Results 21 to 30 of about 1,679,935 (308)
Organizations and Markets in Emerging Economies, 2021 The paper explores the impact of uncertainty on bank liquidity hoarding, particularly providing new insights on the nature of the impact by bank-level heterogeneity.
Van Dan Dang, Hoang Chung Nguyen
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US Banks and Global Liquidity [PDF]
Journal of Political Economy Macroeconomics, 2020 We characterize how U.S. global systemically important banks (GSIBs) supply short-term dollar liquidity in repo and foreign exchange swap markets in the post-Global Financial Crisis regulatory environment and serve as the "lenders-of-second-to-last-resort". Using daily supervisory bank balance sheet information, we find that U.S.
Ricardo Correa, Wenxin Du, Gordon Liao
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How macroeconomic determinants influence the bank liquidity: The case of Serbia [PDF]
IndustrijaThe aim of the research paper is to highlight the importance of macroeconomic framework to banking sector stability, as well as determine how selected macro determinants influence bank liquidity.
Kalaš Branimir +2 more
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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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The Liquidity of Bank Assets and Banking Stability [PDF]
Journal of Banking & Finance, 2004 The emerging markets for credit derivatives have improved the liquidity of bank assets by providing banks with various new possibilities for selling and hedging their risks. This paper examines the consequences for banking stability. In a simple model where liquidation of bank assets is costly, we show that increased asset liquidity benefits ...
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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 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
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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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Central Bank Liquidity Management and "Unconventional" Monetary Policies [PDF]
, 2014 This paper presents a small open economy model to analyze the role of central bank liquidity management in implementing "unconventional" monetary policies within an inflation targeting framework.
Inter-American Development Bank
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Private Liquidity and Banking Regulation [PDF]
, 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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