Macro-prudential policy and its instruments презентация

Содержание

Macro-prudential policy and its instruments Overview Introduction Macro-prudential toolkit Macro-prudential instruments in European banking regulation Transmission mechanisms and channels

Слайд 1Macro-prudential policy and its instruments
Peter Spicka, Senior Adviser for Banking Supervision

and Financial Stability

The views expressed in this presentation are those of the author and do not necessarily reflect the official views of the Deutsche Bundesbank


Слайд 2Macro-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 3Macro-prudential policy and its instruments Introduction – Evolution of systemic risk
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Слайд 4Macro-prudential policy and its instruments Introduction – Evolution of systemic risk
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Слайд 5Macro-prudential policy and its instruments Introduction – Benefits and costs of using

instruments

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Slide

Source: BIS (2012)


Слайд 6Macro-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 7Macro-prudential toolkit General considerations
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Слайд 8Macro-prudential toolkit Types of instruments
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Слайд 9Macro-prudential toolkit ”Soft” instruments
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Слайд 10Macro-prudential toolkit ”Hard” (policy) instruments
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Слайд 11Macro-prudential toolkit ”Hard” (policy) instruments
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Слайд 12Macro-prudential toolkit Conclusions
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Слайд 13Macro-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 14Macro-prudential instruments International perspective
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Слайд 15Macro-prudential instruments International perspective: Basel III phase-in arrangements
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Слайд 16Macro-prudential instruments European perspective
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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 17Macro-prudential instruments Capital requirements in CRD IV / CRR
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Слайд 18Macro-prudential instruments Capital requirements in CRD IV
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Слайд 19A macro-prudential policy framework for Europe The instruments under the CRD IV/CRR

for macro-prudential use

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Slide

Source: ESRB (2014)


Слайд 20Macro-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 21Transmission mechanisms and channels Transmission map of raising capital or provisioning requirements
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Source: ESRB (2014)


Слайд 22Transmission mechanisms and channels Transmission map of raising sectoral capital requirements
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Source:

ESRB (2014)

Слайд 23Transmission mechanisms and channels Transmission map of a tightening of the LTV,

LTI and DSTI limits

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Source: ESRB (2014)


Слайд 24Transmission mechanisms and channels Transmission map for the use of liquidity instruments
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Source: ESRB (2014)


Слайд 25Macro-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 26General overview Relative frequency of use of measures by Member State (percentages)
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Слайд 27Measures to address excessive credit growth and leverage Relative frequency of use

of various types of measures (percentages)

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Слайд 28Thank you very much for your attention!
Contact: Peter.Spicka@bundesbank.de


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