financial crisis. Yet, we know little about the actual magnitudes and mechanisms for transmission of liquidity shocks through … international banks, including the reasons for heterogeneity in transmission across banks. The International Banking Research … studies conducted in 11 countries to explore liquidity risk transmission. Among the main results is, first, that explanatory …

structural liquidity positions in 2007Q2 to estimate the impact of exposure to market freezes during 2007-08 on the supply of … particular, banks that were ex ante more dependent on market funding and had lower structural liquidity reduced the supply of …

We study differences in the price paid for liquidity across banks using price data at the individual bank level. Unique … to gauge the extent to which a bank is short or long liquidity. We find that the price a bank pays for liquidity depends … on the liquidity positions of other banks, as well as its own. There is evidence that liquidity squeezes occasionally …

Over the term of a securitization transaction, the concept of non-compliance allows a securitizing bank to classify a …

-specific and macroeconomic factors influencing an institution's securitization decision. CLO issuance seems to be an appropriate … funding tool for large banks with high risk and low liquidity. However, risk transfer turns out to be limited in the extremes …. Controlling for fixed effects, we find that fixed costs of securitization are surmountable also for smaller institutions …

a measure of liquidity based on the standard deviation of yields of those bonds that are used to compute the average …