Similar Search Results

Global liquidity regulation - Why did it take so long?

Bonner, Clemens; Hilbers, Paul - de Nederlandsche Bank - 2015

in 2013 and to analyze the interaction of capital regulation and banks' liquidity buffers. Our analysis suggests that …

Persistent link: https://www.econbiz.de/10011127195

Modelling the liquidity ratio as macroprudential instrument

End, Jan Willem van den; Kruidhof, Mark - de Nederlandsche Bank - 2012

banks. However if in extreme scenarios the LCR becomes a binding constraint, the interaction of bank behaviour with the …

Persistent link: https://www.econbiz.de/10010543516

Bank liquidity, the maturity ladder, and regulation

Haan, Leo de; End, Jan Willem van den - de Nederlandsche Bank - 2012

We investigate 62 Dutch banks' liquidity behaviour between January 2004 and March 2010, when these banks were subject … to a liquidity regulation that is very similar to Basel III's Liquidity Coverage Ratio (LCR). We find that most banks … the regulation. More solvent banks hold fewer liquid assets against their stock of liquid liabilities, suggesting an …

Persistent link: https://www.econbiz.de/10010757286

Bank provisioning behaviour and procyclicality

Bikker, J.A.; Metzemakers, P.A.J. - de Nederlandsche Bank - 2002

The current debate on the possible procyclicality of the new Basel Accord pays little attention to the procyclicality created by unsound loan loss provisioning. This paper investigates how bank provisioning behaviour is related to the business cycle, using 8,000 bank-year observations from 29...

Persistent link: https://www.econbiz.de/10005030251

Franchise value and risk-taking in modern banks

Martynova, Natalya; Ratnovski, Lev; Vlahu, Razvan - de Nederlandsche Bank - 2014

Traditional theory suggests that high franchise value limits bank risk-taking incentives. Then why did many banks with …

Persistent link: https://www.econbiz.de/10010798444

A macroprudential approach to address liquidity risk with the Loan-to-Deposit ratio

End, Jan Willem van den - de Nederlandsche Bank - 2013

policy to mitigate liquidity risk. We inspect the LTD trends and cycles of 11 euro area countries by filtering methods and … rules. One that stimulates banks to issue retail deposits in an upturn and one that incentivizes banks to create loanable …

Persistent link: https://www.econbiz.de/10010822694

Determinants of the real impact of banking crises: A review and new evidence

Wilms, Philip; Swank, Job; Haan, Jakob de - de Nederlandsche Bank - 2014

We examine which variables are robust in explaining cross-country differences in the real impact of systemic banking crises. Based on a meta-analysis, we identify 21 variables frequently used as determinants of the severity of crises. Employing nine proxies for crisis severity, we find that...

Persistent link: https://www.econbiz.de/10010885310

Confidence and trust: empirical investigations for the Netherlands and the financial sector

Mosch, Robert; Prast, Henriëtte - de Nederlandsche Bank - 2008

This paper studies confidence and trust in the Netherlands, especially with regard to the financial sector. Confidence and trust are qualitative, emotion-based variables which seems to be a powerful force in the economy. The aim of this paper is to gain a better understanding of the relationship...

Persistent link: https://www.econbiz.de/10011004560

International Capital Mobility and Financial Fragility - Part 5. Do Investors Disproportionately Shed Assets of Distant Countries Under Increased Uncertainty?: Evidence from the Gl...

Economics Department, Organisation de Coopération et …; … - 2012

The global crisis of 2008-09 went in hand with sharp fluctuations in capital flows. To some extent, these fluctuations may have been attributable to uncertainty-averse investors indiscriminately selling assets about which they had poor information, including those in geographically distant...

Persistent link: https://www.econbiz.de/10011007420

Principles and Trade-Offs when Making Issuance Choices in the UK

Directorate for Financial, Fiscal and Enterprises …; … - 2011

This paper sets out: (i) the principles underpinning debt management policy in the UK; (ii) the key factors influencing annual issuance decisions; and (iii) how some of those factors require judgements to be made in determining appropriate trade-offs. Key factors influencing annual issuance...

Persistent link: https://www.econbiz.de/10009421746