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The impact of warnings published in a financial stability report on loan-to value ratios

Type
Publication
Series
BIS Working Paper 633
Date Published
03 May 2017
Sources
Bank for International Settlements Americas office
JEL Classification

This paper shows how central bank communications can play a role in macroprudential supervision. We document how specific warnings about real estate markets, published in the Central Bank of Chile's Financial Stability Reports of 2012, affected bank lending policies. We provide empirical evidence of a rebalancing in the characteristics of mortgage loans granted, with a reduction in the number of mortgage loans with high loan-to-value ratios (LTV), along with an increase in loans with lower LTV ratios.


The views expressed in this publication are those of the authors and do not necessarily reflect the views of the BIS or its member central banks.