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This paper tests the role of different banks� liquidity funding structures in explaining the bank failures that … recognizes that the new liquidity framework proposed by the Basel Committee on Banking Supervision appears to have the features … needed to strengthen banks� liquidity conditions and improve financial stability. Its correct implementation, together with …
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In this paper we estimate the demand for liquidity by US non financial firms using data from COMPUSTAT database. In …
Persistent link: https://www.econbiz.de/10005113526
After the crisis, bank regulators are considering mitigating liquidity risk by introducing quantity limits on liquidity … and maturity mismatch. We argue that aggregate liquidity risk can be reduced with little deadweight loss by encouraging … readily observable variable correlated with systemic liquidity risk (e.g. the LIBOR-OIS spread) is above a trigger threshold …
Persistent link: https://www.econbiz.de/10008677914
This paper tests the hypothesis of liquidity hoarding in the Italian banking system during the 2007-2011 global …¿½ interventions are ineffective because banks hoard the liquidity injected rather than channelling it on to other banks and the real … the crisis, and, contrary to widespread conjecture, the liquidity injected by the Eurosystem was intermediated among banks …
Persistent link: https://www.econbiz.de/10011099633
institutions relative to the new rules on capital and liquidity. The exercise paints a picture of broad compliance with the … of liquidity present in the system seems necessary, including via the introduction of new coordination measures. …
Persistent link: https://www.econbiz.de/10011100363