Monetary policy, bank leverage, and financial stability

DOI10.1016/J.JEDC.2014.07.010zbMath1402.91512OpenAlexW3124701209MaRDI QIDQ1991908

Fabián Valencia

Publication date: 2 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://www.imf.org/external/pubs/cat/longres.aspx?sk=25309

zbMATH Keywords

monetary policyrisk-takingfinancial stabilitymacroprudential regulationbank leverage

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (2)

Monetary policy and long-run systemic risk-taking ⋮ Moment Risks: Investment for Self and for a Firm

Cites Work

• The role of bank capital in the propagation of shocks
• Optimal contracts and competitive markets with costly state verification
• The method of endogenous gridpoints for solving dynamic stochastic optimization problems
• Real interest rates, leverage, and bank risk-taking
• Financial Intermediation and Delegated Monitoring
• Incentive-Compatible Debt Contracts: The One-Period Problem
• Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking?
• Optimal Contracts when Enforcement is a Decision Variable

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