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Effects of Macroprudential Policies on Bank Lending and Credit Risks
I analyse the effects of two macroprudential policy measures implemented in Switzerland: the activation of the countercyclical capital buffer (CCyB) and a cap on the loan-to-value (LTV) ratios. I use a difference-in-differences method to estimate the effects of these measures on risk indicators, suc...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer US
2022
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8943354/ http://dx.doi.org/10.1007/s10693-022-00378-z |