In December 2013 the National Bank of Belgium introduced a sectoral capital requirement aimed at strengthening the resilience of Belgian banks against adverse developments in the real estate market. This paper assesses the impact of this macroprudential measure on mortgage lending spreads. Our results indicate that affected banks reacted heterogeneously to the introduction of the measure. Specifically, mortgage-specialised and capital-constrained banks increase mortgage lending spreads by a greater amount. As expected, the impact of the measure on mortgage loan pricing has been rather modest in economic terms
In this paper, we ask about the capacity of macroprudential policies to reduce the procyclical impac...
In this paper we ask about the capacity of macroprudential policies to reduce the positive associati...
We identify the effects of the Basel III macroprudential tool Counter-Cyclical Capital Buffer on mor...
In December 2013 the National Bank of Belgium introduced a sectoral capital requirement aimed at str...
In December 2013 the National Bank of Belgium introduced a sectoral capital requirement aimed at str...
Do targeted macroprudential measures impact non-targeted sectors too? We investigate the composition...
Following the financial crisis of 2009 there was an emergence of macroprudential policy tools, as we...
Following the financial crisis of 2009 there was an emergence of macroprudential policy tools, as we...
We present new evidence on the macroeconomic effects of changes in microprudential bank capital requ...
Basel III responded to the financial crisis by redefining and expanding the capital requirements for...
We examine how the CCB affects mortgage pricing after Switzerland was first to activate this macropr...
Whereas a wide range of macroprudential policies can affect the housing market, the most commonly-us...
This paper analyses bank capital requirements in a general equilibrium model by evaluating the impli...
We first explore the main drivers of the differences in RWAs across European banks. We also assess t...
Do targeted macroprudential measures impact non-targeted sectors too? We investigate the composition...
In this paper, we ask about the capacity of macroprudential policies to reduce the procyclical impac...
In this paper we ask about the capacity of macroprudential policies to reduce the positive associati...
We identify the effects of the Basel III macroprudential tool Counter-Cyclical Capital Buffer on mor...
In December 2013 the National Bank of Belgium introduced a sectoral capital requirement aimed at str...
In December 2013 the National Bank of Belgium introduced a sectoral capital requirement aimed at str...
Do targeted macroprudential measures impact non-targeted sectors too? We investigate the composition...
Following the financial crisis of 2009 there was an emergence of macroprudential policy tools, as we...
Following the financial crisis of 2009 there was an emergence of macroprudential policy tools, as we...
We present new evidence on the macroeconomic effects of changes in microprudential bank capital requ...
Basel III responded to the financial crisis by redefining and expanding the capital requirements for...
We examine how the CCB affects mortgage pricing after Switzerland was first to activate this macropr...
Whereas a wide range of macroprudential policies can affect the housing market, the most commonly-us...
This paper analyses bank capital requirements in a general equilibrium model by evaluating the impli...
We first explore the main drivers of the differences in RWAs across European banks. We also assess t...
Do targeted macroprudential measures impact non-targeted sectors too? We investigate the composition...
In this paper, we ask about the capacity of macroprudential policies to reduce the procyclical impac...
In this paper we ask about the capacity of macroprudential policies to reduce the positive associati...
We identify the effects of the Basel III macroprudential tool Counter-Cyclical Capital Buffer on mor...
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