Temat: microprudential regulations

Skocz do pozycji: 1.

Tytuł:: Macro- and microprudential regulations and their effects on procyclicality of solvency and liquidity risk
Autorzy:: Olszak, Małgorzata
Kowalska, Iwona
Tematy:: leverage
liquidity
procyclicality
macroprudential policy
microprudential regulations; Pokaż więcej
Wydawca:: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Powiązania:: https://bibliotekanauki.pl/articles/583929.pdf Link otwiera się w nowym oknie
Opis:: This paper aims to identify the effect of macroprudential policies and microprudential regulations and their interactions on the sensitivity of leverage and liquidity funding risk to the business cycle. Analysing the sample of 782 banks we find that both macroprudential and microprudential instruments have insignificant impact on the procyclicality of leverage in the non-crisis period. Macroprudential instruments decrease the procyclicality of liquidity risk during the non-crisis period and increase the procyclicality of leverage during the crisis. Restrictions on the range of activities conducted by banks reduce the procyclicality of liquidity risk during the non-crisis period. Interaction between the macroprudential instruments targeted at risk-taking by borrowers and restrictions on the range of activities taken by banks has been found to be effective in reducing the procyclicality of leverage during the crisis period.
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Zrównoważone banki? Czynniki ESG w unijnych regulacjach mikroostrożnościowych
Sustainable banks? ESG factors in EU’s microprudential regulations
Autorzy:: Smoleńska, Agnieszka Paulina
Tematy:: microprudential regulations
climate risks
European Banking
Authority
sustainable finance
European Green Deal; Pokaż więcej
Wydawca:: Kancelaria Sejmu. Biuro Analiz Sejmowych
Powiązania:: https://bibliotekanauki.pl/articles/2230939.pdf Link otwiera się w nowym oknie
Opis:: The financial sector is highly affected by the spectre of climate change and other sustainability-related factors, as recognised by various global and EU policies. The 2015 Paris Agreement enshrines the signatories’ goal to make “finance flows consistent with a pathway towards low greenhouse gas emissions and climate-resilient development.” The European Union, since the European Commission’s 2018 Sustainable Finance Action Plan, has introduced an array of regulations intended to facilitate private investment in transition as well as to include ESG risk management in the prudential regulation. The article tracks and analyses the latter interventions with view to assess their coherence and to identify the potential long-term effects, in the context of the persistent barriers to the development of the Polish sustainable finance sector.
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

Tytuł:: Zrównoważone banki? Czynniki ESG w unijnych regulacjach mikroostrożnościowych
Autorzy:: Smoleńska, Agnieszka Paulina
Wydawca:: Biuro Analiz Sejmowych
Cytata wydawnicza:: Smoleńska, A. P. (2023). Zrównoważone banki? Czynniki ESG w unijnych regulacjach mikroostrożnościowych. Studia BAS, 2(74), 67–88. https://doi.org/10.31268/StudiaBAS.2023.12
Opis:: The financial sector is highly affected by the spectre of climate change and other sustainability-related factors, as recognised by various global and EU policies. The 2015 Paris Agreement enshrines the signatories’ goal to make “finance flows consistent with a pathway towards low greenhouse gas emissions and climate-resilient development.” The European Union, since the European Commission’s 2018 Sustainable Finance Action Plan, has introduced an array of regulations intended to facilitate private investment in transition as well as to include ESG risk management in the prudential regulation. The article tracks and analyses the latter interventions with view to assess their coherence and to identify the potential long-term effects, in the context of the persistent barriers to the development of the Polish sustainable finance sector.
Dostawca treści:: Repozytorium Centrum Otwartej Nauki

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