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~isPartOf:"FRB of New York Staff Report"
~isPartOf:"NBER working paper series"
~person:"Acharya, Viral V."
~person:"Benmelech, Efraim"
~person:"Horioka, Charles Yuji"
~subject:"Bankenliquidität"
~subject:"Liquiditätsbeschränkung"
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Acharya, Viral V.
Benmelech, Efraim
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ECONIS (ZBW)
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1
Liquidity
Dependence and the Waxing and Waning of Central Bank Balance Sheets
Acharya, Viral V.
;
Chauhan, Rahul S.
;
Rajan, Raghuram Govind
-
National Bureau of Economic Research
-
2023
in 2017, there was no commensurate shrinkage of these claims on
liquidity
. Consequently, the financial sector was left … more sensitive to potential
liquidity
shocks, with weaker-capitalized banks most exposed. This necessitated Fed
liquidity
… provision in September 2019 and again in March 2020.
Liquidity
-risk-exposed banks suffered the most drawdowns and the largest …
Persistent link: https://www.econbiz.de/10014247971
Saved in:
2
The Degree of Judicial Enforcement and Credit Markets : Evidence from Japanese Household Panel Data
Horioka, Charles Yuji
-
2010
In this paper, we conduct an empirical analysis of the impact of better judicial enforcement on the probability of being credit rationed, loan size, and the probability of bankruptcy using household-level data from the Japanese Panel Survey of Consumers, conducted by the Institute for Research...
Persistent link: https://www.econbiz.de/10012463019
Saved in:
3
How Do Global Banks Scramble for
Liquidity
? Evidence from the Asset-Backed Commercial Paper Freeze of 2007
Acharya, Viral V.
-
2013
In August of 2007, banks faced a freeze in funding
liquidity
from the asset-backed commercial paper (ABCP) market. We … investigate how banks scrambled for
liquidity
in response to this freeze and its implications for corporate borrowing. Commercial …
Persistent link: https://www.econbiz.de/10013077991
Saved in:
4
Rollover Risk and Market Freezes
Acharya, Viral V.
-
2010
The crisis of 2007-09 has been characterized by a sudden freeze in the market for short-term, secured borrowing. We present a model that can explain a sudden collapse in the amount that can be borrowed against finitely-lived assets with little credit risk. The borrowing in this model takes the...
Persistent link: https://www.econbiz.de/10012462978
Saved in:
5
Are Banks Passive
Liquidity
Backstops? Deposit Rates and Flows during the 2007-2009 Crisis
Acharya, Viral V.
-
2012
Can banks maintain their advantage as
liquidity
providers when they are heavily exposed to a financial crisis? The …
liquidity
insurer is not one of the passive recipient, but of an active seeker, of deposits. We find that banks facing a funding …
liquidity
demand shocks (as measured by their unused commitments, wholesale funding dependence, and limited liquid assets), as …
Persistent link: https://www.econbiz.de/10012460820
Saved in:
6
Liquidity
,
Liquidity
Everywhere, Not a Drop to Use - Why Flooding Banks with Central Bank Reserves May Not Expand
Liquidity
Acharya, Viral V.
;
Rajan, Raghuram Govind
-
National Bureau of Economic Research
-
2022
reserves, which are also claims on
liquidity
. In ordinary times, when these claims are not called on, central bank balance … sheet expansion will typically enhance the net availability of
liquidity
to the system. However, in times of stress when … these offsetting claims on
liquidity
are exercised, the demand for
liquidity
can be significantly more. Furthermore, liquid …
Persistent link: https://www.econbiz.de/10012814455
Saved in:
7
Credit Traps
Benmelech, Efraim
-
2010
, under certain circumstances, the credit channel transmission mechanism fails in that
liquidity
injections by the central … show how they can arise due to the interplay between financing frictions,
liquidity
, and collateral values. Our analysis …
Persistent link: https://www.econbiz.de/10012462457
Saved in:
8
An Empirical Analysis of the Fed's Term Auction Facility
Benmelech, Efraim
-
2012
was to ensure that
liquidity
provisions could be disseminated efficiently even when the unsecured interbank markets were …
Persistent link: https://www.econbiz.de/10012460357
Saved in:
9
Leverage, Moral Hazard and
Liquidity
Acharya, Viral V.
-
2010
drying up of
liquidity
. Financial firms raise short-term debt in order to finance asset purchases. When asset fundamentals … worsen, debt induces firms to risk-shift; this limits their funding
liquidity
and their ability to roll over debt. Firms may … de-lever by selling assets to better-capitalized firms. Thus the market
liquidity
of assets depends on the severity of …
Persistent link: https://www.econbiz.de/10012462815
Saved in:
10
Do Borrowing Constraints Matter? An Analysis of Why the Permanent Income Hypothesis Does Not Apply in
Japan
Kohara, Miki
-
2006
importance of borrowing constraints in
Japan
. We find (1) that 8 to 15 percent of young married Japanese households are borrowing … does not apply in
Japan
and that the presence of borrowing constraints is not the main reason why it does not apply …
Persistent link: https://www.econbiz.de/10012466335
Saved in:
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