Negative interest rates and financial stability: lessons in systemic risk
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London ; New York
Routledge, Taylor & Francis Group
2023
|
| Schriftenreihe: | Routledge international studies in money and banking
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | xii, 228 Seiten Illustrationen, Diagramme |
| ISBN: | 9781032319490 9781032319506 |
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Datensatz im Suchindex
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| adam_text | Contents List offigures List of tables Acknowledgements Authors ix xiii w xvii 1 Introduction 1 2 Negative Interest Rate Policy ֊ A Theoretical Outline 6 2.1 The Concept of Interest Rate in Economics and Finance 6 2.1.1 Interest Rate Theories 6 2.1.2 Nominal and Real Interest Rate 8 2.1.3 Short- and Long-Term Interest Rates 9 2.1.4 Natural Rate of Interest 10 2.1.5 Shadow Interest Rate 13 2.2 The Role of Monetary Policy in Determining Interest Rates 15 2.3 Lower Boundfor Nominal Interest Rates 17 2.3.1 Zero Lower Bound 17 2.3.2 Physical Bound for Interest Rates 19 2.3.3 Economic Bound for Nominal Interest Rates 20 2.4 Negative Interest Rate Phenomenon 22 2.4.1 Negative Non-Paper Currency Interest Rate 23 2.4.2 Negative Paper Currency Interest Rate 25 2.4.3 Negative Discount Rate 28 2.5 Mechanism of Negative Nominal Interest Rate Transmission 30 3 Negative Interest Rate Policy Experience of Selected Central Banks 3.1 The Decisions and Motivation behind the Introduction of Negative Interest Rates by Central Banks 44 3.1.1 The Swiss National Bank 46 3.1.2 The Central Bank of Sweden 47 3.1.3 The National Bank of Denmark 48 44
vi Contents 3.1.4 The European Central Bank 49 3.1.5 The Bank of Japan 50 3.2 NIRP Implementation Details 50 3.3 Expectations for the Persistence of Negative Interest Rates 55 4 Initial Experience of Negative Rates Transmission 4.1 The Impact of Negative Interest Rates on Financial Asset Prices and the Exchange Rates 60 4.1.1 Money Market 60 60 4.1.2 Bond Market 62 4.1.3 Stock Market 76 4.1.4 Exchange Rates 78 4.2 Macroeconomic Effects of NIRP 79 5 Financial Sector and Negative Interest Rate Policy 91 5.1 Channels of NIRP Impact on the Banking Sector 91 5.2 Direct Effect of Negative Interest Rates on the Banking Sector 94 5.3 Indirect Impact of NIRP on the Banking Sector 99 5.3.1 Interest Rate Channel - Impact on the Banks’ Funding Sources 99 5.3.2 Interest Rate Channel - Impact on Interest on Credit 103 5.3.3 Interest Rate Channel - NIRP Economies’ Experience 104 5.3.4 Credit Channel 110 5.3.5 Risk-Taking Channel and Portfolio Channel 111 5.3.6 Profitability and Wealth Effect of the Banking Sector 115 5.4 The Results of Banks’ Survey on the Effect of Negative Nominal Interest Rates 119 6 Concept and Measurement of Systemic Risk 6.1 The Idea and Properties of Systemic Risk 129 6.2 Structural and Time Dimension of Systemic Risk 132 6.3 Systemic Risk Sources 135 6.3.1 Contagion Effect in the Systemic Risk Concept 137 6.4 Systemic Risk Assessment Concept 139 6.5 Systemic Risk Indicators 141 6.6 Network Theory in Systemic Risk Analyses 142 6.7 Selected Systemic Risk Measurement Methods 146 6.7.1 Expected Shortfall - Measures of Expected Capital Shortfall 149 6.7.2 SRISK -
Systemic Risk Model 150 6.7.3 ACoVaR ֊ Conditional Value at Risk 155 6.8 Comparison of Selected Systemic Risk Measures 157 129
Contents vii 6.8.1 Theoretical Comparison of Systemic Risk Measures 157 6.8.2 Empirical Comparison of Selected Systemic Risk Measures 161 6.9 Model Risk in Systemic Risk Measurement 166 7 Negative Interest Rate Policy versus Systemic Risk 7.1 Analysis of NIRP Impact on Systemic Risk Concept 177 7.2 Research Sample Characteristics 190 7.3 Analysis of the Scale of Connections among Individual Measures of Systemic Risk in the Banking Sector 191 7.4 A Direct Effect of Monetary Policy on Systemic Risk 197 7.5 Measurement of the Contagion Effect in the Banking Sector Triggered by a Monetary Policy Impulse 199 7.6 An Indirect and Comprehensive Effect of Monetary Policy on Systemic Risk 202 7.7 Diversification of Monetary Policy Impact on Systemic Risk Depending on the Tools Used by the Central Banks 208 8 Concluding Remarks 220 Index 227 177
|
| adam_txt |
Contents List offigures List of tables Acknowledgements Authors ix xiii w xvii 1 Introduction 1 2 Negative Interest Rate Policy ֊ A Theoretical Outline 6 2.1 The Concept of Interest Rate in Economics and Finance 6 2.1.1 Interest Rate Theories 6 2.1.2 Nominal and Real Interest Rate 8 2.1.3 Short- and Long-Term Interest Rates 9 2.1.4 Natural Rate of Interest 10 2.1.5 Shadow Interest Rate 13 2.2 The Role of Monetary Policy in Determining Interest Rates 15 2.3 Lower Boundfor Nominal Interest Rates 17 2.3.1 Zero Lower Bound 17 2.3.2 Physical Bound for Interest Rates 19 2.3.3 Economic Bound for Nominal Interest Rates 20 2.4 Negative Interest Rate Phenomenon 22 2.4.1 Negative Non-Paper Currency Interest Rate 23 2.4.2 Negative Paper Currency Interest Rate 25 2.4.3 Negative Discount Rate 28 2.5 Mechanism of Negative Nominal Interest Rate Transmission 30 3 Negative Interest Rate Policy Experience of Selected Central Banks 3.1 The Decisions and Motivation behind the Introduction of Negative Interest Rates by Central Banks 44 3.1.1 The Swiss National Bank 46 3.1.2 The Central Bank of Sweden 47 3.1.3 The National Bank of Denmark 48 44
vi Contents 3.1.4 The European Central Bank 49 3.1.5 The Bank of Japan 50 3.2 NIRP Implementation Details 50 3.3 Expectations for the Persistence of Negative Interest Rates 55 4 Initial Experience of Negative Rates Transmission 4.1 The Impact of Negative Interest Rates on Financial Asset Prices and the Exchange Rates 60 4.1.1 Money Market 60 60 4.1.2 Bond Market 62 4.1.3 Stock Market 76 4.1.4 Exchange Rates 78 4.2 Macroeconomic Effects of NIRP 79 5 Financial Sector and Negative Interest Rate Policy 91 5.1 Channels of NIRP Impact on the Banking Sector 91 5.2 Direct Effect of Negative Interest Rates on the Banking Sector 94 5.3 Indirect Impact of NIRP on the Banking Sector 99 5.3.1 Interest Rate Channel - Impact on the Banks’ Funding Sources 99 5.3.2 Interest Rate Channel - Impact on Interest on Credit 103 5.3.3 Interest Rate Channel - NIRP Economies’ Experience 104 5.3.4 Credit Channel 110 5.3.5 Risk-Taking Channel and Portfolio Channel 111 5.3.6 Profitability and Wealth Effect of the Banking Sector 115 5.4 The Results of Banks’ Survey on the Effect of Negative Nominal Interest Rates 119 6 Concept and Measurement of Systemic Risk 6.1 The Idea and Properties of Systemic Risk 129 6.2 Structural and Time Dimension of Systemic Risk 132 6.3 Systemic Risk Sources 135 6.3.1 Contagion Effect in the Systemic Risk Concept 137 6.4 Systemic Risk Assessment Concept 139 6.5 Systemic Risk Indicators 141 6.6 Network Theory in Systemic Risk Analyses 142 6.7 Selected Systemic Risk Measurement Methods 146 6.7.1 Expected Shortfall - Measures of Expected Capital Shortfall 149 6.7.2 SRISK -
Systemic Risk Model 150 6.7.3 ACoVaR ֊ Conditional Value at Risk 155 6.8 Comparison of Selected Systemic Risk Measures 157 129
Contents vii 6.8.1 Theoretical Comparison of Systemic Risk Measures 157 6.8.2 Empirical Comparison of Selected Systemic Risk Measures 161 6.9 Model Risk in Systemic Risk Measurement 166 7 Negative Interest Rate Policy versus Systemic Risk 7.1 Analysis of NIRP Impact on Systemic Risk Concept 177 7.2 Research Sample Characteristics 190 7.3 Analysis of the Scale of Connections among Individual Measures of Systemic Risk in the Banking Sector 191 7.4 A Direct Effect of Monetary Policy on Systemic Risk 197 7.5 Measurement of the Contagion Effect in the Banking Sector Triggered by a Monetary Policy Impulse 199 7.6 An Indirect and Comprehensive Effect of Monetary Policy on Systemic Risk 202 7.7 Diversification of Monetary Policy Impact on Systemic Risk Depending on the Tools Used by the Central Banks 208 8 Concluding Remarks 220 Index 227 177 |
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| illustrated | Illustrated |
| index_date | 2024-07-03T21:13:43Z |
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| institution | BVB |
| isbn | 9781032319490 9781032319506 |
| language | English |
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| physical | xii, 228 Seiten Illustrationen, Diagramme |
| publishDate | 2023 |
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| publisher | Routledge, Taylor & Francis Group |
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| spelling | Rogowicz, Karol Verfasser aut Negative interest rates and financial stability lessons in systemic risk Karol Rogowicz and Malgorzata Iwanicz-Drozdowska London ; New York Routledge, Taylor & Francis Group 2023 xii, 228 Seiten Illustrationen, Diagramme txt rdacontent n rdamedia nc rdacarrier Routledge international studies in money and banking Systemrisiko (DE-588)1164452932 gnd rswk-swf Geldpolitik (DE-588)4019902-2 gnd rswk-swf Negativzins (DE-588)1120710367 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Kreditwesen (DE-588)4032950-1 gnd rswk-swf Wirtschaftssektor (DE-588)4191554-9 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 s Kreditwesen (DE-588)4032950-1 s Wirtschaftssektor (DE-588)4191554-9 s Negativzins (DE-588)1120710367 s Systemrisiko (DE-588)1164452932 s Geldpolitik (DE-588)4019902-2 s DE-604 Iwanicz-Drozdowska, Małgorzata 1971- Verfasser (DE-588)1082526967 aut Erscheint auch als Online-Ausgabe 978-1-003-31211-6 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=033995912&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Rogowicz, Karol Iwanicz-Drozdowska, Małgorzata 1971- Negative interest rates and financial stability lessons in systemic risk Systemrisiko (DE-588)1164452932 gnd Geldpolitik (DE-588)4019902-2 gnd Negativzins (DE-588)1120710367 gnd Kreditmarkt (DE-588)4073788-3 gnd Kreditwesen (DE-588)4032950-1 gnd Wirtschaftssektor (DE-588)4191554-9 gnd |
| subject_GND | (DE-588)1164452932 (DE-588)4019902-2 (DE-588)1120710367 (DE-588)4073788-3 (DE-588)4032950-1 (DE-588)4191554-9 |
| title | Negative interest rates and financial stability lessons in systemic risk |
| title_auth | Negative interest rates and financial stability lessons in systemic risk |
| title_exact_search | Negative interest rates and financial stability lessons in systemic risk |
| title_exact_search_txtP | Negative interest rates and financial stability lessons in systemic risk |
| title_full | Negative interest rates and financial stability lessons in systemic risk Karol Rogowicz and Malgorzata Iwanicz-Drozdowska |
| title_fullStr | Negative interest rates and financial stability lessons in systemic risk Karol Rogowicz and Malgorzata Iwanicz-Drozdowska |
| title_full_unstemmed | Negative interest rates and financial stability lessons in systemic risk Karol Rogowicz and Malgorzata Iwanicz-Drozdowska |
| title_short | Negative interest rates and financial stability |
| title_sort | negative interest rates and financial stability lessons in systemic risk |
| title_sub | lessons in systemic risk |
| topic | Systemrisiko (DE-588)1164452932 gnd Geldpolitik (DE-588)4019902-2 gnd Negativzins (DE-588)1120710367 gnd Kreditmarkt (DE-588)4073788-3 gnd Kreditwesen (DE-588)4032950-1 gnd Wirtschaftssektor (DE-588)4191554-9 gnd |
| topic_facet | Systemrisiko Geldpolitik Negativzins Kreditmarkt Kreditwesen Wirtschaftssektor |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=033995912&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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