Similar Search Results

A liquidity risk index as a regulatory tool for systemically important banks? : an empirical assessment across two financial crises

Gianfelice, Gianfranco; Marotta, Giuseppe; Torricelli, … - In: Applied economics 47 (2015) 1/3, pp. 129-147

Persistent link: https://www.econbiz.de/10010463946

A Liquidity Risk Index as a Regulatory Tool for Systemically Important Banks? An Empirical Assessment Across Two Financial Crises

Gianfelice, Gianfranco - 2013

We provide an assessment of the IMF suggestion, based on Severo (2012), to use an index of systemic liquidity risk (SLRI) that could help to estimate a Pigouvian tax on large banks for the externality on the international banking system out of their risk exposure. To this end we compute a...

Persistent link: https://www.econbiz.de/10013078868

A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises

Gianfelice, Gianfranco; Marotta, Giuseppe; Torricelli, … - Dipartimento di Economia "Marco Biagi", Università … - 2013

Persistent link: https://www.econbiz.de/10010678326

A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises

Gianfelice, Gianfranco; Marotta, Giuseppe; Torricelli, … - In: Applied Economics 47 (2015) 2, pp. 129-147

We provide an empirical assessment of the suggestion, based on Severo (2012), to use a systemic liquidity risk index (SLRI) for estimating liquidity premia that could be charged on large banks as a compensation for the implicit liquidity support obtained from public authorities (Blancher <italic>et al.</italic>,...

Persistent link: https://www.econbiz.de/10011104262