IMF-宏观审慎政策与银行系统性风险：通胀目标是否重要？（英）-2023.6

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IMF-宏观审慎政策与银行系统性风险：通胀目标是否重要？（英）-2023.6.pdf

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IMF-宏观审慎政策与银行系统性风险：通胀目标是否重要？（英）-2023.6.pdf

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类型: 专题

上传者: wpxc666666

撰写机构: IMF

出版日期: 2023-06-09

摘要：

This paper investigates macroprudential policy effects on bank systemic risk and the role of inflation targeting in such effects. Using bank-level data for 45 countries comprising various monetary and exchange rate regimes, our regime-dependent dynamic panel regression results point to complementarities between monetary and macroprudential policies. We find that the tightening of most macroprudential tools—including DSTI and LTV limits, and capital requirements—reduces bank systemic risk further under inflation targeting. Our findings lend credence to the view that inflation targeting strengthens macroprudential policy roles in mitigating financial stability risks.

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