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Monetary Policy and Risk Taking
(2016-05-19)
We assess the effects of monetary policy on bank risk to verify the existence of a risk-taking channel — monetary expansions inducing banks to assume more risk. We first present VAR evidence confirming that this channel ...
Austerity
(2014-11-19)
We shed light on the function, properties and optimal size of austerity using the standard sovereign model augmented to include incomplete information about credit risk. Austerity is defined as the shortfall of consumption ...
Cross-Border Resolution of Global Banks
(2015-03-01)
Most recent regulations establish that resolution of global banking groups shall be done according to bail-in procedures and following a Single Point of Entry (SPE) as opposed to a Multiple Point of Entry (MPE) approach. ...
Bank Networks: Contagion, Systemic Risk and Prudential Policy
(2015-07-01)
We present a network model of the interbank market in which optimizing risk averse banks lend to each other and invest in non-liquid assets. Market clearing takes place through a tâtonnement process which yields the ...
Finpolconsult
FINPOLCONSULT is a financial sector development specialist and think tank.
BEA NIPA
BEA's national economic accounts provide a comprehensive picture of the U.S. economy and feature many macroeconomic statistics.
FROB
Fund for Orderly Bank Resolution (“FROB”) is a public law institution with its own legal personality and full public and private capacity to discharge its duties. Its purpose is to manage the resolution of institutions in ...
HMD
The Human Mortality Database (HMD) contains original calculations of death rates and life tables for national populations (countries or areas), as well as the input data used in constructing those tables. The input data ...