The interactive impact of green supporting factors on bank credit creation: An agent-based stock-flow consistent approach
Tài liệu tham khảo
Adrian, 2011, Financial intermediary balance sheet management, Annual Review of Financial Economics, 3, 289, 10.1146/annurev-financial-102710-144915
Barth, 2018, Capital regulation with heterogeneous banks–unintended consequences of a too strict leverage ratio, Journal of Banking & Finance, 88, 455, 10.1016/j.jbankfin.2018.01.003
Basel Committee on Banking Supervision, 2010
Bernanke, 2010
Campiglio, 2016, Beyond carbon pricing: The role of banking and monetary policy in financing the transition to a low-carbon economy, Ecological Economics, 121, 220, 10.1016/j.ecolecon.2015.03.020
Campiglio, 2018, Climate change challenges for central banks and financial regulators, NaturE Climate Change, 8, 462, 10.1038/s41558-018-0175-0
Capalino, 2014
Cecchetti, 2018, 12 What binds? interactions between bank capital and liquidity regulations
Chakraborti, 2000, Statistical mechanics of money: how saving propensity affects its distribution, The European Physical Journal B - Condensed Matter and Complex Systems, 17, 167, 10.1007/s100510070173
Cherbonnier, 2022
Dafermos, 2021, How can green differentiated capital requirements affect climate risks? A dynamic macrofinancial analysis, Journal of Financial Stability, 54, 10.1016/j.jfs.2021.100871
Dafermos, 2017, A stock-flow-fund ecological macroeconomic model, Ecological Economics, 131, 191, 10.1016/j.ecolecon.2016.08.013
Dankert, 2018, A green supporting factor - the right policy, SUERF Policy Note, 43, 1
Dombrovskis, V. (2017). Greening finance for sustainable business. In Speech by VicePresident for the Euro and social dialogue, financial stability and financial services valdis dombrovskis (SPEECH/17/5235).
D’Orazio, 2019, Fostering green investments and tackling climate-related financial risks: Which role for macroprudential policies?, Ecological Economics, 160, 25, 10.1016/j.ecolecon.2019.01.029
Dragulescu, 2000, Statistical mechanics of money, The European Physical Journal B - Condensed Matter and Complex Systems, 17, 723, 10.1007/s100510070114
Dunz, 2021, Climate sentiments, transition risk, and financial stability in a stock-flow consistent model, Journal of Financial Stability, 54, 10.1016/j.jfs.2021.100872
EBA, 2018
Farmer, 2009, The economy needs agent-based modelling, Nature, 460, 685, 10.1038/460685a
Galbiati, 2011, An agent-based model of payment systems, Journal of Economic Dynamics & Control, 35, 859, 10.1016/j.jedc.2010.11.001
Godley, 2006
Haldane, 2015, Multi-polar regulation, International Journal of Central Banking, 11, 385
HLEG (2018). Final report on financing a sustainable European economy. In Interim report - High-level expert group on sustainable finance.
Lamperti, 2021, Three green financial policies to address climate risks, Journal of Financial Stability, 54, 10.1016/j.jfs.2021.100875
Li, 2022, How does bank equity affect credit creation? Multiplier effects under Basel III regulations, Economic Analysis and Policy, 76, 299, 10.1016/j.eap.2022.08.016
Li, 2023, The macroeconomic effects of endogenous credit and money creation under Basel III regulations, Metroeconomica, 1
Li, 2020, Money creation within the macroeconomy: An integrated model of banking, International Review of Financial Analysis, 71, 10.1016/j.irfa.2020.101547
Li, 2017, The impact of the liquidity coverage ratio on money creation: A stock-flow based dynamic approach, Economic Modelling, 67, 193, 10.1016/j.econmod.2016.12.016
Matikainen, 2017
McLeay, 2014, Money creation in the modern economy, Bank of England Quarterly Bulletin, Q1
Mian, 2011, House prices, home equity-based borrowing, and the US household leverage crisis, American Economic Review, 101, 2132, 10.1257/aer.101.5.2132
Mitchell, 2016
Mularova, 2017
Park, 2020, Transition towards green banking: role of financial regulators and financial institutions, Asian Journal of Sustainability and Social Responsibility, 5, 1, 10.1186/s41180-020-00034-3
Pozsar, 2014
Thoma, 2019, Quantifying the potential impact of a green supporting factor or brown penalty on European banks and lending, Journal of Financial Regulation and Compliance, 27, 380, 10.1108/JFRC-03-2018-0038
Watch, 2018
Werner, 2014, Can banks individually create money out of nothing? - The theories and the empirical evidence, International Review of Financial Analysis, 36, 1, 10.1016/j.irfa.2014.07.015
Werner, 2014, How do banks create money, and why can other firms not do the same? An explanation for the coexistence of lending and deposit-taking, International Review of Financial Analysis, 36, 71, 10.1016/j.irfa.2014.10.013
Xing, 2022, Carbon tax in a stock-flow consistent model: The role of commercial banks in financing low-carbon transition, Finance Research Letters, 50, 10.1016/j.frl.2022.103186
Xing, 2020, Credit creation under multiple banking regulations: The impact of balance sheet diversity on money supply, Economic Modelling, 91, 720, 10.1016/j.econmod.2019.09.030
Xiong, 2017, Money creation and circulation in a credit economy, Physica A. Statistical Mechanics and its Applications, 465, 425, 10.1016/j.physa.2016.08.023
Xiong, 2020, The versatility of money multiplier under Basel III regulations, Finance Research Letters, 32, 10.1016/j.frl.2019.04.024
Yakovenko, 2010, Statistical mechanics of money, debt, and energy consumption, Quantitative Finance, 17, 723