In this paper potential financial linkages between liquidity and bank solvency measures in advanced economies and …

This paper constructs new indicators of liquidity for equity, bond and money markets in major advanced and emerging … evidence of an historical increase in market liquidity since the early 1990s, in part as a result of advances in international … financial integration, but markets have been increasingly exposed to global systemic liquidity shocks. Second, liquidity …

perceived riskiness of individual banks, their liquidity buffers, loan exposure, and interest margins, bear a significant …

interest rates, allowing for the better pricing of risk and capital. …

attention was paid to the potential spillover of excess liquidity. This paper suggests a notional level of "optimal" liquidity …

development has been limited by hurdles confronting borrowers and lenders, current and potential liquidity providers, and …

United Kingdom, the euro area, and Japan during the recent crisis on interbank credit and liquidity risk premia …. Announcements of interest rate cuts, liquidity support, liability guarantees, and recapitalization were associated with a reduction … of interbank risk premia, albeit to a different degree during the subprime and global phases of the crisis. Decisions not …

solvency and liquidity factors that predict a debt-crisis episode one year in advance. The logit model predicts 74 percent of …

' incentives, we show that under an expanded mandate to explicitly oversee systemic risk, regulators would be more forbearing … degree of systemic risk vis-á-vis a multiple regulatory arrangement. …

. Using data from 49 countries, the paper evaluates the effectiveness of macroprudential instruments in reducing systemic risk …