[PDF][PDF] Sovereign risk and bank balance sheets: The role of macroprudential policies

E Boz - 2014 - atlantafed.org
This paper explores the effect of macroprudential policies on bank balance sheets,
sovereign default risk, aggregate fluctuations and welfare. We build a model of defaultable …

[PDF][PDF] Sovereign Risk and Bank Balance Sheets: The Role of Macroprudential Policies

E Boz, PN D'Erasmo, CB Durdu - 2013 - red-files-public.s3.amazonaws.com
This paper explores the role of bank balance sheets, sovereign default risk, and capital
adequacy requirements in amplifying aggregate fluctuations. The paper, first, proposes a …

[PDF][PDF] Sovereign Risk and Bank Balance Sheets: the Role of Macroprudential Policies

E Boz, P D'Erasmo, B Durdu - 2014 - pdfs.semanticscholar.org
Sovereign Risk and Bank Balance Sheets: the Role of Macroprudential Policies Page 1
Introduction Environment Equilibrium Quantitative Analysis Roadmap Conclusion Sovereign …

[PDF][PDF] Sovereign Risk and Bank Balance Sheets: the Role of Macroprudential Policies

E Boz, P D'Erasmo, B Durdu - 2014 - atlantafed.org
Sovereign Risk and Bank Balance Sheets: the Role of Macroprudential Policies Page 1
Introduction Environment Equilibrium Quantitative Analysis Roadmap Conclusion Sovereign …