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Macroprudential policy and bank systemic risk

Citations

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Cited by:

  1. Bardoscia, Marco & Carro, Adrian & Hinterschweiger, Marc & Napoletano, Mauro & Popoyan, Lilit & Roventini, Andrea & Uluc, Arzu, 2025. "The impact of prudential regulation on the UK housing market and economy: Insights from an agent-based model," Journal of Economic Behavior & Organization, Elsevier, vol. 229(C).
  2. Karlström, Peter, 2025. "Macroprudential policy and systemic risk: The role of corporate and household credit booms," Journal of Financial Stability, Elsevier, vol. 78(C).
  3. Chrysovalantis Gaganis & Emilios Galariotis & Fotios Pasiouras & Christos Staikouras, 2021. "Macroprudential regulations and bank profit efficiency: international evidence," Journal of Regulatory Economics, Springer, vol. 59(2), pages 136-160, April.
  4. Zhao, Yang & Goodell, John W. & Wang, Yong & Abedin, Mohammad Zoynul, 2023. "Fintech, macroprudential policies and bank risk: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 87(C).
  5. Apergis, Nicholas & Aysan, Ahmet F. & Bakkar, Yassine, 2021. "How do institutional settings condition the effect of macroprudential policies on bank systemic risk?," Economics Letters, Elsevier, vol. 209(C).
  6. Kang, Qiaoling & Chen, Minghua & Wu, Ji & Jeon, Bang Nam, 2024. "Reining in the riskiest? Evidence of non-linear impacts of macroprudential regulations on bank systemic risk in China," Journal of Asian Economics, Elsevier, vol. 94(C).
  7. Bro de Comères, Quentin, 2025. "Predicting European banks distress events: Do financial information producers matter?," International Review of Financial Analysis, Elsevier, vol. 105(C).
  8. Coman, Andra, 2025. "Monetary policy spillovers and the role of prudential policies in the European Union," International Review of Economics & Finance, Elsevier, vol. 99(C).
  9. Ofori-Sasu, Daniel & Agbloyor, Elikplimi Komla & Nsafoah, Dennis & Asongu, Simplice A., 2024. "Banking behaviour and political business cycle in Africa: The role of independent regulatory policies of the central bank," The Journal of Economic Asymmetries, Elsevier, vol. 29(C).
  10. Anh Nguyet Vu & Paraskevi Katsiampa, 2025. "Non-standard monetary policy measures and bank systemic risk in the Eurozone," Review of Quantitative Finance and Accounting, Springer, vol. 64(4), pages 1491-1542, May.
  11. Li, Xiao-Lin & Wang, Lijuan & Kong, Dongmin, 2023. "Macro-prudential policy and systemic risk of real estate firms: Evidence from China," Finance Research Letters, Elsevier, vol. 58(PC).
  12. Karamysheva, Madina & Seregina, Ekaterina, 2022. "Prudential policies and systemic risk: The role of interconnections," Journal of International Money and Finance, Elsevier, vol. 127(C).
  13. Narayan, Shivani & Kumar, Dilip, 2024. "Macroprudential policy and systemic risk in G20 nations," Journal of Financial Stability, Elsevier, vol. 75(C).
  14. Ellis, Scott & Sharma, Satish & Brzeszczyński, Janusz, 2022. "Systemic risk measures and regulatory challenges," Journal of Financial Stability, Elsevier, vol. 61(C).
  15. Hamdi Jbir & Cornel Oros & Alexandra Popescu, 2024. "Macroprudential policy and financial system stability: an aggregate study," Empirical Economics, Springer, vol. 66(5), pages 1941-1973, May.
  16. Takáts, Előd & Temesvary, Judit, 2021. "How does the interaction of macroprudential and monetary policies affect cross-border bank lending?," Journal of International Economics, Elsevier, vol. 132(C).
  17. Kerola, Eeva & Norring, Anni, 2025. "Effect of the countercyclical capital buffer on firm loans: Evidence from Germany," Bank of Finland Research Discussion Papers 8/2025, Bank of Finland.
  18. Regele, Fabian & Gründl, Helmut, 2021. "Asset concentration risk and insurance solvency regulation," ICIR Working Paper Series 40/21, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
  19. Eller, Markus & Hauzenberger, Niko & Huber, Florian & Schuberth, Helene & Vashold, Lukas, 2021. "The impact of macroprudential policies on capital flows in CESEE," Journal of International Money and Finance, Elsevier, vol. 119(C).
  20. Soenen, Nicolas & Vander Vennet, Rudi, 2022. "Determinants of European banks’ default risk," Finance Research Letters, Elsevier, vol. 47(PA).
  21. Chiang, Shu-hen & Chen, Chien-Fu, 2022. "From systematic to systemic risk among G7 members: Do the stock or real estate markets matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
  22. Baumöhl, Eduard & Bouri, Elie & Hoang, Thi-Hong-Van & Shahzad, Syed Jawad Hussain & Výrost, Tomáš, 2020. "Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector," EconStor Preprints 222580, ZBW - Leibniz Information Centre for Economics.
  23. Borri, Nicola & Giorgio, Giorgio di, 2022. "Systemic risk and the COVID challenge in the european banking sector," Journal of Banking & Finance, Elsevier, vol. 140(C).
  24. Kozlovtceva, Irina & Penikas, Henry & Petreneva, Ekaterina & Ushakova, Yulia, 2022. "Macroprudential policy efficiency in Russia: Assessment for the uncollateralized consumer loans," Emerging Markets Review, Elsevier, vol. 52(C).
  25. Abuzayed, Bana & Al-Fayoumi, Nedal, 2021. "Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  26. Godfrey Marozva, 2020. "Liquidity Mismatch Index and Banks’ Stock Returns," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 930-945.
  27. Olszak, Małgorzata & Godlewski, Christophe J. & Roszkowska, Sylwia & Skała, Dorota, 2025. "Loan loss provisions of European banks – Does macroprudential tightening matter?," Research in International Business and Finance, Elsevier, vol. 73(PB).
  28. Elien Meuleman & Rudi Vander Vennet, 2022. "Macroprudential Policy, Monetary Policy, and Euro Zone Bank Risk," International Journal of Central Banking, International Journal of Central Banking, vol. 18(4), pages 1-52, October.
  29. Lloyd, Simon & Fernández-Gallardo, Álvaro & Manuel, Ed, 2023. "The transmission of macroprudential policy in the tails: evidence from a narrative approach," ESRB Working Paper Series 145, European Systemic Risk Board.
  30. Alvaro Fernandez-Gallardo & Ivan Paya, 2020. "Macroprudential Policy in the Euro Area," Working Papers 307121127, Lancaster University Management School, Economics Department.
  31. Chronopoulos, Dimitris K. & Wilson, John O.S. & Yilmaz, Muhammed H., 2023. "Regulatory oversight and bank risk," Journal of Financial Stability, Elsevier, vol. 64(C).
  32. Coulier, Lara & De Schryder, Selien, 2024. "Assessing the effects of borrower-based macroprudential policy on credit in the EU using intensity-based indices," Journal of International Money and Finance, Elsevier, vol. 142(C).
  33. Coman, Andra, 2023. "Monetary policy spillovers and the role of prudential policies in the European Union," Working Paper Series 2854, European Central Bank.
  34. Ka Kei Chan & E. Philip Davis & Dilruba Karim, 2024. "Macroprudential policy, bank competition and bank risk in East Asia," Journal of Banking Regulation, Palgrave Macmillan, vol. 25(3), pages 326-358, September.
  35. E Philip Davis & Dilruba Karim & Dennison Noel, 2024. "Noninterest Income, Macroprudential Policy and Bank Performance," National Institute of Economic and Social Research (NIESR) Discussion Papers 561, National Institute of Economic and Social Research.
  36. Gaganis, Chrysovalantis & Lozano-Vivas, Ana & Papadimitri, Panagiota & Pasiouras, Fotios, 2020. "Macroprudential policies, corporate governance and bank risk: Cross-country evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 169(C), pages 126-142.
  37. Nevermann, Daniel & Heckmann, Lotta, 2023. "Effects of mergers on network models of the financial system," Discussion Papers 29/2023, Deutsche Bundesbank.
  38. Igan, Deniz & Mirzaei, Ali & Moore, Tomoe, 2023. "Does macroprudential policy alleviate the adverse impact of COVID-19 on the resilience of banks?," Journal of Banking & Finance, Elsevier, vol. 147(C).
  39. Fernandez-Gallardo, Alvaro, 2023. "Preventing financial disasters: Macroprudential policy and financial crises," European Economic Review, Elsevier, vol. 151(C).
  40. Baumöhl, Eduard & Bouri, Elie & Hoang, Thi-Hong-Van & Hussain Shahzad, Syed Jawad & Výrost, Tomáš, 2022. "Measuring systemic risk in the global banking sector: A cross-quantilogram network approach," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics.
  41. Tiago F. A. Matos & João C. A. Teixeira & Tiago M. Dutra, 2023. "The contribution of macroprudential policies to banks' resilience: Lessons from the systemic crises and the COVID‐19 pandemic shock," International Review of Finance, International Review of Finance Ltd., vol. 23(4), pages 794-830, December.
  42. Huang, Yuanbiao & Li, Jinlei, 2025. "Banking regulation and corporate R&D investment: Evidence from regulatory penalties in China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 99(C).
  43. Lu, Yiming & Wang, Yu, 2023. "Macroprudential policies, national culture, and bank systemic risk: A cross-country comparison," Finance Research Letters, Elsevier, vol. 58(PA).
  44. González, Francisco, 2022. "Macroprudential policies and bank competition: International bank-level evidence," Journal of Financial Stability, Elsevier, vol. 58(C).
  45. Ayadi, Rym & Bongini, Paola & Casu, Barbara & Cucinelli, Doriana, 2025. "The origin of financial instability and systemic risk: Do bank business models matter?," Journal of Financial Stability, Elsevier, vol. 78(C).
  46. Ćehajić, Aida & Košak, Marko, 2022. "Bank lending and small and medium-sized enterprises’ access to finance – Effects of macroprudential policies," Journal of International Money and Finance, Elsevier, vol. 124(C).
  47. Wu, Baohui & Wen, Fenghua & Zhang, Yun & Huang, Zhijian (James), 2024. "Climate risk and the systemic risk of banks: A global perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 95(C).
  48. E. Philip Davis & Dilruba Karim & Dennison Noel, 2025. "The determination of bank interest rate margins: Is there a role for macroprudential policy?," Journal of Banking Regulation, Palgrave Macmillan, vol. 26(3), pages 433-463, September.
  49. Hodula, Martin & Ngo, Ngoc Anh, 2024. "Does macroprudential policy leak? Evidence from shadow bank lending in EU countries," Economic Modelling, Elsevier, vol. 132(C).
  50. Serena Merrino & Keagile Lesame & Ilias Chondrogiannis, 2024. "Macroprudential policy and credit allocation evidence from South Africa," Working Papers 11062, South African Reserve Bank.
  51. E Philip Davis & Ka Kei Chan & Dilruba Karim, 2021. "Macroprudential Policy, Bank Competition and Bank Risk in East Asia," National Institute of Economic and Social Research (NIESR) Discussion Papers 533, National Institute of Economic and Social Research.
  52. Ćehajić, Aida & Košak, Marko, 2021. "Macroprudential measures and developments in bank funding costs," International Review of Financial Analysis, Elsevier, vol. 78(C).
  53. Armanious, Amir, 2024. "Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system," Journal of Financial Stability, Elsevier, vol. 73(C).
  54. Paul Rudel, 2024. "Loan Supply Shocks, Prudential Regulation, and the Business Cycle," MAGKS Papers on Economics 202409, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  55. Pham, Thach N. & Powell, Robert & Bannigidadmath, Deepa, 2024. "Tail risk network analysis of Asian banks," Global Finance Journal, Elsevier, vol. 62(C).
  56. Khwazi Magubane, 2025. "The Stability of the Financial Cycle: Insights from a Markov Switching Regression in South Africa," JRFM, MDPI, vol. 18(2), pages 1-30, February.
  57. Lee, Chien-Chiang & Wang, Chih-Wei & Hong, Pei-Hsuan & Lin, Weizheng, 2024. "Environmental policy stringency and bank risks: Does green economy matter?," International Review of Financial Analysis, Elsevier, vol. 91(C).
  58. Davis, E. Philip & Karim, Dilruba & Noel, Dennison, 2022. "The effects of macroprudential policy on banks' profitability," International Review of Financial Analysis, Elsevier, vol. 80(C).
  59. Kosenko, Konstantin & Michelson, Noam, 2022. "It takes more than two to tango: Multiple bank lending, asset commonality and risk," Journal of Financial Stability, Elsevier, vol. 61(C).
  60. Weidong Huo & Jintao Li, 2026. "Does digital transformation exacerbate systemic financial risks in banks? Evidence from listed commercial banks in China," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 12(1), pages 1-43, December.
  61. Godlewski, Christophe J. & Olszak, Małgorzata, 2025. "Macroprudential policy and corporate loans: evidence from the syndicated loan market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 104(C).
  62. Liu, Ruicheng & Pun, Chi Seng, 2022. "Machine-Learning-enhanced systemic risk measure: A Two-Step supervised learning approach," Journal of Banking & Finance, Elsevier, vol. 136(C).
  63. Thornton, John & Vasilakis, Chrysovalantis, 2023. "Bank regulations and surges and stops in credit: Panel evidence," Journal of Financial Stability, Elsevier, vol. 67(C).
  64. Hamdi Jbir, 2025. "Does financial stability communication affect financial asset prices? Evidence from the Bank of England's communication experiment," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(2), pages 1831-1855, April.
  65. Martin Hodula & Ngoc Anh Ngo, 2021. "Does Macroprudential Policy Leak? Evidence from Non-Bank Credit Intermediation in EU Countries," Working Papers 2021/5, Czech National Bank, Research and Statistics Department.
  66. Yang, Yuanyuan & Liu, Yuxin & Yin, Lei & Wang, Jianjun, 2024. "Does macro-prudential regulation lead to low interest rate? An empirical analysis based on the transnational panel model," International Review of Economics & Finance, Elsevier, vol. 94(C).
  67. Luu, Hiep Ngoc & Nguyen, Canh Phuc & Nasir, Muhammad Ali, 2023. "Implications of central bank digital currency for financial stability: Evidence from the global banking sector," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 89(C).
  68. Krenz, Johanna & Verma, Akhilesh K, 2023. "A leaky pipeline: Macroprudential policy shocks, non-bank financial intermediation and systemic risk in Europe," WiSo-HH Working Paper Series 79, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
  69. Li, Yawen & Xia, Yufei & Sun, Zongting & Sun, Naili, 2025. "Does digital transformation affect systemic risk? Evidence from the banking sector in China," International Review of Financial Analysis, Elsevier, vol. 102(C).
  70. Nevermann, Daniel & Heckmann-Draisbach, Lotta, 2023. "Effects of mergers on network models of the financial system," International Review of Financial Analysis, Elsevier, vol. 90(C).
  71. Matos, Tiago F.A. & Teixeira, João C.A. & Dutra, Tiago M., 2024. "Macroprudential regulation and bank risk: The role of shareholders' and creditors' rights," Global Finance Journal, Elsevier, vol. 59(C).
  72. Deng, Yuanyue & Li, Sijing, 2024. "Do global and local economic policy uncertainties matter for systemic risk in the international banking system," Finance Research Letters, Elsevier, vol. 59(C).
  73. Orlando Rivera-Escobar & John Willmer Escobar & Diego Fernando Manotas, 2022. "Measurement of Systemic Risk in the Colombian Banking Sector," Risks, MDPI, vol. 10(1), pages 1-27, January.
  74. Chen, Minghua & Kang, Qiaoling & Wu, Ji & Jeon, Bang Nam, 2022. "Do macroprudential policies affect bank efficiency? Evidence from emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
  75. Xie, Qichang & Bai, Yu & Jia, Nanfei & Xu, Xin, 2024. "Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods," Energy Economics, Elsevier, vol. 134(C).
  76. Qin, Xueming & Peng, Gangdong & Zhao, Mengxiang, 2025. "Effects of inflation and macroprudential policies on bank risk: Evidence from emerging economies," International Review of Financial Analysis, Elsevier, vol. 97(C).
  77. Lin, Xin & Zhang, Jinhong & Yu, Lina & Zhong, Qiming, 2024. "Does macroprudential policy matter for corporate green innovation? The role of financing constraints and public environmental concerns," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 877-892.
  78. Apergis, Nicholas & Aysan, Ahmet F. & Bakkar, Yassine, 2022. "Borrower- and lender-based macroprudential policies: What works best against bank systemic risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
  79. Muhammad Suhail Rizwan & Anum Qureshi & Irfan Ullah Sahibzada, 2024. "Macro-prudential regulations and systemic risk: the role of country-level governance indicators," Journal of Banking Regulation, Palgrave Macmillan, vol. 25(3), pages 305-325, September.
  80. Duprey, Thibaut & Tuzcuoglu, Kerem, 2025. "High-frequency effects of macroprudential policy announcements," Economics Letters, Elsevier, vol. 250(C).
  81. Hu, Zinan & Borjigin, Sumuya, 2025. "Climate information disclosure quality and systemic risk in the U.S. banking industry," Journal of Financial Stability, Elsevier, vol. 79(C).
  82. Dimitris Anastasiou & Fotios Pasiouras & Anastasios Rizos & Artemis Stratopoulou, 2025. "Macroprudential policies and discouraged borrowers: evidence from European SMEs," Small Business Economics, Springer, vol. 65(4), pages 2567-2603, December.
  83. Chen, Naixi & Fan, Hong & Pang, Congyuan, 2024. "Contagion mechanism of liquidity risk in the interbank network," Economic Modelling, Elsevier, vol. 140(C).
  84. Dzhagityan, E. & Alekseeva, M., 2024. "The effect of macroprudential policy on risks of U.S. bank holding companies," Journal of the New Economic Association, New Economic Association, vol. 63(2), pages 168-191.
  85. Davis, E Philip & Ali Abdilahi, Ridwa, 2022. "Econometric Analysis of the Determinants of Bank Profitability in Three Major African Counties: Kenya, Nigeria and South Africa," National Institute of Economic and Social Research (NIESR) Discussion Papers 536, National Institute of Economic and Social Research.
  86. Tiago F. A. Matos & João C. A. Teixeira & Tiago M. Dutra, 2025. "The role of market discipline and macroprudential policies in achieving bank stability," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(3), pages 2085-2107, July.
  87. Narayan, Shivani & Kumar, Dilip & Bouri, Elie, 2023. "Systemically important financial institutions and drivers of systemic risk: Evidence from India," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
  88. Sikalao-Lekobane, Onneetse L., 2025. "Do macroprudential policies influence FinTech credit growth?," Economic Modelling, Elsevier, vol. 151(C).
  89. Peter Karlström, 2023. "Macroprudential Policy, Credit Booms, and Banks' Systemic Risk," CEMLA Working Paper Series 03/2023, CEMLA.
  90. Neill, Ashleigh, 2024. "Banking on resilience: EU macroprudential policy and systemic risk," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 678-699.
  91. Scalco, Paulo R. & Tabak, Benjamin M. & Teixeira, Anderson M., 2021. "Prudential measures and their adverse effects on bank competition: The case of Brazil," Economic Modelling, Elsevier, vol. 100(C).
  92. Jbir, Hamdi, 2024. "Impact of monetary and macroprudential policy shocks on systemic risk: what role for the central bank governance ?," MPRA Paper 125437, University Library of Munich, Germany, revised 2025.
  93. Marcin Czaplicki, 2022. "Measuring the restrictiveness of (macro)prudential policy: the case of bank capital regulation in Poland," Journal of Banking Regulation, Palgrave Macmillan, vol. 23(3), pages 322-338, September.
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