Results 21 to 30 of about 4,937 (266)
Borsa Istanbul Review, 2019 The paper examines the effect of funding liquidity on bank loan growth using a dynamic least squares dummy variable corrected (LSDVC) approach over the period between 2006 and 2015.
A.M. Dahir +3 more
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Liquidity Coinsurance and Bank Capital [PDF]
SSRN Electronic Journal, 2011 Banks can deal with their liquidity risk by holding liquid assets (self‐insurance), by participating in interbank markets (coinsurance), or by using flexible financing instruments, such as bank capital (risk sharing). We use a simple model to show that undiversifiable liquidity risk, that is, the liquidity risk that banks are unable to coinsure on ...
Castiglionesi F. +3 more
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Liquidity Creation Without Banks [PDF]
SSRN Electronic Journal, 2015 I revisit the Diamond-Dybvig model of liquidity insurance in the presence of hidden trades. The key result is that in this environment deposit-taking banks are not necessary for the efficient provision of liquidity. Mutual funds are constrained efficient when supplemented with the same government liquidity regulation that is required to make a banking ...
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Private Liquidity and Banking Regulation [PDF]
SSRN Electronic Journal, 2012 We show that the regulation of bank lending practices is necessary for the optimal provision of private liquidity. In an environment in which bankers cannot commit to repay their creditors, we show that neither an unregulated banking system nor narrow banking can provide the socially efficient amount of liquidity. If the bankers provided such an amount,
Cyril Monnet, Daniel R. Sanches
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Cyclicality of Bank Liquidity Creation [PDF]
SSRN Electronic Journal, 2017 This paper investigates the cyclicality of bank liquidity creation. Since liquidity creation is a major economic function of banks, their liquidity creation behavior may amplify business cycle fluctuations. Using the methodology of Berger and Bouwman (2009) to compute liquidity creation measures, we analyze the relation between GDP growth and liquidity
Fungáčová, Zuzana +3 more
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Liquidity creation and bank risk-taking: Evidence from a transition market
Heliyon, 2023 This study contributes to the banking literature by examining the effect of bank liquidity creation on bank risk-taking behaviors in Vietnam - a transition economy. Our data sample comprises 367 observations of 33 Vietnamese commercial banks from 2009 to
Giang Thi Huong Vuong +4 more
doaj +1 more source
Liquidity, Efficiency, and Bank Bailouts [PDF]
American Economic Review, 2004 Governments can efficiently provide liquidity, as when the banking system is bailed out. We study a model in which not all assets can be used to purchase all other assets at every date. Agents sometimes want to sell projects. The market price of the projects sold depends on the supply of liquidity, which is determined in general equilibrium.
Gary Gorton, Lixin Huang
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Bank Runs, Deposit Insurance, And Liquidity [PDF]
Journal of Political Economy, 1983 Abstract Bank runs are a common feature of the extreme crises that have played a prominent role in monetary history. During a bank run, depositors rush to withdraw their deposits because they expect the bank to fail. In fact, the sudden withdrawals can force the bank to liquidate many of its assets at a loss and to fail.
Diamond, Douglas W., Dybvig, Philip H.
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Bank liquidity sensitivity after the impact of the bank-run phenomenon: The moderating role of state ownership [PDF]
Banks and Bank SystemsThe article investigates the impact of commercial banks’ liquidity sensitivity following the bank-run phenomenon. Using data from 25 Vietnamese commercial banks from 2010 to 2022, the Sys.GMM estimation results reveal that banks with more considerable ...
Chi Diem Ha Le, Nam Hai Pham
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ASYMMETRIC CAUSAL LINKAGES BETWEEN LIQUIDITY AND PROFITABILITY FOR MENA ISLAMIC BANKS
Journal of Islamic Monetary Economics and Finance, 2022 This paper investigates the impact of liquidity on Islamic bank profitability. We examine the existence of asymmetric causal linkages or structural shifts in the profitability-liquidity nexus for a sample of 34 Islamic banks in the Middle East and North ...
Khoutem Ben Jedidia, Ines Ben Salah
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