Results 31 to 40 of about 4,937 (266)
Stabilising virtues of central banks: (Re)matching bank liquidity [PDF]
Journal of Banking & Finance, 2018 The liquidity of financial system plays a central role in systemic crises. In this paper, we show that the ECB haircut policies provided an important liquidity support to distressed financial institutions during the euro area sovereign debt turmoil. Using novel, micro data on the pool of collateral eligible to ECB open market operations, we construct a
Legroux, Vincent +3 more
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Bank Liquidity and the Global Financial Crisis
Journal of Applied Mathematics, 2012 We investigate the stochastic dynamics of bank liquidity parameters such as liquid assets and nett cash outflow in relation to the global financial crisis.
Frednard Gideon +3 more
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Solvency and Liquidity Level Trade-off: Does it Exist in Croatian Banking Sector?
Scientific Annals of Economics and Business, 2016 We focus on 32 Croatian banks in the period 2002-2010 in order to investigate the solvency-liquidity nexus. Dynamic panel data analysis is applied on two basic models in which current liquidity ratio and equity to assets ratio are set as dependent ...
Kundid Novokmet Ana, Marinović Antonia
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The Effect of Liquidity Risk on Bank Performance: Moderating Effect of Board Size and Board Meeting
Jurnal Manajemen Teori dan Terapan, 2021 Bank performance is the most important thing to note and interesting to study because it plays a crucial role in a country's economy. This study aims to determine the effect of liquidity on bank performance and the moderating effect of the size and board
Indira Nuansa Ratri
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Bank Market Concentration, Relationship Banking and Small Business Liquidity [PDF]
SSRN Electronic Journal, 2015 This article examines two contrasting interpretations of how bank market concentration ( Market Power Hypothesis) and banking relationships ( Information Hypothesis) affect three sources of small firm liquidity (cash, lines of credit, and trade credit).
Han, Liang +2 more
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The Effect of Credit Risk and Liquidity Risk on Bank Stability
JIET (Jurnal Ilmu Ekonomi Terapan), 2021 The purpose of this study is to determine the effect of credit risk and liquidity risk on bank stability. This study used the multiple regression analysis to determine the effect of credit risk and liquidity risk as the independent variables, with BOPO ...
Ibnu Zakaria Dwinanda +1 more
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How Bank Competition Influence Liquidity Creation [PDF]
SSRN Electronic Journal, 2013 This paper evaluates the effect of bank competition on liquidity creation by banks. Thus, we contribute to the literature on both bank competition and the determinants of liquidity creation by banks. To explore this relationship, we conduct dynamic GMM panel estimations on a dataset of Czech banks from 2002 to 2010.
Horvath, Roman +2 more
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Bank liquidity risk: analysis and estimates
Business, Management and Education, 2012 In today’s banking business, liquidity risk and its management are some of the most critical elements that underlie the stability and security of the bank’s operations, profit-making and clients confidence as well as many of the decisions that the bank ...
Meilė Jasienė +3 more
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Banks, Liquidity Management, and Monetary Policy [PDF]
Econometrica, 2017 We develop a tractable model of banks' liquidity management with an over‐the‐counter interbank market to study the credit channel of monetary policy. Deposits circulate randomly across banks and must be settled with reserves. We show how monetary policy affects the banking system by altering the trade‐off between profiting from lending and incurring ...
Javier Bianchi, Saki Bigio
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Finance, Accounting and Business AnalysisPurpose: The study aims to determine if macroeconomic and bank-specific factors affect bank liquidity differently under different regimes in South Africa. Design/Methodology/Approach: This research used the Markov Switching Mean Vector Autoregressive (
Dumisani Pamba
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