Detail práce

Macro-prudential policy and banks’ cross-border capital flows

Autor: Mgr. Ilia Rabinovich, BA,
Rok: 2018 - letní
Vedoucí: doc. PhDr. Adam Geršl Ph.D.
Konzultant:
Typ práce: Diplomová
Finance, finanční trhy a bankovnictví
Jazyk: Anglicky
Stránky: 86
Ocenění:
Odkaz: https://is.cuni.cz/webapps/zzp/detail/179405/
Abstrakt: This thesis analyzes spillover effects of prudential policies on cross-border capital flows in the
period from 2000 until 2014 for 64 countries. It estimates the size of the effect, which 9 most
common prudential policy tools had on capital flows based on BIS LBS. The findings show
spillover effect of general capital requirements and consumer credit capital requirements on the
cross-border capital flows. This work provides analysis of spillover effects in several groups of
countries with special accent on CEE countries.

Partneři

Deloitte

Sponzoři

CRIF
McKinsey
Patria Finance
Česká Spořitelna
EY