Results 21 to 30 of about 1,847,399 (293)
High Liquidity Creation and Bank Failures [PDF]
IMF Working Papers, 2015 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, which provides a natural field experiment due to numerous failures experienced over the past decade.
Zuzana Fungacova +2 more
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Фінансово-кредитна діяльність: проблеми теорії та практики, 2023 This study has a general purpose to extend a theoretical approach as an attempt to overcome the research inconsistency regarding the influence of capital in banking companies towards the creation of liquidity.
Sri Lestari +2 more
doaj +1 more source
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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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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Liquidity creation and competition in the banking industry pre and post Arab Spring in Mena region [PDF]
, 2020 Competition is one of the determinants that influences banks’ liquidity creation. Political transitions in the MENA region have affected many aspects of the region, including its economy.
Yahya, M. H. +3 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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Liquidity, Money Creation and Destruction, and the Returns to Banking [PDF]
International Economic Review, 2004 We build on our earlier model of money in which bank liabilities circulate as medium of exchange, and investigate the provision of liquidity for a range of central-bank regulations dealing with the potential of bank failure. In our model, banks issue inside money under fractional reserves, facing the event of excess redemptions.
Ricardo de O. Cavalcanti +2 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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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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The impact of quantitative easing on liquidity creation
Journal of Banking & Finance, 2020 We study the effects of the US Federal Reserve’s large-scale asset purchase programs during 2008-2014 on bank liquidity creation. Banks create liquidity when they transform the liquid reserves resulted from quantitative easing into illiquid assets. As the composition of banks’ loan portfolio affects the amount of liquidity it creates, the impact of ...
Supriya Kapoor, Oana Peia
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