Showing 1 - 10 of 384
Repo is used in India as an instrument for monetary policy by institutionalizing daily Liquidity Adjustment Facility … (LAF) which allows banks and Primary Dealers to manage their liquidity needs. Liquidity stress in the market has an impact …-bank uncollateralized call market and the call rates are prone to liquidity shocks in the system. The spread between Call and Repo rates is …
Persistent link: https://www.econbiz.de/10011260388
In October 2010, having drawn crucial lessons fom the Financial Crisis which was triggered in 2007, and whose impact was still evident at the time, the Financial Stability Board Recommendations on systemically important financial institutions „called for an assessment, on the basis of the BCBS...
Persistent link: https://www.econbiz.de/10009323446
This paper considers developments which have necessitated greater involvement and a greater role for the central bank in financial regulation and supervision. The aftermath of the 2007/08 financial crisis has witnessed the enactment of legislation such as the Banking Act of 2009 which has not...
Persistent link: https://www.econbiz.de/10009323454
point when other measures such as winding down measures and the provision of other forms of liquidity assistance could be …
Persistent link: https://www.econbiz.de/10008550562
commercial bank liquidity. Banking systems, which are relatively liquid, are better able to deal with the large deposit … withdrawals that tend to accompany bank runs. This study provides an assessment of the main determinants of bank liquidity as well … as an evaluation of the impact of banking crises on liquidity. The results show that on average, bank liquidity is about …
Persistent link: https://www.econbiz.de/10008529280
recent Basel Committee's initiatives, that is, Basel III. These two regulatory tools being capital and liquidity requirements … why the Basel Committee's liquidity requirements and present proposals aimed at addressing liquidity risks, still … Crisis, the paper will highlight how runs on banks are triggered by liquidity crises and that liquidity risks cannot be …
Persistent link: https://www.econbiz.de/10008777385
their supervisory roles and functions, have necessitated an extension of central banks role in the management of liquidity …
Persistent link: https://www.econbiz.de/10008683306
were characterized by rapid growth without major contractions, by an increase in liquidity, a lack of inflation, and a …
Persistent link: https://www.econbiz.de/10011110198
Standard macroeconomic theory did not help foresee the crisis, nor has it helped understand it or craft solutions. This columns argues that both the New Classical and New Keynesian complete markets macroeconomic theories not only did not allow the key questions about insolvency and illiquidity...
Persistent link: https://www.econbiz.de/10011111291
The paper analyzes liquidity risk and contagion in interbank markets. The aim of the research is to define the … different structures of interbank markets and structures that allow the better allocation of liquidity and thus avoid the spread … model in the management of liquidity risk in the interbank market. We will then analyze the mechanisms that explain the …
Persistent link: https://www.econbiz.de/10011111992