The Strategic Response of Banks to Macroprudential Policies: Evidence from Mortgage Stress Tests in Canada*

DOI10.1093/ROF/RFAB009zbMATH Open1497.91328OpenAlexW3142195563MaRDI QIDQ5093621

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Publication date: 28 July 2022

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://www.econ.queensu.ca/sites/econ.queensu.ca/files/wpaper/qed_wp_1445.pdf

zbMATH Keywords

mortgage marketmacroprudential regulationcredit supplymortgage stress testsrate-benchmark manipulation

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

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