Macroprudential due-diligence framework for shadow banking entities
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F20%3A00124893" target="_blank" >RIV/00216224:14560/20:00124893 - isvavai.cz</a>
Result on the web
<a href="https://bankikredyt.nbp.pl/content/2020/06/BIK_06_2020_01.pdf" target="_blank" >https://bankikredyt.nbp.pl/content/2020/06/BIK_06_2020_01.pdf</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Macroprudential due-diligence framework for shadow banking entities
Original language description
Addressing the need for greater transparency and control over the shadow banking system, this paper designs a macroprudential tool that serves to ensure greater financial stability through identifying and managing systemic risk posed by the shadow banking investment funds. In particular, the paper investigates potential crisis contagion channels within the shadow banking system by analysing the interconnectedness of the shadow banking investment funds and highlighting the links within the internal structures of the investment funds and securitisation vehicles, as well as external relationships with credit institutions. The paper proposes a due-diligence tool for monitoring and controlling the build-up of systemic risk posed by any shadow banking investment fund. This macroprudential tool serves as an early warning system against the growing systemic vulnerabilities of the shadow banking entities. Finally, the paper advises on efficient ways of sourcing, managing and reporting shadow banking data that ultimately address the issues of limited transparency of the shadow banking system.
Czech name
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Czech description
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Classification
Type
J<sub>SC</sub> - Article in a specialist periodical, which is included in the SCOPUS database
CEP classification
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OECD FORD branch
50206 - Finance
Result continuities
Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Bank i Kredyt
ISSN
0137-5520
e-ISSN
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Volume of the periodical
51
Issue of the periodical within the volume
6
Country of publishing house
PL - POLAND
Number of pages
26
Pages from-to
587-612
UT code for WoS article
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EID of the result in the Scopus database
2-s2.0-85102699928