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. |
