Effects of macroprudential policy announcements on perceptions of systemic risks / by Thibaut Duprey, Victoria Fernandes, Kerem Tuzcuoglu and Ruhani Walia.: FB3-7/2025-4E-PDF
"Macroprudential policy (MPP) measures aim to increase the resilience of the financial system by reducing systemic risks, and as a result preserve overall financial stability. In Canada, some MPPs have effectively reduced the risk of a boom-bust cycle in credit and house prices, dampening the risks of an economic downturn in the medium run (Duprey and Ueberfeldt 2018, 2020). However, it is not clear how announcements of MPPs affect the way financial markets perceive systemic risks. In this paper, we first introduce a comprehensive history of broadly defined MPP events in Canada since the 1980s. Then, we document the short-run effects of MPP announcements on market-based measures of systemic risk"--Introduction, page 1.
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| Title | Effects of macroprudential policy announcements on perceptions of systemic risks / by Thibaut Duprey, Victoria Fernandes, Kerem Tuzcuoglu and Ruhani Walia. |
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| Publication type | Monograph - View Master Record |
| Language | [English] |
| Format | Digital text |
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| Description | 1 online resource (i, 13 pages) : charts. |
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