ?K?e?r?m?i?t? ?L?.? ?S?c?h?o?e?n?h?o?l?t?z?
PART II DEBT DYNAMICS AND FINANCIAL CRISES
3 Aggregate debt servicing and the limit on private credit 54
M?a?t?h?i?a?s? ?D?r?e?h?m?a?n?n?,? ?M?i?k?a?e?l? ?J?u?s?e?l?i?u?s?,? ?a?n?d? ?S?a?r?a?h? ?Q?u?i?n?c?y?
4 The causes and consequences of high household indebtedness: evidence from Korea 81
H?w?a?n?-?K?o?o? ?K?a?n?g? ?a?n?d? ?K?y?e?o?n?g?t?a?e? ?L?e?e?
5 The role of debt in financial crises: lessons from the past 93
P?e?d?r?o? ?D?u?a?r?t?e? ?N?e?v?e?s?
PART III EXPERIENCE WITH MACROPRUDENTIAL TOOLS
6 Has macroprudential policy been effective? How can we know? 113
E?r?l?e?n?d? ?W?.? ?N?i?e?r?
7 Housing and macroprudential policy 131
J?o?h?n? ?M?u?e?l?l?b?a?u?e?r?
8 The effects of mortgage debt limits: lessons and questions from the Irish experience since 2015 178
E?d?w?a?r?d? ?G?a?f?f?n?e?y?,? ?N?i?a?m?h? ?H?a?l?l?i?s?s?e?y?,? ?a?n?d? ?F?e?r?g?a?l? ?M?c?C?a?n?n?
9 Macroprudential policy and capital flows 200
M?a?r?g?a?r?e?t? ?D?a?v?e?n?p?o?r?t?,? ?F?i?l?i?p?a? ?S?a,? ?a?n?d? ?T?o?m?a?s?z? ?W?i?e?l?a?d?e?k?
10 Distributional consequences of borrower-based macroprudential tools 220
J?o?s?e?-?L?u?i?s? ?P?e?y?d?r?o ?F?r?a?n?c?e?s?c? ?R?o?d?r?i?g?u?e?z?-?T?o?u?s?,? ?J?a?g?d?i?s?h? ?T?r?i?p?a?t?h?y?,? ?a?n?d? ?A?r?z?u? ?U?l?u?c?
PART IV USEFUL MODELS
11 Outlook-at-risk 241
Nina Boyarchenko
12 Multiple equilibria? Don't panic! - a hitchhiker's guide to global games 260
Kartik Anand and Philipp J. Koenig
13 Stress testing tools: where we stand and where to go? 295
Claudio Barbieri, Grzegorz Halaj, and Christoffer Kok
14 Towards a macroeconomic model of banking crises 318
Daisuke Ikeda and Hidehiko Matsumoto
15 Bank capital requirements and bank lending: from theory to empirics to policy 343
Saleem Bahaj, Chiara Lattanzio, and Frederic Malherbe
PART V GOVERNANCE ARRANGEMENTS AND COORDINATION WITH OTHER MACROECONOMIC POLICIES
16 Macroprudential governance: lessons from policies to mitigate housing market risks 369
Ryan Banerjee and Philip Wooldridge
17 Interaction of macroprudential and monetary policies: practice ahead of theory 384
Thibaut Duprey, Yaz Terajima, and Jing Yang
PART VI SYSTEMIC RISK OUTSIDE THE BANKING SYSTEM
18 Shadow banking 417
Nathaniel Butler Blondel and Guillaume Plantin
19 Macroprudential policy, monetary policy and non-bank financial intermediation 438
Margherita Giuzio, Sujit Kapadia, Christoph Kaufmann, Manuela Storz, and Christian Weistroffer
20 US life insurers and systemic risk 474
Nathan Foley-Fisher, Nathan Heinrich, and Stephane Verani
PART VII FRONTIER ISSUES
21 Climate change, systemic risk, and macroprudential policy 499
Paul Hiebert
22 Climate risks in US housing and mortgage markets 513
Toan Phan
23 Cryptocurrencies and decentralised finance: functions and financial stability implications 521
Matteo Aquilina, Giulio Cornelli, Jon Frost, and Leonardo Gambacorta
Introduction 1
D?a?v?i?d? ?A?i?k?m?a?n? ?a?n?d? ?P?r?a?s?a?n?n?a? ?G?a?i?
PART I THE OBJECTIVES OF MACROPRUDENTIAL POLICY
1 In search of a macroprudential loss function 8
R?i?c?h?a?r?d? ?B?a?r?w?e?l?l?
2 Making banking safe 27
S?t?e?p?h?e?n? ?G?.? ?C?e?c?c?h?e?t?t?i? ?a?n?d? ?K?e?r?m?i?t? ?L?.? ?S?c?h?o?e?n?h?o?l?t?z?
PART II DEBT DYNAMICS AND FINANCIAL CRISES
3 Aggregate debt servicing and the limit on private credit 54
M?a?t?h?i?a?s? ?D?r?e?h?m?a?n?n?,? ?M?i?k?a?e?l? ?J?u?s?e?l?i?u?s?,? ?a?n?d? ?S?a?r?a?h? ?Q?u?i?n?c?y?
4 The causes and consequences of high household indebtedness: evidence from Korea 81
H?w?a?n?-?K?o?o? ?K?a?n?g? ?a?n?d? ?K?y?e?o?n?g?t?a?e? ?L?e?e?
5 The role of debt in financial crises: lessons from the past 93
P?e?d?r?o? ?D?u?a?r?t?e? ?N?e?v?e?s?
PART III EXPERIENCE WITH MACROPRUDENTIAL TOOLS
6 Has macroprudential policy been effective? How can we know? 113
E?r?l?e?n?d? ?W?.? ?N?i?e?r?
7 Housing and macroprudential policy 131
J?o?h?n? ?M?u?e?l?l?b?a?u?e?r?
8 The effects of mortgage debt limits: lessons and questions from the Irish experience since 2015 178
E?d?w?a?r?d? ?G?a?f?f?n?e?y?,? ?N?i?a?m?h? ?H?a?l?l?i?s?s?e?y?,? ?a?n?d? ?F?e?r?g?a?l? ?M?c?C?a?n?n?
9 Macroprudential policy and capital flows 200
M?a?r?g?a?r?e?t? ?D?a?v?e?n?p?o?r?t?,? ?F?i?l?i?p?a? ?S?a,? ?a?n?d? ?T?o?m?a?s?z? ?W?i?e?l?a?d?e?k?
10 Distributional consequences of borrower-based macroprudential tools 220
J?o?s?e?-?L?u?i?s? ?P?e?y?d?r?o ?F?r?a?n?c?e?s?c? ?R?o?d?r?i?g?u?e?z?-?T?o?u?s?,? ?J?a?g?d?i?s?h? ?T?r?i?p?a?t?h?y?,? ?a?n?d? ?A?r?z?u? ?U?l?u?c?
PART IV USEFUL MODELS
11 Outlook-at-risk 241
Nina Boyarchenko
12 Multiple equilibria? Don't panic! - a hitchhiker's guide to global games 260
Kartik Anand and Philipp J. Koenig
13 Stress testing tools: where we stand and where to go? 295
Claudio Barbieri, Grzegorz Halaj, and Christoffer Kok
14 Towards a macroeconomic model of banking crises 318
Daisuke Ikeda and Hidehiko Matsumoto
15 Bank capital requirements and bank lending: from theory to empirics to policy 343
Saleem Bahaj, Chiara Lattanzio, and Frederic Malherbe
PART V GOVERNANCE ARRANGEMENTS AND COORDINATION WITH OTHER MACROECONOMIC POLICIES
16 Macroprudential governance: lessons from policies to mitigate housing market risks 369
Ryan Banerjee and Philip Wooldridge
17 Interaction of macroprudential and monetary policies: practice ahead of theory 384
Thibaut Duprey, Yaz Terajima, and Jing Yang
PART VI SYSTEMIC RISK OUTSIDE THE BANKING SYSTEM
18 Shadow banking 417
Nathaniel Butler Blondel and Guillaume Plantin
19 Macroprudential policy, monetary policy and non-bank financial intermediation 438
Margherita Giuzio, Sujit Kapadia, Christoph Kaufmann, Manuela Storz, and Christian Weistroffer
20 US life insurers and systemic risk 474
Nathan Foley-Fisher, Nathan Heinrich, and Stephane Verani
PART VII FRONTIER ISSUES
21 Climate change, systemic risk, and macroprudential policy 499
Paul Hiebert
22 Climate risks in US housing and mortgage markets 513
Toan Phan
23 Cryptocurrencies and decentralised finance: functions and financial stability implications 521
Matteo Aquilina, Giulio Cornelli, Jon Frost, and Leonardo Gambacorta
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
