Natural disasters and financial stress: can macroprudential regulation tame green swans?

B-Tier
Journal: Journal of International Money and Finance
Year: 2025
Volume: 154
Issue: C

Authors (3)

Avril, Pauline (not in RePEc) Levieuge, Grégory (not in RePEc) Turcu, Camelia (Université d'Orléans)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We empirically investigate the impact of natural disasters on the external finance premium (EFP), conditional on the rigorously implemented macroprudential regulation at the national level. Natural disaster intensity is measured using a unique set of geophysical indicators for a sample of 88 countries over the period 1996–2016. Using local projections, we show that the EFP rises significantly following storms when macroprudential regulation is lax, with this adverse financial impact increasing over time. By contrast, a strictly enforced macroprudential framework, especially one based on bank-oriented instruments, enhances systemic resilience and prevents financing conditions from tightening nationwide; in some cases, the EFP may even decline, particularly in middle-income countries and in response to extreme events. Finally, macroprudential stringency appears less critical in the case of floods, as their predictability may generally foster self-discipline.

Technical Details

RePEc Handle
repec:eee:jimfin:v:154:y:2025:i:c:s0261560625000609
Journal Field
International
Author Count
3
Added to Database
2026-01-29