bank liquidity, seek help within their own group and dispose of assets. As the shock spreads, borrowers who lack liquid … capital and liquidity risks amplify the crisis. When authorities intervene, unconventional monetary policies smooth the …

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 …

In this paper we estimate the demand for liquidity by US non financial firms using data from COMPUSTAT database. In …

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 …

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 …