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A Framework for Analysing and Assessing Cross-Border Spillovers from Macroprudential Policies

Author

Listed:
  • Fahr, Stephan
  • Żochowski, Dawid

Abstract

Macro-prudential measures implemented in individual Member States may have cross-border or cross-sectoral repercussions. This special feature discusses cross-border spillover channels. To limit negative spillover effects, macro-prudential instruments should be applied consistently across countries, and reciprocity agreements must be applied transparently. JEL Classification: G00

Suggested Citation

  • Fahr, Stephan & Żochowski, Dawid, 2015. "A Framework for Analysing and Assessing Cross-Border Spillovers from Macroprudential Policies," Financial Stability Review, European Central Bank, vol. 1.
    • Handle: RePEc:ecb:fsrart:2015:0001:1
    Note: 373346
    as

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    File URL: https://www.ecb.europa.eu//pub/pdf/fsr/art/ecb.fsrart201505_01.en.pdf
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    Citations

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    Cited by:

    1. Franch, Fabio & Nocciola, Luca & Żochowski, Dawid, 2021. "Cross-border effects of prudential regulation: Evidence from the euro area," Journal of Financial Stability, Elsevier, vol. 53(C).
    2. Lorenz Emter & Martin Schmitz & Marcel Tirpák, 2019. "Cross-border banking in the EU since the crisis: What is driving the great retrenchment?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 155(2), pages 287-326, May.
    3. Hałaj, Grzegorz, 2018. "System-wide implications of funding risk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 1151-1181.
    4. Financial Stability Committee, Task Force on cross-border Spillover Effects of macroprudential measures & Kok, Christoffer & Reinhardt, Dennis, 2020. "Cross-border spillover effects of macroprudential policies: a conceptual framework," Occasional Paper Series 242, European Central Bank.
    5. Cabral, Inês & Detken, Carsten & Fell, John & Henry, Jérôme & Hiebert, Paul & Kapadia, Sujit & Pires, Fatima & Salleo, Carmelo & Constâncio, Vítor & Nicoletti Altimari, Sergio, 2019. "Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies," Occasional Paper Series 227, European Central Bank.

    More about this item

    Keywords

    cross-border repercussion; financial stability; spillover channels;
    All these keywords.

    JEL classification:

    • G00 - Financial Economics - - General - - - General

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