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  6. MACRO-PRUDENTIAL POLICY AND SYSTEMIC RIS ...

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MACRO-PRUDENTIAL POLICY AND SYSTEMIC RISK: A STRUCTURAL APPROACH
Volume 83, Issue 2 (2019), pp. 20–34
Eduardas Freitakas   Inga Urbonavičiūtė  

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https://doi.org/10.15181/tbb.v83i2.2061
Pub. online: 4 August 2022      Type: Article      Open accessOpen Access

Published
4 August 2022

Abstract

The aim of this paper is to provide a structural review by analysing aspects of the relationship between prudential policy and systemic risk. It addresses the current research challenges associated with a lack of macro-prudential policy formalisation, guidance regarding its implementation and effectiveness measurement. Given the rising levels of interconnectedness between financial markets, the paper addresses the potential contagion or spill-over effects that foster change in systemic risk, especially in the case of market size differences. Finally, the paper discusses challenges associated with macro versus micro-prudential policy implementation, addressing difficulties in the measurement of systemic risk.

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Keywords
systemic risk macro-prudential policy financial stability contagion

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