Showing 1 - 10 of 8,466
Since 2008, excess liquidity - defined as the sum of holdings of central bank reserves in excess of reserve … small, slowly changing group of credit institutions. Despite the stability of the concentration of excess liquidity in … directing flows in the period 2015-16. In addition, the more recent concentration of excess liquidity is explained by the …
Persistent link: https://www.econbiz.de/10011747703
In the present paper through an empirical analysis author will estimate some important determinant factors of banking solvency apart from the risk. Our sample refers to the western economies including the United States. The econometric analysis based on a single equation model uses OECD panel...
Persistent link: https://www.econbiz.de/10013128168
We analyze the impact of financial crises and monetary policy on the supply of wholesale funding liquidity, and also on … on interbank access and volume is stronger than on spreads. Liquidity supply restrictions are exacerbated for cross … price dispersion substantially decreases when the Eurosystem promises unlimited access to liquidity at a fixed price in …
Persistent link: https://www.econbiz.de/10010471858
We analyze the impact of financial crises and monetary policy on the supply of wholesale funding liquidity, and also on … on interbank access and volume is stronger than on spreads. Liquidity supply restrictions are exacerbated for cross … price dispersion substantially decreases when the Eurosystem promises unlimited access to liquidity at a fixed price in …
Persistent link: https://www.econbiz.de/10012988708
We study the impact of higher capital requirements on banks' balance sheets and its transmission to the real economy. The 2011 EBA capital exercise is an almost ideal quasi-natural experiment to identify this impact with a difference-in-differences matching estimator. We find that treated banks...
Persistent link: https://www.econbiz.de/10011625659
This paper analyses the evolution of the safety and soundness of the European banking sector during the various stages of the Basel process of capital regulation. In the first part we document the evolution of various measures of systemic risk as the Basel process unfolds. Most strikingly, we...
Persistent link: https://www.econbiz.de/10012910412
This paper analyses the evolution of the safety and soundness of the European banking sector during the various stages of the Basel process of capital regulation. In the first part we document the evolution of various measures of systemic risk as the Basel process unfolds. Most strikingly, we...
Persistent link: https://www.econbiz.de/10012946327
This paper analyses the evolution of the safety and soundness of the European banking sector during the various stages of the Basel process of capital regulation. In the first part we document the evolution of various measures of systemic risk as the Basel process unfolds. Most strikingly, we...
Persistent link: https://www.econbiz.de/10012950027
This paper examines the relationship between capital and liquidity creation. This issue is of interest to determine the … potential impact of tighter capital requirements such as those involved in Basel III reforms on liquidity creation. We perform …. We observe a strong expansion of liquidity creation during the full period, which was slowed by the financial crisis, and …
Persistent link: https://www.econbiz.de/10009566415
The purpose of this research paper is to examine the effect of bank capital on liquidity creation. Especially, we test … banks pertaining to the aforementioned countries. The sample period range from 2000 to 2014. Liquidity creation was measured … liquidity creation which supports risk absorption hypothesis. Second, the result from quantile regression confirms the negative …
Persistent link: https://www.econbiz.de/10012928820