Interactions between bank-specific risk and macroeconomic performance

Aktuelles Projekt

Abteilung

Makroökonomie

Projektleitung

Franziska Bremus, Felix Noth (IWH)

Projektzeitraum

1. Januar 2015 - 31. Dezember 2018

Auftraggeber

Deutsche Forschungsgemeinschaft (DFG), Schwerpunktprogramm 1578

Kooperationspartner

Institut für Wirtschaftsforschung Halle (IWH)

The global financial crisis has demonstrated that risk at the level of individual financial institutions can harm the stability of the financial system as a whole and, in turn, macroeconomic performance. Building on the concept of granularity, this project investigates how risk at the level of large banks and macroeconomic performance are related. Moreover, it will be explored how regulatory policy affects the link between bank-specific risk and the macroeconomy. The project results will provide evidence to inform the current debate on micro- and macro-prudential regulation.

DIW Team

Themen: Finanzmärkte