Relevant bibliographies by topics / Monetary and credit risk

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Monetary and credit risk'

Author: Grafiati
Published: 28 May 2022
Last updated: 31 July 2025

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Journal articles on the topic "Monetary and credit risk"

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Satria, Doni, and Solikin M. Juhro. "RISK BEHAVIOR IN THE TRANSMISSION MECHANISM OF MONETARY POLICY IN INDONESIA." Buletin Ekonomi Moneter dan Perbankan 13, no. 3 (2011): 243–70. http://dx.doi.org/10.21098/bemp.v13i3.393.

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This study explores interconnections between risk behaviour in the financial sector, particularly banking sector, with monetary policy stance. Referring Bernanke and Blinder (1988) modified model for analyzing the bank credit behavior, we develop an empirical model to test the role of risk behaviour in monetary policy transmission mechanism. Vector Error Correction Model are applied to test the significance of interaction between risk variables and monetary policy stance in the short run dynamics of credit behavior around its long-run cointegration with real GDP. Some empirical results emerge
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Kitsu, Yuriy, Oleg V. Sokolinskiy, and Jonathan H. Wright. "Market Effects of Central Bank Credit Markets Support Programs in Europe." International Finance Discussion Paper 2022, no. 1357 (2022): 1–37. http://dx.doi.org/10.17016/ifdp.2022.1357.

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Using responses of credit default swap indexes to ECB monetary policy announcements, we isolate a novel credit policy component of monetary policy surprises. We examine how such unconventional monetary policy surprises affect investor perceptions of credit risk and the functioning of primary corporate debt markets. Favorable credit surprises cause declines in uncertainty about credit risk and suggest a more stable outlook on its dynamics over the following months. Both net and gross corporate bond issuance increase as a result of favorable credit surprises, with the largest response in investm
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Wijaya, Miryam B. Lilian, Gema Adi Wibisana, and Chandra Utama. "The Impact of Central Bank Policy Mix on Banking Risk Behavior." Signifikan: Jurnal Ilmu Ekonomi 14, no. 1 (2025): 1–16. https://doi.org/10.15408/sjie.v14i1.41334.

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Research Originality: The study investigates the impact of a coordinated policy mix on Banking Risk Behavior in creating credit.Research Objectives: This research aims to determine the effect of the policy mix on lending and the role of risk behavior in Indonesia.Research Methods: We use the Structural Vector Autoregression (SVAR) estimation technique for data 2012Q1-2021Q3.Empirical Results: The study found that monetary policy does not affect credit directly through credit interest rates. Monetary policy affects credit indirectly through its ability to influence an internal variable of banks
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Anderson, Gareth, and Ambrogio Cesa-Bianchi. "Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity." American Economic Journal: Macroeconomics 16, no. 3 (2024): 417–46. http://dx.doi.org/10.1257/mac.20210455.

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Firms with high leverage experience a more pronounced increase in credit spreads than firms with low leverage in response to a monetary policy tightening. A large fraction of this increase is due to a component of credit spreads that is in excess of firms’ expected default risk. A stylized heterogeneous firm model with default risk, financially constrained intermediaries, and segmented financial markets is able to account for these facts. Our findings imply that financial intermediaries play an important role in shaping the transmission of monetary policy to firm-level outcomes. (JEL D22, E43,
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PRAO, Yao Séraphin, Brou Emmanuel AKA, and N’guessan Ferdinand Nicaise DJA. "Threshold Effect in the Bank Lending Channel of Monetary Policy Transmission and the Role of Bank Portfolio Deterioration: A PSTR Specification in the WAEMU Zone." International Research in Economics and Finance 7, no. 1 (2023): 1. http://dx.doi.org/10.20849/iref.v7i1.1355.

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The objective of this paper is to analyse the influence of monetary policy on credit supply in the WAEMU zone over the period 1996-2017. The study focuses on the WAEMU countries, except for Guinea-Bissau, due to the unavailability of sufficient data. We apply the Panel Smooth Transition Regression (PSTR) model of Gonzalez et al. (2005). The results reveal the non-linearity of the link between monetary policy and credit supply. There is a threshold of credit risk exposure of 8.726% above which monetary policy loses its effectiveness. Indeed, monetary policy has a positive effect on the supply o
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Ambawani, Firdaina Nanda Puan, and Agung Wahyudi. "Pengaruh Kebijakan Moneter dan Makroprudensial terhadap Risiko Kredit di Bank Umum Syariah Periode 2018-2022." Jurnal Ilmiah Ekonomi Islam 10, no. 1 (2024): 130. http://dx.doi.org/10.29040/jiei.v10i1.11749.

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Abstract 
 The impact of the financial crisis at the end of 2008 resulted in the financial sector losing its ability to mitigate risk, in turn causing increased credit risk. The aim of the study is, of course, to understand the impact of monetary policy and macroprudential on credit risks in Indonesia's non-allocation financing (NPF). The study USES the data panel that has been processed through eviews 10 and applied with multiple linear regression analysis, specifying five different types of cellular general Banks that fit the criteria as a sample of observation during the 2018-2022 peri
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Fratzscher, Marcel, and Malte Rieth. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area*." Review of Finance 23, no. 4 (2018): 745–75. http://dx.doi.org/10.1093/rof/rfy024.

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Abstract The article analyses the empirical relationship between bank credit risk and sovereign credit risk in the euro area, using a system of simultaneous equations identified through heteroskedasticity. We first confirm a two-way causality between both risks, which amplifies initial credit risk shocks. We also document significant credit risk spillovers between sovereigns and banks in the periphery and the core countries. The article then focuses on the impact of ECB non-standard monetary policy and bank bailout policies. We show that bailouts have reduced both risks. Monetary policy lowere
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Oladimeji, Ebenezer O., Ebenezer Bowale, and Henry Okodua. "How Effective Is the Monetary Policy on the Real Sector in Nigeria?" Research in World Economy 11, no. 5 (2020): 388. http://dx.doi.org/10.5430/rwe.v11n5p388.

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In the past few years, the real sector became an area of interest in scholarly and public intellectual discuss, towards a sustainable performance of the Nigerian economy. Successive governments also realized the need to diversify the economy from high dependence on oil into deepening the real sector, through monetary policy that allows more credit flow to the real sector. In a quest to reconcile the current state of the Nigerian real sector with the renewed efforts of the government and the monetary authority to revamp the sector, this study investigated the effectiveness of this process and r
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Peykani, Pejman, Mostafa Sargolzaei, Amir Takaloo, and Negin Sanadgol. "Investigating the monetary policy risk channel based on the dynamic stochastic general equilibrium model: Empirical evidence from Iran." PLOS ONE 18, no. 10 (2023): e0291934. http://dx.doi.org/10.1371/journal.pone.0291934.

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Investigating the credit channel and monetary policy risk channel in Iran’s economy is the aim of this article. According to empirical studies, expansionary monetary policy increases the risk of banks, and on the other hand, the risk of banks affects economic activities and price levels. In order to investigate the mechanism of the credit channel and the risk channel (as a new channel), the effect of monetary policy on real variables and price levels in Iran’s economy, the Dynamic Stochastic General Equilibrium (DSGE) model has been used by entering the information of the banking system and co
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Bauer, Michael D., Ben S. Bernanke, and Eric Milstein. "Risk Appetite and the Risk-Taking Channel of Monetary Policy." Journal of Economic Perspectives 37, no. 1 (2023): 77–100. http://dx.doi.org/10.1257/jep.37.1.77.

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Monetary policy affects financial markets and the broader economy in part by changing the risk appetite of investors. This article provides new evidence for this so-called risk-taking channel of monetary policy by revisiting and extending event-study analysis of Federal Open Market Committee announcements. We document significant effects of unexpected monetary policy changes on risk indicators drawn from equity, fixed-income, credit, and foreign exchange markets. We develop a new index of risk appetite based on the common component of these indicators. Surprise monetary easing leads to strong
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Dissertations / Theses on the topic "Monetary and credit risk"

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Nam, Min-Ho. "Essays on housing and monetary policy." Thesis, University of St Andrews, 2013. http://hdl.handle.net/10023/3681.

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This thesis, motivated by my reflections about the failings of monetary policy implementation as a cause of the sub-prime crisis, attempts to answer the following inquiries: (i) whether interest rates have played a major role in generating the house price fluctuations in the U.S., (ii) what are the effects of accommodative monetary policy on the economy given banks' excessive risk-taking, and (iii) whether an optimal monetary policy rule can be found for curbing credit-driven economic volatilities in the model economy with unconventional transmission channels operating. By using a decompositio
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De, Menna Bruno. "Essays on the Risk-Taking Channel of Monetary Policy Transmission in the Euro Area." Thesis, Toulouse 1, 2020. http://www.theses.fr/2020TOU10021.

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La thèse s'inscrit dans les débats en macroéconomie bancaire dédiés au canal de prise de risque par transmission de la politique monétaire. Ainsi, j'aborde cette problématique sous trois angles différents au sein du secteur bancaire de la zone euro, et mobilise de multiples stratégies d'évaluation qui contribuent à une meilleure compréhension de l'impact de la politique monétaire sur le risque de crédit. Premièrement, j'étudie comment le canal de prise de risque de la politique monétaire interagit avec le niveau d'endettement des établissements bancaires après la crise des subprimes. Sur base
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Костюченко, К. М. "Грошово-кредитна система України: ризики та загрози на сучасному етапі". Thesis, Видавництво СумДУ, 2011. http://essuir.sumdu.edu.ua/handle/123456789/12451.

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ANSELMI, GIULIO. "ESSAYS ON OPTION IMPLIED VOLATILITY RISK MEASURES FOR BANKS." Doctoral thesis, Università Cattolica del Sacro Cuore, 2016. http://hdl.handle.net/10280/10402.

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La tesi comprende tre saggi sul ruolo della volatilità implicita per le banche. La tesi è organizzata in tre capitoli. Capitolo I - studia il ruolo di skew e spread della volatilità implicita nel determinare i rendimenti delle azioni bancarie. Capitolo II - analizza gli effetti degli skew della volatilità implicita e della realized volatility sulla leva finanziaria delle banche. Capitolo III - si focalizza sul rapporto tra il coefficiente di liquidità delle banche e le misure per il rischio estratte dalla volatilità (skew, spread, realized volatility).<br>The thesis comprehends three essays on
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ANSELMI, GIULIO. "ESSAYS ON OPTION IMPLIED VOLATILITY RISK MEASURES FOR BANKS." Doctoral thesis, Università Cattolica del Sacro Cuore, 2016. http://hdl.handle.net/10280/10402.

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La tesi comprende tre saggi sul ruolo della volatilità implicita per le banche. La tesi è organizzata in tre capitoli. Capitolo I - studia il ruolo di skew e spread della volatilità implicita nel determinare i rendimenti delle azioni bancarie. Capitolo II - analizza gli effetti degli skew della volatilità implicita e della realized volatility sulla leva finanziaria delle banche. Capitolo III - si focalizza sul rapporto tra il coefficiente di liquidità delle banche e le misure per il rischio estratte dalla volatilità (skew, spread, realized volatility).<br>The thesis comprehends three essays on
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Vlazneva, Anna. "Kreditní riziko měnových operací centrální banky." Master's thesis, Vysoká škola ekonomická v Praze, 2014. http://www.nusl.cz/ntk/nusl-194147.

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The current thesis titled "Credit risk of central bank foreign exchange operations" aims to explain the concept of credit risk and its types from theoretical perspective and to define sources of credit risk that are specific for central banks and which arise from central bank's operations. It also aims at the analysis of possible methods of credit risk limitation. The practical part of this thesis is dedicated to the study of specific sources of credit risk as well as methods of credit risk management which are presented on the examples of the central banks of Great Britain, Japan and the Euro
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PIFFER, MICHELE. "Saggi sul Credito e la Macroeconomia." Doctoral thesis, Università Cattolica del Sacro Cuore, 2012. http://hdl.handle.net/10280/1268.

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In questa tesi si sostiene che il meccanismo di trasmissione della politica monetaria nasconde un canale di trasmissione del rischio, e che una politica monetaria espansiva non solo aumenta l’offerta di credito ma anche la propensione delle banche a prendere rischio. I modelli macroeconomici esistenti non sono adatti ad identificare questo meccahismo, visto che o non incorporano un settore bancario, oppure si concentrano sull’amplificazione finanziaria dopo una crisi piuttosto che sulla presa del rischio prima delle crisi. La tesi propone un semplice modello in cui il rischio di credito e di i
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PIFFER, MICHELE. "Saggi sul Credito e la Macroeconomia." Doctoral thesis, Università Cattolica del Sacro Cuore, 2012. http://hdl.handle.net/10280/1268.

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In questa tesi si sostiene che il meccanismo di trasmissione della politica monetaria nasconde un canale di trasmissione del rischio, e che una politica monetaria espansiva non solo aumenta l’offerta di credito ma anche la propensione delle banche a prendere rischio. I modelli macroeconomici esistenti non sono adatti ad identificare questo meccahismo, visto che o non incorporano un settore bancario, oppure si concentrano sull’amplificazione finanziaria dopo una crisi piuttosto che sulla presa del rischio prima delle crisi. La tesi propone un semplice modello in cui il rischio di credito e di i
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Meuller, L. "Essays on money and credit." Göteborg : L. Meuller, 2000. http://catalog.hathitrust.org/api/volumes/oclc/45806229.html.

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Neal, Penelope. "Monetary policy, credit rationing and uncertainty /." Title page, contents and abstract only, 1996. http://web4.library.adelaide.edu.au/theses/09PH/09phn342.pdf.

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Books on the topic "Monetary and credit risk"

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Felushko, Ryan. The International Monetary Fund's balance-sheet and credit risk. Bank of Canada, 2006.

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Drüen, Jörg. Wachstumspolitische Aspekte der Umsetzung von Basel II. Metropolis, 2007.

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Fender, Ingo. The impact of corporate risk management on monetary policy transmission: Some empirical evidence. Bank for International Settlements, Monetary and Economic Dept., 2000.

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Fender, Ingo. Corporate hedging: The impact of financial derivatives on the broad credit channel of monetary policy. Bank for International Settlements, Monetary and Economic Dept., 2000.

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Melitz, Jacques. Interregional and international risk sharing and lessons for EMU. European University Institute, Robert Schuman Centre, 2000.

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Oka, Chikako. Anticipating arrears to the IMF: Early warning systems. International Monetary Fund, Treasurer's Dept., 2003.

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Bol, Georg, Gholamreza Nakhaeizadeh, Svetlozar T. Rachev, Thomas Ridder, and Karl-Heinz Vollmer, eds. Credit Risk. Physica-Verlag HD, 2003. http://dx.doi.org/10.1007/978-3-642-59365-9.

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Wagner, Niklas. Credit Risk. Taylor and Francis, 2008.

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Gourio, François. Credit risk and disaster risk. National Bureau of Economic Research, 2011.

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He, Zhiguo. Rollover risk and credit risk. National Bureau of Economic Research, 2010.

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Book chapters on the topic "Monetary and credit risk"

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Vanacore, Stefania. "Credit Risk Management: Rationing vs Credit Derivatives and Consequences for Financial Stability." In Advances in Monetary Policy and Macroeconomics. Palgrave Macmillan UK, 2007. http://dx.doi.org/10.1057/9780230800762_5.

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Durand, Jean-Jacques. "Money, Credit and Monetary Dynamics in Maurice Allais’ Work." In Markets, Risk and Money. Springer Netherlands, 1995. http://dx.doi.org/10.1007/978-94-011-0780-8_15.

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Bindseil, Ulrich, and Alessio Fotia. "Conventional Monetary Policy." In Introduction to Central Banking. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-70884-9_3.

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AbstractThis chapter introduces conventional monetary policy, i.e. monetary policy during periods of economic and financial stability and when short-term interest rates are not constrained by the zero lower bound. We introduce the concept of an operational target of monetary policy and explain why central banks normally give this role to the short-term interbank rate. We briefly touch macroeconomics by outlining how central banks should set interest rates across time to achieve their ultimate target, e.g. price stability, and we acknowledge the complications in doing so. We then zoom further i
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Mayer, Manuel, and Stephan Sauer. "Are Through-the-Cycle Credit Risk Models a Beneficial Macro-Prudential Policy Tool?" In Monetary Policy, Financial Crises, and the Macroeconomy. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-56261-2_10.

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Gumata, Nombulelo, and Eliphas Ndou. "The Banking Risk-Taking Channel of Monetary Policy in South Africa." In Bank Credit Extension and Real Economic Activity in South Africa. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-43551-0_15.

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Salifu, Mubarik, Mohammed Gbanja Abdulai, William Angko, Paul Bata Domanban, Ibrahim Nandom Yakubu, and Saani Mohammed Ridwan. "The Effect of Monetary Policy and Global Economic Policy Uncertainty on Bank Credit Risk." In Sustainable Development Goals Series. Springer Nature Switzerland, 2025. https://doi.org/10.1007/978-3-031-80744-2_17.

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Gmür, David. "Mehr Sicherheit mit zentraler Bankenaufsicht." In Die Wirtschaft im Wandel. Springer Fachmedien Wiesbaden, 2021. http://dx.doi.org/10.1007/978-3-658-31735-5_9.

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ZusammenfassungDie Wirtschaft braucht Kredit, und die Gesellschaft mehr Sicherheit. Die Banken müssen in der Kreditvergabe auf Ertrag und Risiko gleichzeitig achten. Damit die Regulierung effektiven Schutz bieten kann, muss die Bankenaufsicht die Einhaltung der Vorschriften überwachen und frühzeitig das Entstehen übermässiger Risiken aufdecken. In der Bankenunion kann eine zentrale Aufsicht eher für gleich lange Spiesse im europaweiten Wettbewerb der Banken sorgen, kann unabhängiger als nationale Aufsichtsbehörden agieren, und dank besserer Ressourcen auch komplexe Grossbanken wirksam beaufsic
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Ghymers, Christian. "Systemic Potential Aspects of CBDCs." In United Nations University Series on Regionalism. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-68475-3_13.

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AbstractCentral Bank Digital Currencies (CBDCs) appear as a necessary step for preserving monetary sovereignty and seizing the benefits of digitalization for the efficiency of payments and financial inclusion. Their blockchain technology permits significantly faster, safer, cheaper payments than cash or bank accounts, particularly for cross-border payments. They will probably affect bank profitability, increasing competition for funding them and they will also increase the effects of interest rate adjustments on the economy (higher efficiency of monetary policy). But, more importantly, CBDCs c
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Pasquale, Frank. "Humans Judged by Machines: The Rise of Artificial Intelligence in Finance, Insurance, and Real Estate." In Robotics, AI, and Humanity. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-54173-6_10.

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AbstractThere are opportunities but also worrisome trends as AI is applied in finance, insurance, and real estate. In these domains, persons are increasingly assessed and judged by machines. The financial technology (Fintech) landscape ranges from automation of office procedures, to new approaches for storing and transferring value, to the granting of credit. The Fintech landscape can be separated into “incrementalist Fintech” and “futurist Fintech.” Incrementalist Fintech uses data, algorithms, and software to complement professionals who perform traditional tasks of existing financial instit
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Deutsch, Hans-Peter, and Mark W. Beinker. "Credit Risk." In Derivatives and Internal Models. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-22899-6_20.

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Conference papers on the topic "Monetary and credit risk"

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Zhang, Jian, Xiaoyang He, Jian Li, Xuan Hui, Ye Han, and Benhua Qian. "A Distributed Adjustable Resource Credit Risk Evaluation Model Based on Behavior-Credit-Risk Transmission Mechanism." In 2024 IEEE 8th Conference on Energy Internet and Energy System Integration (EI2). IEEE, 2024. https://doi.org/10.1109/ei264398.2024.10990731.

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Chafale, Jay H., Renuka S. Wadetwar, Dhanashree M. Giriya, Sagarkumar Badhiye, Pradnya Borkar, and Snehal Shinde. "Credit Risk Analysis using Machine Learning." In 2024 8th International Conference on Computing, Communication, Control and Automation (ICCUBEA). IEEE, 2024. https://doi.org/10.1109/iccubea61740.2024.10774950.

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L, Taranath N., and Geetha A. "Credit Risk Evaluation using Decision Support System." In 2024 Second International Conference on Advances in Information Technology (ICAIT). IEEE, 2024. http://dx.doi.org/10.1109/icait61638.2024.10690699.

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Tofayel Gonee Manik, Mia Md, Abu Saleh Muhammad Saimon, Md Shafiqul Islam, Mohammad Moniruzzaman, Evha Rozario, and Md Ekrim Hossin. "Big Data Analytics for Credit Risk Assessment." In 2025 International Conference on Machine Learning and Autonomous Systems (ICMLAS). IEEE, 2025. https://doi.org/10.1109/icmlas64557.2025.10967667.

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Taştan, Buket, and Kenan Terzioğlu. "Environmental Degradation: Monetary Transmission Mechanism and CO2 Emission." In International Conference on Eurasian Economies. Eurasian Economists Association, 2021. http://dx.doi.org/10.36880/c13.02552.

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As a result of recent changes in traditional risk perception accompanying industrialization and technology, global economic risks are increasingly based on the climate. While risks are considered using a two-dimensional approach in traditional risk perception, risk structures occur in a chain under globalization. In the concept of sustainability, environmental degradation and economic growth establish the link between environmental degradation and other macroeconomic variables. Monetary transmission channels—including the interest, exchange rate, asset price, credit, and expectation channels—i
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Johnson, Clark. "Understanding the Great Financial Crisis, 2007-2009." In 7th World Conference on Business, Management, Finance, Economics, and Marketing. Eurasia Conferences, 2025. https://doi.org/10.62422/978-81-981590-7-6-005.

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16-18 years later, let's summarize what happened. The GFC began as a financial crisis, with widening credit risk spreads and very sloppy asset management on the part of banks and non-bank financial institutions. The Fed incorrectly treated the problem as one of inadequate liquidity (that is, as "monetary"), rather than of counter-party risk. Easy money led the dollar to weaken to its lowest-ever exchange against the euro, while commodity prices soared -- nevertheless, credit risk spreads remained high. A pattern emerged (still not resolved in many accounts) of different monetary measures point
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Gowda, Vikas Thammanna. "Credit Card Fraud Detection using Supervised and Unsupervised Learning." In 2nd International Conference on Machine Learning &Trends (MLT 2021). AIRCC Publishing Corporation, 2021. http://dx.doi.org/10.5121/csit.2021.111107.

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In the present monetary situation, credit card use has gotten normal. These cards allow the user to make payments online and even in person. Online payments are very convenient, but it comes with its own risk of fraud. With the expanding number of credit card users, frauds are also expanding at the same rate. Some machine learning algorithms can be applied to tackle this problem. In this paper an evaluation of supervised and unsupervised machine learning algorithms has been presented for credit card fraud detection.
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Septiavin, Qori’atul, Cintya Nisa, Feberianto Sipayung, Kelvin Situmorang, Fakhrur Rozi, and Nursechafia Nursechafia. "Analysis of The Credit Crunch Phenomenon during the Covid-19 Period in Indonesia: Demand, Supply, and Monetary Policy Approach." In Proceedings of the 1st International Conference on Contemporary Risk Studies, ICONIC-RS 2022, 31 March-1 April 2022, South Jakarta, DKI Jakarta, Indonesia. EAI, 2022. http://dx.doi.org/10.4108/eai.31-3-2022.2320945.

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de Novellis, Gennaro, Paola Musile Tanzi, and Elena Stanghellini. "A Systemic Risk Indicator for Leveraged Finance Exposure in the Banking System." In Challenges in Economics and Business in the Post-COVID Times. University of Maribor Press, 2022. http://dx.doi.org/10.18690/um.epf.5.2022.19.

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In recent years, the context of the banking system,characterised by expansive monetary policies, has boosted the investments in leveraged loans. The COVID-19 pandemic brought the first real slowdown of the global economy since the financial crisis of 2007-08, and the growth of the leveraged loan market has been subject to significant attention from the competent authorities. Banks have remained solid despite the adverse outlook, however, the banking landscape continues to be impacted by the uncertainty relating to the evolution of the pandemic. The original sample for this paper, made up of le
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Cseh, Balazs, and Jozsef Varga. "The Comparative Analysis of the Alternative Crisis Management Models of the Islamic- and Christian-Based Bank System." In International Conference on Eurasian Economies. Eurasian Economists Association, 2016. http://dx.doi.org/10.36880/c07.01788.

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There is an increasing demand for investments based on religious basics since these ethical investments mean much more stable financial chances. The economic and financial risk of a fragmented reserve banking system has become obvious by the failure of the neoliberal market economy. Therefore, world economy has to reform the entire credit and bank system that could only be achieved by alternative methods. The Islamic bank is a particularly young alternative opportunity that is based on more equitable and moral principles. However, bringing back the Christian-based banking system that looks bac
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Reports on the topic "Monetary and credit risk"

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Galán, Jorge E. Macroprudential policy and the tail risk of credit growth. Banco de España, 2025. https://doi.org/10.53479/38957.

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I show that macroprudential policy has significant heterogeneous and time-varying effects on the credit growth distribution. These effects are particularly evident in reducing rightward skewness during expansionary periods of the financial cycle, thereby mitigating the upside risk of credit growth. Conversely, during financial crises, the relaxation of macroprudential policy positively impacts the left tail, reducing the risk of severe credit contractions. These findings align with previously documented benefits of macroprudential policy on the downside risk of GDP growth, providing evidence o
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Morales, Paola, Daniel Osorio-Rodíguez, Juan S. Lemus-Esquivel, and Miguel Sarmiento. The internationalization of domestic banks and the credit channel of monetary policy. Banco de la República, 2021. http://dx.doi.org/10.32468/be.1181.

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How does the expansion of domestic banks in international markets affect the bank lending channel of monetary policy? Using bank-firm loan-level data, we find that loan growth and loan rates from international banks respond less to monetary policy changes than domestic banks and that internationalization partially mitigates the risk-taking channel of monetary policy. Banks with a large international presence tend to tolerate more their credit risk exposition relative to domestic banks. Moreover, international banks tend to rely more on foreign funding when policy rates change, allowing them to
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Gómez, Camilo, Carlos Andrés Quicazán-Moreno, and Hernando Vargas-Herrera. Changes in the distribution of new loans by risk category throughout the post-pandemic credit cycle in Colombia. Banco de la República, 2025. https://doi.org/10.32468/be.1313.

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Following the pandemic, the Colombia’s financial system experienced a pronounced credit cycle, with significant real growth in consumer loans followed by a deceleration from late 2022. This paper uses granular loan-level data to analyse how financial intermediaries adjusted the credit risk composition of new loans throughout this cycle. It examines the implications of these shifts for loan supply dynamics and financial conditions. Additionally, the study explores the interaction between credit risk composition and monetary policy transmission during the 2021–24 period. As monetary tightening l
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Arana, Rumile, Francisco A. Ramirez, and Allan Wright. Credit Risks and Monetary Policy within Caribbean Economies. Inter-American Development Bank, 2017. http://dx.doi.org/10.18235/0000701.

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Wright, Allan, Francisco A. Ramirez, and Rumile Arana. Credit Risks and Monetary Policy within Caribbean Economies. Inter-American Development Bank, 2017. http://dx.doi.org/10.18235/0011798.

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Our paper addresses the issue on the interaction between monetary and macroprudential policies in small open economies for different exchange rate regimes. The need for macroprudential policy arises from exacerbated macroeconomic fluctuations due to frictions in the financial system as in Bernanke, Gertler and Gilchrist (1999). Understanding these dynamics in developing nations has been even more important after the most recent events of the Great Recession. Policy makers within the scrutinized economies will see the exact magnitude of shocks caused by changes in financial frictions, monetary
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Lozano-Espitia, Ignacio, and Fernando Arias-Rodríguez. The Relationship between Fiscal and Monetary Policies in Colombia: An Empirical Exploration of the Credit Risk Channel. Banco de la República, 2022. http://dx.doi.org/10.32468/be.1196.

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This paper aims to provide evidence on the relationship between fiscal and monetary policy in Colombia through an empirical exploration of the credit risk channel. Under this approach, fiscal policy plays an important explanatory role in the sovereign risk premium, which, in turn, could affect the exchange rate and inflation expectations. The Central Bank reacts to inflation expectations using the policy interest rate; consequently, such reaction could be indirectly influenced by fiscal behavior. Using monthly data from January 2003 to December 2019, we estimate both jointly and independently the
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Fabiani, Andrea, Martha López, José-Luis Peydró, Paul E. Soto, and Margaret Guerrero. Capital Controls, Domestic Macroprudential Policy and the Bank Lending Channel of Monetary Policy. Banco de la República, 2021. http://dx.doi.org/10.32468/be.1162.

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We study how capital controls and domestic macroprudential policy tame credit supply booms, respectively targeting foreign and domestic bank debt. For identification, we exploit the simultaneous introduction of capital controls on foreign exchange (FX) debt inflows and an increase of reserve requirements on domestic bank deposits in Colombia during a strong credit boom, as well as credit registry and bank balance sheet data. Our results suggest that first, an increase in the local monetary policy rate, raising the interest rate spread with the United States, allows more FX-indebted banks to ca
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Agarwal, Sumit, Sergio Mayordomo, María Rodríguez-Moreno, and Emanuele Tarantino. Household Heterogeneity and the Lending Channel of Monetary Policy. Banco de España, 2025. https://doi.org/10.53479/39825.

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This paper examines how monetary policy affects corporate lending through its impact on household balance sheets, bridging the gap between the cash flow and bank lending channels. When policy rates rise, households with variable-rate debt face higher monthly payments, prompting early mortgage repayments, particularly among high-income borrowers. Exploiting the monetary tightening between July 2022 and September 2023 as a policy experiment, we show that banks that are more exposed to variable-rate mortgages granted to higher-income households increase their supply of corporate credit, especiall
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Vargas-Herrera, Hernando, Juan Jose Ospina-Tejeiro, Carlos Alfonso Huertas-Campos, et al. Monetary Policy Report - April de 2021. Banco de la República de Colombia, 2021. http://dx.doi.org/10.32468/inf-pol-mont-eng.tr2-2021.

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1.1 Macroeconomic summary Economic recovery has consistently outperformed the technical staff’s expectations following a steep decline in activity in the second quarter of 2020. At the same time, total and core inflation rates have fallen and remain at low levels, suggesting that a significant element of the reactivation of Colombia’s economy has been related to recovery in potential GDP. This would support the technical staff’s diagnosis of weak aggregate demand and ample excess capacity. The most recently available data on 2020 growth suggests a contraction in economic activity of 6.8%, lowe
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Martínez Resano, José Ramón. CBDCs, banknotes and bank deposits: the financial stability nexus. Banco de España, 2024. https://doi.org/10.53479/38457.

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This paper explores the financial stability nexus within a monetary ecosystem that has been expanded to include a central bank digital currency (CBDC). The paper examines the new risks associated with the introduction of a CBDC, their mitigants and their potential amplification factors. Economists and academics still seem to be split on the validity of the traditional principle of separating money into two tiers of public and private money, as a structural mitigant of the risks of deposit substitution and banking disintermediation towards CBDCs. The potential amplification of the risks associa
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