Indicators (WGI) for Greece, aiming to isolate the common component and thus to create the GOVERNANCE indicator. We find that the …, is systemic liquidity risk. Our results could be of interest to policy makers and regulators as a macro prudential policy …

Indicators (WGI) for Greece, aiming to isolate the common component and thus to create the GOVERNANCE indicator. We find that the …, is systemic liquidity risk. Our results could be of interest to policy makers and regulators as a macro prudential policy …

Background: This study analyzes the impact of non-performing loans (NPLs) on bank liquidity creation to investigate the … techniques have been used for analysis. Results: Total liquidity creation by Chinese banks is declining, and NPLs ratio has … started to increase following a continuous decline between 2005 and 2012. We find that liquidity creation by Chinese banks …

This paper discusses liquidity regulation when short-term funding enables credit growth but generates negative systemic … containing risk and preserving credit quality, while quantity-based fundingratios are distorsionary. Liquidity buffers are either … overconfidence), excess credit and liquidity risk are best controlled with net fundingratios. Taxes on short-term funding emerge …

. Moreover, although they mitigate credit risk, CCPs create liquidity risks, because they rely on participants to provide cash …. Such requirements increase with both market volatility and default; consequently, CCP liquidity needs are inherently … financial institutions default. Liquidity-focused macroprudential stress tests could help to assess and manage this systemic …

loan portfolio. Contribution of this paper to the added value in the area of liquidity risk management in banks is high …

-the-counter markets for liquidity in Germany: the interbank market for credit and for derivatives. We use end-of-quarter data from the …

We investigate how funding liquidity affects the bank lending using a large sample of US bank holding companies. We … liquidity is larger in high-loan-growth banks. The negative effects of funding liquidity on lending seem to be clearer before … funding liquidity after the crisis period. We believe our study is of interest to regulators and policymakers. …

decrease a bank's incentive to take risk with its remaining ineligible assets. A greater capacity to respond to liquidity … illiquidity disadvantages of holding risky assets. We then empirically estimate the effect of two liquidity regulations on bank … ratios. Using a difference- in-differences specification, we also do not find evidence that the liquidity coverage ratio …