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Seminar

Monetary and macroprudential policy complementarities: Evidence from European credit registers

Seminar part of the FBF series “Finance in the Tuscan Hills”

Add to calendar 2022-12-12 14:30 2022-12-12 16:00 Europe/Rome Monetary and macroprudential policy complementarities: Evidence from European credit registers Sala Triaria Villa Schifanoia YYYY-MM-DD
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Scheduled dates

Dec 12 2022

14:30 - 16:00 CET

Sala Triaria, Villa Schifanoia

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In this seminar, Luc Laeven, Director General of the ECB Research Division, will present his paper on Monetary and Macroprudential Policy Complementarities

The author will present the paper "Monetary and Macroprudential Policy Complementarities: Evidence from European Credit Registers".

The paper explores how the credit channel of monetary policy is amplified by a softer macroprudential policy environment. This holds for both bank-based and borrower-based macroprudential measures, with the latter acting primarily through household credit.

The authors obtained these results by using credit register data from multiple countries for both corporate and household credit, and by exploiting exogenous monetary policy surprises and indicators of macroprudential policy actions, instrumented using the transposition of legal directives, for identification. The complementarity between monetary and macroprudential policies is stronger for riskier borrowers, less capitalized banks lending to riskier borrowers, consumer and corporate loans, and more productive firms.

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