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Macro- and microprudential regulations and their effects on procyclicality of solvency and liquidity risk

100%
Olszak M., Kowalska I.
Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu
|
2017
|
issue 482
201-215
EN
This paper aims to identify the effect of macroprudential policies and microprudential regulations and their interactions on the sensitivity of leverage and liquidity funding risk to the business cycle. Analysing the sample of 782 banks we find that both macroprudential and microprudential instruments have insignificant impact on the procyclicality of leverage in the non-crisis period. Macroprudential instruments decrease the procyclicality of liquidity risk during the non-crisis period and increase the procyclicality of leverage during the crisis. Restrictions on the range of activities conducted by banks reduce the procyclicality of liquidity risk during the non-crisis period. Interaction between the macroprudential instruments targeted at risk-taking by borrowers and restrictions on the range of activities taken by banks has been found to be effective in reducing the procyclicality of leverage during the crisis period.
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Zrównoważone banki? Czynniki ESG w unijnych regulacjach mikroostrożnościowych

86%
Smoleńska A. P.
Studia BAS
|
2023
|
issue 2(74)
67-88
EN
The financial sector is highly affected by the spectre of climate change and other sustainability-related factors, as recognised by various global and EU policies. The 2015 Paris Agreement enshrines the signatories’ goal to make “finance flows consistent with a pathway towards low greenhouse gas emissions and climate-resilient development.” The European Union, since the European Commission’s 2018 Sustainable Finance Action Plan, has introduced an array of regulations intended to facilitate private investment in transition as well as to include ESG risk management in the prudential regulation. The article tracks and analyses the latter interventions with view to assess their coherence and to identify the potential long-term effects, in the context of the persistent barriers to the development of the Polish sustainable finance sector.
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