Macro-prudential policy and its instruments презентация

Октябрь 26, 2021

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Macro-prudential policy and its instruments

Содержание

2. Macro-prudential policy and its instruments Overview Introduction Macro-prudential toolkit Macro-prudential instruments in European banking regulation Transmission
3. Macro-prudential policy and its instruments Introduction – Evolution of systemic risk 27/04/2016 Slide
4. Macro-prudential policy and its instruments Introduction – Evolution of systemic risk 27/04/2016 Slide
5. Macro-prudential policy and its instruments Introduction – Benefits and costs of using instruments 27/04/2016 Slide Source:
6. Macro-prudential policy and its instruments Overview Introduction Macro-prudential toolkit Macro-prudential instruments in European banking regulation Transmission
7. Macro-prudential toolkit General considerations 27/04/2016 Slide
8. Macro-prudential toolkit Types of instruments 27/04/2016 Slide
9. Macro-prudential toolkit ”Soft” instruments 27/04/2016 Slide
10. Macro-prudential toolkit ”Hard” (policy) instruments 27/04/2016 Slide
11. Macro-prudential toolkit ”Hard” (policy) instruments 27/04/2016 Slide
12. Macro-prudential toolkit Conclusions 27/04/2016 Slide
13. Macro-prudential policy and its instruments Overview Introduction Macro-prudential toolkit Macro-prudential instruments in European banking regulation Transmission
14. Macro-prudential instruments International perspective 27/04/2016 Slide
15. Macro-prudential instruments International perspective: Basel III phase-in arrangements 27/04/2016 Slide
16. Macro-prudential instruments European perspective 27/04/2016 Slide Basel III is implemented in the EU through a directive
17. Macro-prudential instruments Capital requirements in CRD IV / CRR 27/04/2016 Slide
18. Macro-prudential instruments Capital requirements in CRD IV 27/04/2016 Slide
19. A macro-prudential policy framework for Europe The instruments under the CRD IV/CRR for macro-prudential use 27/04/2016
20. Macro-prudential policy and its instruments Overview Introduction Macro-prudential toolkit Macro-prudential instruments in European banking regulation Transmission
21. Transmission mechanisms and channels Transmission map of raising capital or provisioning requirements 27/04/2016 Slide Source: ESRB
22. Transmission mechanisms and channels Transmission map of raising sectoral capital requirements 27/04/2016 Slide Source: ESRB (2014)
23. Transmission mechanisms and channels Transmission map of a tightening of the LTV, LTI and DSTI limits
24. Transmission mechanisms and channels Transmission map for the use of liquidity instruments 27/04/2016 Slide Source: ESRB
25. Macro-prudential policy and its instruments Overview Introduction Macro-prudential toolkit Macro-prudential instruments in European banking regulation Transmission
26. General overview Relative frequency of use of measures by Member State (percentages) 27/04/2016 Slide
27. Measures to address excessive credit growth and leverage Relative frequency of use of various types of
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Слайд 2

Macro-prudential policy and its instruments Overview
Introduction
Macro-prudential toolkit
Macro-prudential instruments in European banking

regulation
Transmission mechanisms and channels
Review of initial experiences

27/04/2016

Slide

Слайд 3

Macro-prudential policy and its instruments Introduction – Evolution of systemic risk
27/04/2016
Slide

Слайд 4

Macro-prudential policy and its instruments Introduction – Evolution of systemic risk
27/04/2016
Slide

Слайд 5

Macro-prudential policy and its instruments Introduction – Benefits and costs of using

instruments

27/04/2016

Slide

Source: BIS (2012)

Слайд 6

Macro-prudential policy and its instruments Overview
Introduction
Macro-prudential toolkit
Macro-prudential instruments in European banking

regulation
Transmission mechanisms and channels
Review of initial experiences

27/04/2016

Slide

Слайд 7

Macro-prudential toolkit General considerations
27/04/2016
Slide

Слайд 8

Macro-prudential toolkit Types of instruments
27/04/2016
Slide

Слайд 9

Macro-prudential toolkit ”Soft” instruments
27/04/2016
Slide

Слайд 10

Macro-prudential toolkit ”Hard” (policy) instruments
27/04/2016
Slide

Слайд 11

Macro-prudential toolkit ”Hard” (policy) instruments
27/04/2016
Slide

Слайд 12

Macro-prudential toolkit Conclusions
27/04/2016
Slide

Слайд 13

Macro-prudential policy and its instruments Overview
Introduction
Macro-prudential toolkit
Macro-prudential instruments in European banking

regulation
Transmission mechanisms and channels
Review of initial experiences

27/04/2016

Slide

Слайд 14

Macro-prudential instruments International perspective
27/04/2016
Slide

Слайд 15

Macro-prudential instruments International perspective: Basel III phase-in arrangements
27/04/2016
Slide

Слайд 16

Macro-prudential instruments European perspective
27/04/2016
Slide
Basel III is implemented in the EU through

a directive and a regulation (CRD IV/CRR)

Temporary tightening of supervisory requirements at national level, including:
Capital requirements
Risk weights
Disclosure obligations
Liquidity requirements
Systemic risk buffer
Countercyclical buffer

Слайд 17

Macro-prudential instruments Capital requirements in CRD IV / CRR
27/04/2016
Slide

Слайд 18

Macro-prudential instruments Capital requirements in CRD IV
27/04/2016
Slide

Слайд 19

A macro-prudential policy framework for Europe The instruments under the CRD IV/CRR

for macro-prudential use

27/04/2016

Slide

Source: ESRB (2014)

Слайд 20

Macro-prudential policy and its instruments Overview
Introduction
Macro-prudential toolkit
Macro-prudential instruments in European banking

regulation
Transmission mechanisms and channels
Review of initial experiences

27/04/2016

Slide

Слайд 21

Transmission mechanisms and channels Transmission map of raising capital or provisioning requirements
27/04/2016
Slide

Source: ESRB (2014)

Слайд 22

Transmission mechanisms and channels Transmission map of raising sectoral capital requirements
27/04/2016
Slide
Source:

ESRB (2014)

Слайд 23

Transmission mechanisms and channels Transmission map of a tightening of the LTV,

LTI and DSTI limits

27/04/2016

Slide

Source: ESRB (2014)

Слайд 24

Transmission mechanisms and channels Transmission map for the use of liquidity instruments
27/04/2016
Slide

Source: ESRB (2014)

Слайд 25

Macro-prudential policy and its instruments Overview
Introduction
Macro-prudential toolkit
Macro-prudential instruments in European banking

regulation
Transmission mechanisms and channels
Review of initial experiences

27/04/2016

Slide

Слайд 26

General overview Relative frequency of use of measures by Member State (percentages)
27/04/2016
Slide

Слайд 27

Measures to address excessive credit growth and leverage Relative frequency of use

of various types of measures (percentages)

27/04/2016

Slide