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Bank liquidity creation, network contagion and systemic risk: Evidence from Chinese listed banks
, 2021We examine the impact of bank liquidity creation on systemic risk and its heterogeneous impact over the network connectedness. We find that excessive liquidity creation increases the systemic risk with a “U shape” relationship, while internal and ...
Xingmin Zhang +4 more
semanticscholar +1 more source
Basel III liquidity regulatory framework and bank liquidity creation in MENA countries
Journal of Financial Regulation and Compliance, 2021Purpose This paper aims to investigate the potential impact of the Basel III liquidity requirements, namely, the net stable funding ratio (NSFR) and the liquidity coverage ratio (LCR), on bank liquidity creation.
Anas Alaoui Mdaghri, L. Oubdi
semanticscholar +1 more source
Taxation and Bank Liquidity Creation
Journal of Money, Credit and Banking, 2023Abstract We investigate the impact of taxes on bank liquidity creation using the Tokyo bank tax as a quasi‐natural experiment. Drawing on data for Japanese banks, we find that the tax reduces retained earnings and capital, leading to a significant reduction in liquidity creation.
Berger, Allen N. +3 more
openaire +2 more sources
Economic policy uncertainty and bank liquidity hoarding
Journal of Financial Intermediation, 2020We examine the impact of economic policy uncertainty (EPU) on bank liquidity hoarding. We create a comprehensive measure of bank liquidity hoarding that takes into account asset-, liability-, and off-balance sheet activities.
Allen N. Berger +3 more
semanticscholar +1 more source
The impact of liquidity regulation on banks [PDF]
Journal of Financial Intermediation, 2015 We present the first study to estimate the causal effect of liquidity regulation on bank balance sheets. It takes advantage of the heterogeneous implementation of tighter liquidity regulation by the UK Financial Services Authority in 2010. We find that banks adjusted the composition of both assets and liabilities, increasing the share of high-quality ...
Banerjee, Ryan, Mio, Hitoshi
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The moderating role of capital on the relationship between bank liquidity creation and failure risk
Journal of Banking and Finance, 2019We examine the role of bank capital in moderating the relationship between bank liquidity creation and the failure risk in U.S. banks over the period of 2003–2014.
Adrian Cheung, Tom Cronje
exaly +2 more sources
Accounting Restatements and Bank Liquidity Creation
, 2021Banks play a central role in creating liquidity for the economy by financing illiquid assets with liquid liabilities. This paper examines the effect of accounting restatements on bank liquidity creation. Using a difference-in-differences research design,
Wei Wang
semanticscholar +1 more source
American Economic Review, 2001
Banks perform valuable activities on either side of their balance sheets. On the asset side, they make loans to difficult, illiquid borrowers. On the liability side, they provide liquidity on demand to depositors. But there seems to be a fundamental incompatibility between the two activities: the demands for liquidity by depositors may arrive at an ...
Douglas W. Diamond, Raghuram G. Rajan
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Banks perform valuable activities on either side of their balance sheets. On the asset side, they make loans to difficult, illiquid borrowers. On the liability side, they provide liquidity on demand to depositors. But there seems to be a fundamental incompatibility between the two activities: the demands for liquidity by depositors may arrive at an ...
Douglas W. Diamond, Raghuram G. Rajan
openaire +2 more sources
Liquidity Dependence and the Waxing and Waning of Central Bank Balance Sheets
Social Science Research Network, 2023When the Federal Reserve (Fed) expanded its balance sheet via quantitative easing (QE), commercial banks financed reserve holdings with deposits and reduced their average maturity. They also issued lines of credit to corporations.
V. Acharya +3 more
semanticscholar +1 more source
Journal of Political Economy, 1997
Abstract Financial markets and banks are competing mechanisms that provide investors with liquidity by providing access to their capital, at good terms, on short notice. This chapter examines the impact of banks on the liquidity provided to investors and, in addition, on the liquidity provided by markets.
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Abstract Financial markets and banks are competing mechanisms that provide investors with liquidity by providing access to their capital, at good terms, on short notice. This chapter examines the impact of banks on the liquidity provided to investors and, in addition, on the liquidity provided by markets.
openaire +2 more sources