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Record W2618088564

Financial Intermediaries, Regulation, and Macroeconomic Stability

2016· dissertation· en· W2618088564 on OpenAlexaboutno aff
Hélène Desgagnés

Bibliographic record

VenueTSpace (University of Toronto) · 2016
Typedissertation
Languageen
FieldEconomics, Econometrics and Finance
TopicBanking stability, regulation, efficiency
Canadian institutionsnot available
Fundersnot available
KeywordsFinancial intermediaryFinancial stabilityIntermediaryFinancial systemFinanceBusinessEconomics
DOInot available

Abstract

fetched live from OpenAlex

A growing share of financial transactions takes place outside the scope of financial regulation. The mortgage market is a specific example of this phenomenon. Some mortgage lenders do not face the same level of scrutiny as chartered banks or credit unions. These non-regulated financial intermediaries do not have to maintain a minimum level of bank capital (or equity) and cannot accept deposits. To finance their lending, they rely on other sources of funds such as securitization. In this thesis, I examine the impact of non-regulated mortgage lenders on the macroeconomy. In the first chapter, I present evidence on rates in the Canadian mortgage market where traditional lenders facing a minimum capital requirement compete against non-regulated financial intermediaries. My results show that non-regulated lenders offer lower mortgage rates. Differences in the type of household they serve could explain this observation. In Chapter 2, I build a dynamic and stochastic general equilibrium (DSGE) model to examine the impact of non-regulated financial intermediaries on the economy. My model features two types of financial intermediaries that differ in three ways: (i-) only the regulated sector faces a capital requirement, (ii-) the non-regulated sector cannot accept deposits, and (iii-) the non-regulated sector faces a more elastic demand. I also analyze the effectiveness of three regulatory tools aimed at improving macroeconomic and financial stability (often referred to as macroprudential tools). The simulations show that a larger non-regulated sector contributes to stabilizing the economy and has a non-trivial impact on the effectiveness of different macroprudential tools. Finally, in Chapter 3, I examine the impact of non-regulated financial intermediaries on optimal monetary policy. Mortgage rates are traditionally an important channel for the transmission of monetary policy and the expansion of non-regulated lenders could interfere with this mechanism. My results suggest that a trade-off exists between minimizing the volatility of output and inflation and implementing a monetary policy rule that is robust to the growth of the non-regulated sector.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.004
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Other · Consensus signal: none
Teacher disagreement score0.022
Threshold uncertainty score0.043

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.004
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.001
Bibliometrics0.0000.000
Science and technology studies0.0010.002
Scholarly communication0.0040.002
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0070.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.012
GPT teacher head0.208
Teacher spread0.196 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreOther

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2016
Admission routes1
Has abstractyes

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