National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
Macro-prudential policy and banks' cross-border capital flows
Rabinovich, Ilia ; Geršl, Adam (advisor) ; Teplý, Petr (referee)
This thesis analyzes spillover effects of prudential policies on cross-border capital flows in the period from 2000 until 2014 for 64 countries. It estimates the size of the effect, which 9 most common prudential policy tools had on capital flows based on BIS LBS. The findings show spillover effect of general capital requirements and consumer credit capital requirements on the cross-border capital flows. This work provides analysis of spillover effects in several groups of countries with special accent on CEE countries. JEL Classification F32, F34, G21 Keywords Macroprudential policies; Prudential and supervisory measures; Cross-border banking flows; Leakages; Regulatory arbitrage; CEE Author's e-mail ilyshar@gmail.com Supervisor's e-mail adam.gersl@gmail.com
Stínové bankovnictví v kontextu vývoje světového finančního a bankovního trhu
Kreml, Michal
This bachelor thesis deals with a topic of shadow banking and it is divided into seven main chapters. The first two chapters focus on basic characteristics of shadow banking, different approaches to its definition and historical reasons for its rise. The next two chapters describe shadow banking entities and activities with special attention to securitization which is crucial for credit intermediation process outside the traditional banking system. The following chapter provides information about interconnectedness between traditional and shadow banking and also about macroeconomic implications of shadow banking activities. The penultimate chapter of the thesis is quantitatively oriented since it deals with the size of shadow banking from a global perspective, whereas the final chapter brings the most actual approach to shadow banking regulation.

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