We empirically analyse the relationship between longer term central bank liquidity support and banks' balance sheet …

This paper analyses the potential roles of bank asset fire sales and recourse to central bank credit to ensure banks …' funding liquidity and solvency. Both asset liquidity and central bank haircuts are modelled as power functions within the unit … interval. Funding stability is captured as strategic bank run game in pure strategies between depositors. Asset liquidity, the …

LCR considers only a subset of central bank eligible assets and thereby offers banks an arbitrage opportunity to improve … their regulatory ratio by altering their collateral pledging with the European Central Bank. We use the existence of … national liquidity requirements to proxy for banks' incentives to exploit this differential treatment of central bank eligible …

assets, the feasibility of secured lending, and welfare implications of the central bank’s collateral framework. As an …

How do capital and liquidity buffers affect the evolution of bank loans in periods of financial and economic distress … relates macroeconomic aggregates to individual bank balance sheet items and interest rates. We find that banks with high … liquidity buffers also affect bank responses to monetary policy shocks. High bank capitalisation reduces the degree to which …

We study how the consequences of violations of covenants associated with bank lines of credit to firms vary with the … the heart of a new bank liquidity channel. This channel complements the traditional bank lending channel, which focuses on …

, the feasibility of secured lending, and welfare implications of the central bank's collateral framework. As an innovation … collateral with the central bank. Conditions are identified such that expected utility increases for all market participants when … the central bank accepts a broader range of assets as collateral …

experiment to examine the effect of government guarantees on bank risk taking, using a large data set of matched bank …

suggest that central bank liquidity has mitigated this effect most clearly on lending volumes. Lending to non …-financial corporations is more sensitive to wholesale funding shocks than lending to households. Moreover, bank characteristics matter for …

This paper investigates the relationship between bank funding costs and solvency for a large sample of euro area banks … relationship between bank solvency, on the one hand, and senior bond yields, term deposit rates and overnight deposit rates, on the … other. The analysis finds a significant negative relationship between bank solvency and the different types of funding costs …