Effects of macroprudential policy announcements on perceptions of systemic risks

We introduce a history of macroprudential policy (MPP) events in Canada since the 1980s. We document the short-run effects of MPP announcements on market-based measures of systemic risk and find that MPPs can influence the market’s perception of large banks’ resilience.

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Publication Details

Journal
Bank of Canada Research
Published
2025-02-06
DOI
https://doi.org/10.34989/san-2025-4
Primary Topic
Banking stability, regulation, efficiency
Type
article
Field-Weighted Citation Impact
0.00
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article

Effects of macroprudential policy announcements on perceptions of systemic risks

Bank of Canada Research
Banking stability, regulation, efficiency
article

Effects of macroprudential policy announcements on perceptions of systemic risks

article en

Abstract

We introduce a history of macroprudential policy (MPP) events in Canada since the 1980s. We document the short-run effects of MPP announcements on market-based measures of systemic risk and find that MPPs can influence the market’s perception of large banks’ resilience.

Bank of Canada Research
Bank of Canada (CA)
Openalex Percentile: Top 44%
Banking stability, regulation, efficiency
DOIOpen Access PDFOpenAlex
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Effects of macroprudential policy announcements on perceptions of systemic risks · Bank of Canada Research (2025) | TGRS Research Map | TGRS