Narrow search
Showing 1 - 10 of 219
Cover Image
When does the general public lose trust in banks?
Jansen, David-Jan; Mosch, Robert; Cruijsen, Carin van der - de Nederlandsche Bank - 2013
When does the general public lose trust in banks? We provide empirical evidence using responses by Dutch survey participants to eight hypothetical scenarios. We find that members of the general public care strongly about executive compensation. Negative media reports, falling stock prices, and...
Persistent link: https://www.econbiz.de/10010726974
Cover Image
Regulation and banking: a survey
Hebbink, G.E.; Prast, H.M. - de Nederlandsche Bank - 1998
This report presents an overview of the theory of regulation in general, with special attention for the regulation of … banks. Two theories of government regulation are described. The first, normative, theory uses market failures as the … justification of government regulation. The second, positive, theory explains the existence of regulation as the outcome of the …
Persistent link: https://www.econbiz.de/10005021856
Cover Image
Modelling the liquidity ratio as macroprudential instrument
End, Jan Willem van den; Kruidhof, Mark - de Nederlandsche Bank - 2012
The Basel 3 Liquidity Coverage Ratio (LCR) is a micro prudential instrument to strengthen the liquidity position of banks. However if in extreme scenarios the LCR becomes a binding constraint, the interaction of bank behaviour with the regulatory rule can have negative externalities. We simulate...
Persistent link: https://www.econbiz.de/10010543516
Cover Image
Banks' Liquidity Buffers and the Role of Liquidity Regulation
Bonner, Clemens; Lelyveld, Iman van; Zymek, Robert - de Nederlandsche Bank - 2013
banks' liquidity risk management. Our main question is whether the presence of liquidity regulation substitutes or … complements banks' incentives to hold liquid assets. Our results reveal that in the absence of liquidity regulation, the … substituted by liquidity regulation, a bank's disclosure requirement and size remain significant. A key takeaway from our analysis …
Persistent link: https://www.econbiz.de/10010757282
Cover Image
Bank liquidity, the maturity ladder, and regulation
Haan, Leo de; End, Jan Willem van den - de Nederlandsche Bank - 2012
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
Cover Image
Capital Requirements and Credit Rationing
Agur, Itai - de Nederlandsche Bank - 2010
This paper analyzes the trade-off between financial stability and credit rationing that arises when increasing capital requirements. It extends the Stiglitz-Weiss model of credit rationing to allow for bank default. Bank capital structure then matters for lending incentives. With default and...
Persistent link: https://www.econbiz.de/10008489838
Cover Image
Bank runs in the Diamond-Dybvig model
Wit, J.N.M. - de Nederlandsche Bank - 1998
The Diamond-Dybvig model provides an explanation for: (1) the existence of banks as a risk sharing agreement between depositors against unexpected liquidity needs, (2) bank runs as an act of collective irrationality by rational depositors, and (3) the introduction of deposit insurance as an...
Persistent link: https://www.econbiz.de/10004970705
Cover Image
A macroprudential approach to address liquidity risk with the Loan-to-Deposit ratio
End, Jan Willem van den - de Nederlandsche Bank - 2013
This paper maps the empirical features of the Loan-to-Deposit (LTD) ratio with an eye on using it in macroprudential policy to mitigate liquidity risk. We inspect the LTD trends and cycles of 11 euro area countries by filtering methods and analyze the interaction between loans and deposits. We...
Persistent link: https://www.econbiz.de/10010822694
Cover Image
Monetary Policy and Excessive Bank Risk Taking
Agur, Itai; Demertzis, Maria - de Nederlandsche Bank - 2010
This paper shows that a rate hike has countervailing effects on banks' risk appetite. It reduces risk when the debt burden of the banking sector is modest. We model a regulator whose trade-off between bank risk and credit supply is derived from a welfare function. We show that the regulator...
Persistent link: https://www.econbiz.de/10008774017
Cover Image
Pension benefit security: a comparison of solvency requirements, a pension guarantee fund and sponsor support
Broeders, Dirk; Chen, An - de Nederlandsche Bank - 2010
Developed countries apply different security mechanisms in regulation to protect defined pension benefits: solvency …
Persistent link: https://www.econbiz.de/10008763230