Stabilizacja finansowa może być postrzegana jako zjawisko utrzymywania się odpowiednich warunków do pośrednictwa finansowego w gospodarce przy utrzymywaniu się akceptowalnego stopnia ryzyka. Jednym z długofalowych celów organów nadzoru są rekomendacje dotyczące wymogów kapitałowych w sektorze bankowym odnoszące się do współczynnika wypłacalności w ramach polityki mikro- i makroostrożnościowej, zorientowanej na ryzyka systemowe. Może to mieć wpływ na udzielanie kredytów i procesy gospodarcze w gospodarce realnej. W artykule przedstawiono model wielorównaniowy do analizy efektywnego popytu na kredyt. Na podstawie przeprowadzonej analizy symulacyjnej dla sektora bankowego w Polsce można wnioskować, że wzrost średniego współczynnika wypłacalności może prowadzić do umiarkowanego wzrostu oprocentowania kredytów i niewielkiego spadku wzrostu PKB. W rezultacie dodatkowe wymogi kapitałowe nie powinny mieć znaczącego wpływu na cenę kredytu.
sektor bankowy, wzrost gospodarczy, system finansowy, modele ekonometryczne, analiza symulacyjna
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