Results 21 to 30 of about 2,035 (162)
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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High Liquidity Creation and Bank Failures [PDF]
IMF Working Papers, 2015 Abstract We formulate the “High Liquidity Creation Hypothesis” (HLCH) that a proliferation in the core activity of bank liquidity creation increases failure probability. We test the HLCH in the context of Russian banking, where many failures occurred albeit not triggered by swings in business cycles or an exogenous shock such as a crisis.
Zuzana Fungacova +2 more
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Bank Regulation, Supervision and Liquidity Creation
SSRN Electronic Journal, 2020 The exposures of the banking system during the global financial crisis of 2007–2009 alerted regulators who strengthened their regulation and supervision of banks to prevent future problems. Yet, banks need to perform one of their main functions in the economy, which is creating liquidity.
Kladakis, George +2 more
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Economies, 2023 Both real and monetary shocks have been extensively researched, with conflicting findings on the involvement of the banking sector following the occurrence of these shocks.
Ali Almeshari +4 more
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Bank Liquidity Creation and Systemic Risk
SSRN Electronic Journal, 2020 Abstract This paper examines the linkage between bank liquidity creation and systemic risk. Using quarterly data on U.S. bank holding companies from 2003 to 2016, we document that liquidity creation decreases systemic risk at the individual bank level after controlling for bank size, asset risk, and other bank-specific attributes.
Vähämaa, Sami +3 more
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The Deposit Insurance Pricing and its Effect on Stable Funding and Liquidity Creation in Iran's Banking System [PDF]
راهبرد مدیریت مالیThe purpose of this research is to investigate the impact of risk-adjusted deposit insurance pricing using the option pricing theory on net stable funding and liquidity creation in Iran's banking system. In this regard, the panel vector regression method
Mahsa Farkhondeh +3 more
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Jurnal Studi Manajemen Organisasi, 2016 Problems related to banking in Indonesia today is the problem of liquidity. It is shown from a commercial bank credit grew 23.03% but not matched by growth in deposits which only reached 16.56% in 2012 (Report of Banking Supervision, 2012).
Muhammad Mirajudin +1 more
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Liquidity Creation and Trust Environment
Journal of Financial Services Research, 2021 Trust towards banks plays a central role in theoretical literature. Diamond and Dybvig (J Polit Econ 91:401–419, 1983) argue that in a trustworthy environment banks can easily collect deposit foster banking activity and asset transformation. Diamond and Rajan (J Polit Econ 109:287–327, 2001) posit that a high trust environment discourages banks from ...
Bertrand, Jérémie +2 more
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Liquidity Creation and Bank Performance of Syrian Banks before and during the Syrian War
International Journal of Financial Studies, 2019 This paper estimates the amount of liquidity created by Syrian banks between 2004 and 2016, and further investigates the effect of liquidity creation on bank performance, controlling for a set of bank-level, industry-level, and macroeconomic variables ...
Ahmad Sahyouni, Man Wang
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Role of bank competition in determining liquidity creation: evidence from GCC countries
Journal of Applied Economics, 2022 This study aims to investigate the impact of banking-sector concentration on the banks’ liquidity creation in GCC countries over the period from 2012 to 2018 by using a dynamic GMM panel procedure.
Shoaib Ali +3 more
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