Showing 1 - 10 of 1,738
This paper examines the bank liquidity risk while using a maturity mismatch indicator of loans and deposits (LTDm … exposed to liquidity risk. The financial crisis in 2007–2009 highlighted the importance of liquidity to the functioning of … business model, are related to liquidity risk, while using a sample of European banks in the period after the financial crisis …
Persistent link: https://www.econbiz.de/10012126481
The Basel Committee proposed the Net Stable Funding Ratio (NSFR) to curb excessive maturity mismatch of the banking sector. However, it remains to be ascertained as to what are the financial and real effects of the NSFR on banks' credit quality, investment, and the pass-through of monetary...
Persistent link: https://www.econbiz.de/10012427585
Persistent link: https://www.econbiz.de/10013370586
Persistent link: https://www.econbiz.de/10009730835
vulnerabilities of short-term credit markets and the role of central banks as back-stop liquidity providers to financial markets. The … Federal Reserve's response to financial disruptions in the United States importantly included creating liquidity facilities … interventions — the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility. Our findings indicate that this …
Persistent link: https://www.econbiz.de/10013116163
Persistent link: https://www.econbiz.de/10013207720
In the 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 the real economy …
Persistent link: https://www.econbiz.de/10013037066
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
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/10009781869
Persistent link: https://www.econbiz.de/10011815994