Journal of Financial Stability最新文献

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Understanding central bank responses to geopolitical risks: Evidence from the Fed and ECB 理解央行对地缘政治风险的反应：来自美联储和欧洲央行的证据

IF 4.2 2区经济学 Q1 BUSINESS, FINANCE

Journal of Financial Stability

Pub Date : 2025-08-11 DOI: 10.1016/j.jfs.2025.101452

Evangelos Salachas , Georgios P. Kouretas , Nikiforos T. Laopodis

Using VAR and Local Projections models, enhanced with macroeconomic factors and monetary policy shocks, we investigate the underlying mechanisms through which the Fed’s and ECB’s react to bank reactions of geopolitical risks between January 1994 and March 2024. Our findings reveal that central banks react to geopolitical risk events by tightening monetary policy to fend off potential inflationary pressures. However, the effect is often temporary, as policymakers typically adopt accommodative measures during economic expansions and shift to tighter policies during contractions. Analyzing reactions based on central bank presidents' tenures, we find that while earlier responses were limited, in recent years, both central banks have reacted more strongly and immediately, reflecting their growing concern over geopolitical risks. Furthermore, we document that the Fed adopted a more accommodative stance in response to bilateral geopolitical risk shocks between the US and China, driven by changes in capital flows and trade activities. In contrast, the ECB’s responses were more consistently contractionary, particularly in periods of heightened inflation concerns or when geopolitical tensions threatened price stability within the euro area.

本文利用VAR和Local projection模型，结合宏观经济因素和货币政策冲击，研究了1994年1月至2024年3月期间美联储和欧洲央行对银行对地缘政治风险的反应的潜在机制。我们的研究结果表明，央行对地缘政治风险事件的反应是通过收紧货币政策来抵御潜在的通胀压力。然而，这种影响往往是暂时的，因为政策制定者通常在经济扩张期间采取宽松措施，在经济收缩期间转向紧缩政策。分析央行行长任期内的反应，我们发现，尽管早期的反应有限，但近年来，两家央行的反应都更加强烈和迅速，反映出它们对地缘政治风险的担忧日益加剧。此外，我们还发现，在资本流动和贸易活动变化的推动下，美联储采取了更为宽松的立场，以应对美中双边地缘政治风险冲击。相比之下，欧洲央行的反应更一贯地是紧缩性的，特别是在通胀担忧加剧或地缘政治紧张局势威胁欧元区价格稳定的时期。

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引用次数: 0

The regulatory dialectic in bank-sponsored money market funds 银行发起的货币市场基金的监管辩证法

IF 4.2 2区经济学 Q1 BUSINESS, FINANCE

Journal of Financial Stability

Pub Date : 2025-08-06 DOI: 10.1016/j.jfs.2025.101454

Stefan Jacewitz , Jonathan Pogach , Haluk Unal , Chengjun Wu

The regulatory dialectic describes the dynamic process of banks and regulators continuously acting and reacting to one another. We provide empirical evidence of the regulatory dialectic in the prime institutional money market fund (PI-MMF) industry. Regulations on commercial deposits fueled growth in bank-sponsored PI-MMFs as a form of shadow banking in a relatively less regulated market. Re-regulation following the 2008 financial crisis halted this rapid growth, and the industry shifted from PI-MMFs to government institutional MMFs. We conjecture that this dialectical process will continue, and the decline of the PI-MMF may engender a shift toward structurally similar products, like stablecoins.

监管辩证法描述了银行和监管机构不断相互作用和相互反应的动态过程。我们提供了主要机构货币市场基金（PI-MMF）行业监管辩证法的实证证据。对商业存款的监管推动了银行赞助的pi - mmf的增长，作为监管相对较少的市场中的一种影子银行。2008年金融危机后的重新监管阻止了这种快速增长，行业从个人mmf转向政府机构mmf。我们推测，这种辩证过程将继续下去，PI-MMF的下降可能会导致向结构类似的产品（如稳定币）的转变。

引用次数: 0

Negative nominal rates 负名义利率

IF 6.1 2区经济学 Q1 BUSINESS, FINANCE

Journal of Financial Stability

Pub Date : 2025-07-19 DOI: 10.1016/j.jfs.2025.101437

Julio Dávila , Elizaveta Lukmanova

We show the possibility of negative nominal interest rates in a general equilibrium model with financial intermediation. We establish that the decentralization of the planner’s steady state requires a zero nominal lending rate on bank loans to firms, as well as a negative nominal lending rate on central bank loans to banks. We also find that implementing the planner’s steady state requires firms to be bound by collateral requirements that limit their leverage. The key driver of the results is the very defining characteristic of banking, namely banks’ ability to create money by opening deposit accounts that borrowers can withdraw from, and that are unbacked by household deposits. Our results can be used to rationalize the ultra-low rates policy implemented by major central banks in the second half of the 2010’s and early 2020’s.

我们展示了负名义利率在金融中介的一般均衡模型中的可能性。我们建立了计划者稳态的分散化要求银行对企业贷款的名义贷款利率为零，以及中央银行对银行贷款的名义贷款利率为负。我们还发现，实施规划师的稳定状态要求企业受到限制其杠杆的抵押品要求的约束。这一结果的关键驱动因素是银行业的一个非常明确的特征，即银行通过开设借款人可以提取的存款账户来创造货币的能力，这些账户不受家庭存款的支持。我们的研究结果可以用来合理化主要央行在2010年下半年和2020年初实施的超低利率政策。

引用次数: 0

Risk shocks, due loans, and policy options: When less is more! 风险冲击、到期贷款和政策选择：当少即是多！

IF 6.1 2区经济学 Q1 BUSINESS, FINANCE

Journal of Financial Stability

Pub Date : 2025-07-19 DOI: 10.1016/j.jfs.2025.101439

Paulo Júlio , José R. Maria , Sílvia Santos

We employ a structural model endowed with a banking system in which assets of different qualities, occasionally binding credit restrictions, and regulatory requirements coexist, to analyze the effectiveness of various macroprudential policies that cope with the level of due loans in the economy. We analyze how policy designs influencing impairment recognition by banks affect output and welfare, both in the steady state and across business cycles driven by financial risk. The cost of managing due loans, credit constraints, dividend strategies, and the cure rate, are key components of the driveshaft propelling policies to outcomes. Our findings suggest that “less is more,” i.e. policies emphasizing greater leniency in impairment recognition outperform stricter approaches, when management costs are sufficiently low, especially when combined with high cure rates that enhance the benefits of delaying recognition. However, reducing penalties for banks that violate regulatory requirements proves largely ineffective and exacerbates incentives for non-compliance. The presence of binding credit constraints enhances the effectiveness of lenient impairment policies when management costs are low and diminishes it otherwise.

我们采用了一个结构模型，该模型赋予了一个银行体系，在这个体系中，不同质量的资产、偶尔具有约束力的信贷限制和监管要求并存，以分析应对经济中到期贷款水平的各种宏观审慎政策的有效性。我们分析了影响银行减值确认的政策设计如何在稳定状态和金融风险驱动的商业周期中影响产出和福利。管理到期贷款的成本、信贷约束、股息策略和治愈率是推动政策取得成果的关键因素。我们的研究结果表明，“少即是多”，即在管理成本足够低的情况下，特别是在与高治愈率相结合的情况下，在损伤识别方面强调更宽松的政策优于更严格的方法。然而，减少对违反监管要求的银行的处罚在很大程度上是无效的，并加剧了不遵守规定的动机。当管理成本较低时，具有约束力的信贷约束的存在增强了宽松减值政策的有效性，否则就会削弱管理成本。

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引用次数: 0

Designing credit-spread driven macroprudential rules 设计信用利差驱动的宏观审慎规则

IF 6.1 2区经济学 Q1 BUSINESS, FINANCE

Journal of Financial Stability

Pub Date : 2025-07-16 DOI: 10.1016/j.jfs.2025.101438

Pauline Gandré , Margarita Rubio

Macroprudential policy is traditionally characterized by countercyclical rules that respond to credit variables. In this paper, we augment these rules with additional indicators, including the credit spread. First, we empirically assess the relevance of the credit spread by showing its correlation with credit booms. Then, we incorporate this variable into a Dynamic Stochastic General Equilibrium (DSGE) model with financial frictions. Using the model, we evaluate the extent to which macroprudential measures that also respond to credit spreads can improve welfare, focusing on both a capital requirement ratio (CRR) rule and a loan-to-value ratio (LTV) rule. We find that credit spreads are particularly useful for credit supply-based measures, while borrower-based measures benefit more from an additional response to house prices. Overall, the augmented rules enhance welfare by reducing output volatility, although this comes at the cost of increased inflation volatility. Finally, we show that the welfare gains from responding to credit spreads are robust to the monetary policy stance in the case of the CRR, while for the LTV rule, they depend on the degree of monetary policy responsiveness to inflation.

宏观审慎政策的传统特点是对信贷变量作出反应的逆周期规则。在本文中，我们用附加指标（包括信用价差）扩充了这些规则。首先，我们通过显示信贷利差与信贷繁荣的相关性来实证评估信贷利差的相关性。然后，我们将该变量纳入具有金融摩擦的动态随机一般均衡（DSGE）模型。使用该模型，我们评估了宏观审慎措施在多大程度上也对信贷息差做出反应，可以改善福利，重点关注资本充足率（CRR）规则和贷款价值比（LTV）规则。我们发现，信贷息差对基于信贷供应的指标特别有用，而基于借款人的指标则更受益于对房价的额外反应。总体而言，增强规则通过降低产出波动性来提高福利，尽管这是以增加通胀波动性为代价的。最后，我们表明，在CRR的情况下，对信贷息差做出反应的福利收益对货币政策立场是稳健的，而对于LTV规则，它们取决于货币政策对通胀的反应程度。

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引用次数: 0

Real estate transaction taxes and credit supply 房地产交易税与信贷供给

IF 6.1 2区经济学 Q1 BUSINESS, FINANCE

Journal of Financial Stability

Pub Date : 2025-07-14 DOI: 10.1016/j.jfs.2025.101436

M. Koetter , P. Marek , A. Mavropoulos

We exploit staggered real estate transaction tax (RETT) hikes across German states to identify the effect on the growth rates of regional house prices and outstanding mortgage loans by all local German banks. The results show that a RETT hike by one percentage point reduces regional house prices by 3%–4%. Furthermore, IV-regressions yield that a 1 percentage point drop in regional house prices induced by a RETT increase leads to a 0.3% decline in regional mortgage lending, particularly among low-capitalized banks in rural regions.

我们利用德国各州交错的房地产交易税（RETT）上调来确定所有德国当地银行对地区房价和未偿还抵押贷款增长率的影响。结果显示，如果将RETT上调1个百分点，地区房价就会下降3% ~ 4%。此外，iv回归表明，由RETT增加引起的区域房价下降1个百分点导致区域抵押贷款下降0.3%，特别是在农村地区的低资本银行中。

引用次数: 0

Dissecting capital flows: Do capital controls shield against foreign shocks? 剖析资本流动：资本管制能抵御外国冲击吗？

IF 6.1 2区经济学 Q1 BUSINESS, FINANCE

Journal of Financial Stability

Pub Date : 2025-07-05 DOI: 10.1016/j.jfs.2025.101433

Kyongjun Kwak , Camilo Granados

To rationalize the increased use of capital flows regulations in recent times, we study the capacity of capital flow management measures (CFMs) to insulate an economy from external shocks. We examine the extent to which CFMs mitigate the effects of US monetary shocks and whether measuring this mitigation at the net or gross level of flows matters. Our analysis is carried out for a panel of emerging market economies and for different disaggregations of the flows. Our results indicate that the level of aggregation matters for evaluating the effects of CFMs, and that analyses with excessively aggregated flows or with only net measures may lead to biases in assessing the insulation features of the CFMs. Furthermore, CFMs have insulation properties that mitigate capital repatriations; however, these are mostly related to risky portfolio and banking flows.

为了使最近增加的资本流动监管合理化，我们研究了资本流动管理措施（cfm）使经济免受外部冲击的能力。我们研究了cfm在多大程度上缓解了美国货币冲击的影响，以及在净流量或总流量水平上衡量这种缓解是否重要。我们的分析是针对一组新兴市场经济体和不同的流动分类进行的。我们的研究结果表明，聚集水平对于评估cfm的效果很重要，并且过度聚集流量或仅使用净测量的分析可能导致评估cfm的绝缘特性的偏差。此外，cfm具有减轻资本回流的绝缘特性；然而，这些大多与高风险的投资组合和银行流动有关。

引用次数: 0

Are listed banks riskier than private banks? 上市银行是否比私人银行风险更大？

IF 6.1 2区经济学 Q1 BUSINESS, FINANCE

Journal of Financial Stability

Pub Date : 2025-07-03 DOI: 10.1016/j.jfs.2025.101435

Hamid Mehran , Ajay Patel , Nonna Sorokina

We shed light on the narrative that listing contributes to risk-taking by examining the risk characteristics of listed BHCs, small enough to be private, against a sample of comparable private BHCs, large enough to be listed, over the 1987–2019 period. We measure our proxies for risk characteristics over different intervals in the sample period to account for the effect of new regulations and variation in the intensity of information production by regulators, markets, and financial firms. We document that listed banks are riskier than private banks over the 22-year sample period. Examining the subperiods, we find that listed banks are riskier than private banks before the crisis, but they may not be as risky following the crisis. While risk increases for all banks during the crisis, the increase in risk for listed banks during the crisis is greater than that for private banks. Our findings are both statistically and economically significant and suggest that financial reforms and regulatory expectations facing banks post-crisis might have contributed to the risk reduction for listed banks relative to private banks.

我们通过对比1987-2019年期间规模小到可以上市的上市必和必拓公司的风险特征，以及规模大到可以上市的可比私人必和必拓公司样本，阐明了上市有助于承担风险的说法。我们测量了样本期内不同间隔的风险特征代理，以解释新法规的影响以及监管机构、市场和金融公司信息生产强度的变化。我们发现，在22年的样本期内，上市银行的风险高于私人银行。通过对各时间段的分析，我们发现，上市银行在危机前的风险高于私人银行，但危机后的风险可能有所降低。虽然危机期间所有银行的风险都在增加，但上市银行在危机期间的风险增加幅度大于私人银行。我们的研究结果在统计和经济上都具有重要意义，并表明金融改革和金融危机后银行面临的监管预期可能有助于上市银行相对于私人银行的风险降低。

引用次数: 0

Systemic risk and oil price volatility shocks 系统性风险与油价波动冲击

IF 6.1 2区经济学 Q1 BUSINESS, FINANCE

Journal of Financial Stability

Pub Date : 2025-06-28 DOI: 10.1016/j.jfs.2025.101432

Ioannis Chatziantoniou , Gonul Colak , Michail Filippidis , George Filis , Panagiotis Tzouvanas

We examine the impact of different types of oil price volatility shocks on firm’s systemic risk using a large panel dataset of US firms. Oil price volatility shocks occur due to changes in supply or demand for oil, or through idiosyncratic fluctuations of oil prices. Our findings indicate that the supply-driven or idiosyncratic oil price volatility shocks reduce systemic risk, whereas demand-driven shocks have the opposite effect. Large-cap and high-beta firms amplify the impact of oil price volatility shocks on firms’ systemic risk. Importantly, firms with extensive supply chain networks exacerbate systemic risk when facing demand-driven oil price volatility shocks.

我们使用美国公司的大型面板数据集检验了不同类型的油价波动冲击对公司系统性风险的影响。石油价格波动冲击是由于石油供需的变化，或由于石油价格的特殊波动而发生的。我们的研究结果表明，供给驱动或特殊的油价波动冲击降低了系统性风险，而需求驱动的冲击具有相反的效果。大盘股和高贝塔系数公司放大了油价波动冲击对公司系统性风险的影响。重要的是，当面临需求驱动的油价波动冲击时，拥有广泛供应链网络的公司会加剧系统性风险。

引用次数: 0

Rapid bank runs and delayed policy responses 银行挤兑迅速，政策反应迟缓

IF 6.1 2区经济学 Q1 BUSINESS, FINANCE

Journal of Financial Stability

Pub Date : 2025-06-16 DOI: 10.1016/j.jfs.2025.101422

Ryuichiro Izumi , Yang Li

The 2023 banking turmoil highlighted how technological advancements have significantly accelerated the speed of bank runs. This paper investigates the impact of these faster bank runs on the effectiveness of policy interventions by interpreting them as a constraint on the relative speed of policy responses. Using a model of bank runs and ex-post policy responses, we examine how delays caused by this constraint affect financial fragility and welfare. We find that while delays exacerbate welfare loss by distorting allocations, they may also decrease fragility by making banks more cautious. We study the optimal level of structural delay, balancing the trade-off between distributional distortions and financial fragility. Furthermore, we extend this model to explore the roles of liquidity regulations and capital injections given such a delay. We show that regulation may be more desirable than a capital injection if the delay is substantial because the benefit of decreased fragility is particularly potent.

2023年的银行业动荡突显了技术进步如何显著加快了银行挤兑的速度。本文研究了这些更快的银行挤兑对政策干预有效性的影响，将其解释为对政策反应相对速度的约束。利用银行挤兑和事后政策反应模型，我们研究了这种约束造成的延迟如何影响金融脆弱性和福利。我们发现，虽然延迟通过扭曲分配加剧了福利损失，但它们也可能通过使银行更加谨慎来降低脆弱性。我们研究了最优的结构延迟水平，平衡了分配扭曲和金融脆弱性之间的权衡。此外，我们扩展了这个模型，以探讨流动性监管和资本注入在这种延迟下的作用。我们表明，如果延迟很大，监管可能比注资更可取，因为降低脆弱性的好处特别强大。

引用次数: 0

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Journal of Financial Stability

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