We consider the liquidity shock banks experienced following the collapse of the asset-backed commercial paper market in … that liquidity shock passed a larger portion of their borrowing costs onto corporations seeking access to liquidity in the … the fall of 2007 to investigate whether banks' liquidity condition affect their ability to provide liquidity to …

We study how banks' capital level affects the extent to which they engage in liquidity transformation. We first … using a confidential Bank of England dataset that includes arguably exogenous changes in banks' capital requirement add …-ons. We find that banks engage in less liquidity transformation when their capital increases, which suggests that capital and …

I revisit the Diamond-Dybvig model of liquidity insurance in the presence of hidden trades. The key result is that in … this environment deposit-taking banks are not necessary for the efficient provision of liquidity. Mutual funds are … constrained efficient when supplemented with the same government liquidity regulation that is required to make a banking system …

measure the managing of liquidity. While Bank liquidity was affected by the crisis, bank performance remained relatively …The aim of this paper is to analyze the liquidity levels of various banks in the UAE for the period 2005-2009. To … understand the behavior of liquidity indicators especially during the financial crisis, the researcher will analyze the four …

I study how liquidity information influences banks' liquidity holdings, using the disclosure of bank liquidity coverage … information on banks' strategic interactions in holding liquidity. I use bank network relationships to measure how much a bank … ratio (LCR) mandated for a group of large US banks. While the disclosure rule aims to increase liquidity in the banking …

We document that banks facilitate liquidity provision to their affiliated mutual funds that experience excessive … withdrawals. The liquidity support, which mainly originates from institutional and retail clients of banks, limits the negative … performance effects of financial distress and mitigates strategic complementarities. Parent bank flows during distress periods …

The convention in calculating trading costs in corporate bond markets is to assume that dealers provide liquidity to … provide liquidity in corporate bond markets, and thus, average bid-ask spreads underestimate trading costs that customers … demanding liquidity pay. Compared with periods before the 2008 financial crisis, substantial amounts of liquidity provision have …

This study empirically investigates the relationship between banking integration and liquidity management. To measure … stress are more likely to face increased funding costs, create reduced liquidity, and originate declined small business loans … and mortgages. Those banks with more partners are shown to have a lower liquidity coverage ratio, suggesting that business …