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Liquidity Stress-Tester : Do Basel III and Unconventional Monetary Policy Work?
van den End, Jan Willem - 2011
This paper presents a macro stress-testing model for liquidity risks of banks, incorporating the proposed Basel III … liquidity regulation, unconventional monetary policy and credit supply effects. First and second round (feedback) effects of … shocks are simulated by a Monte Carlo approach. Banks react according to the Basel III standards, endogenising liquidity risk …
Persistent link: https://www.econbiz.de/10013119113
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Liquidity regulation and financial stability
Li, Yang - In: Macroeconomic dynamics 24 (2020) 5, pp. 1240-1263
Persistent link: https://www.econbiz.de/10012241320
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Liquidity dependence : why shrinking central bank balance sheets is an uphill task
Acharya, Viral V.; Chauhan, Rahul; Rajan, Raghuram Govind; … - 2022
Persistent link: https://www.econbiz.de/10013415016
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Liquidity, liquidity everywhere, not a drop to use : why flooding banks with central bank reserves may not expand liquidity
Acharya, Viral V.; Rajan, Raghuram Govind - 2022
Persistent link: https://www.econbiz.de/10012798660
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Bank reserves and broad money in the global financial crisis : a quantitative evaluation
Chadha, Jagjit; Corrado, Luisa; Meaning, Jack; Schuler, … - 2020
Persistent link: https://www.econbiz.de/10012672082
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Bank reserves and broad money in the global financial crisis : a quantitative evaluation
Chadha, Jagjit; Corrado, Luisa; Meaning, Jack; Schuler, … - 2020
The Federal Reserve responded to the global financial crisis by initiating an unprecedented expansion of central bank money (bank reserves) once the policy rate had reached the lower bound. To capture the salient features of the crisis, we develop a model where the central bank can provide...
Persistent link: https://www.econbiz.de/10012271563
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Stock market liquidity, funding liquidity, financial crises and quantitative easing
Mishra, Ajay Kumar; Parikh, Bhavik; Spahr, Ronald W. - In: International review of economics & finance : IREF 70 (2020), pp. 456-478
Persistent link: https://www.econbiz.de/10012486824
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The different roles of liquidity and capital in preventing financial crises : insights from a Post-Keynesian model
Docherty, Peter - In: Review of Keynesian economics 12 (2024) 2, pp. 159-180
Persistent link: https://www.econbiz.de/10014558545
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Reserve requirements survey
Rhee, June; Mott, Carey K.; Feldberg, Greg; Metrick, Andrew - In: The journal of financial crises 4 (2022) 4, pp. 133-149
Persistent link: https://www.econbiz.de/10014249246
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Liquidity regulation, the Central Bank, and the money market : conference paper
Scheubel, Beatrice; Körding, Julia - 2013 - This version: 15 February 2013
crisis, recent advances in global liquidity regulation try to curb the excessive reliance on short-term wholesale funding … without being clear on how such an approach will affect the overall equilibrium on money markets. In particular, liquidity …
Persistent link: https://www.econbiz.de/10010342820