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Macroprudential policies and global banking

dc.contributor.authorDoriane, Intungane
dc.date.accessioned2025-06-13T14:34:15Z
dc.date.available2025-06-13T14:34:15Z
dc.date.issued2024
dc.description.abstractThis paper examines the ability of macroprudential policies to dampen the pro-cyclicality of credit market cycles and to enhance the macroeconomic stability in countries open to cross-border banking activities. For the analysis, we develop a two-country dynamic stochastic general equilibrium model with collateral constrained investors and global banks. The existence of cross-border lending activities is the source of the transmission of shocks across countries. The macroprudential policies analyzed are loan-to-value ratios and capital requirements, also known as the capital adequacy ratio, which are formulated as Taylor-type rules. Our results show that the effectiveness of capital requirement financial regulations is undermined if borrowers can increase credit from foreign banks originating from a country with more relaxed financial restrictions. When cross-border lending is permitted, national financial regulators can improve the financial stability of credit growth and management of credit by complementing the capital adequacy ratios with loan-to-value ratios.
dc.description.urihttps://macewan.primo.exlibrisgroup.com/permalink/01MACEWAN_INST/d1nmsu/cdi_crossref_primary_10_1007_s11079_024_09778_1
dc.identifier.citationIntungane, D. (2024). Macroprudential Policies and Global Banking. Open Economies Review. https://doi.org/10.1007/s11079-024-09778-1
dc.identifier.doihttps://doi.org/10.1007/s11079-024-09778-1
dc.identifier.urihttps://hdl.handle.net/20.500.14078/3972
dc.language.isoen
dc.rightsAll Rights Reserved
dc.subjectmacroprudential policy
dc.subjectinternational
dc.subjectbanking system
dc.subjectsystemic risks
dc.subjectpolicy complementarity
dc.titleMacroprudential policies and global bankingen
dc.typeArticle

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