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While the balance sheet structure of U.S. banks influences how they respond to liquidity risks, the mechanisms for the …-sectional differences in response to liquidity risk depend on the banks' shares of core deposit funding. By contrast, differences across … global banks (those with foreign affiliates) are associated with ex ante liquidity management strategies as reflected in …
Persistent link: https://www.econbiz.de/10010404088
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 … stress increases the potential profits a bank would put at stake by making risky investments, but it also mitigates the …
Persistent link: https://www.econbiz.de/10012839958
Persistent link: https://www.econbiz.de/10012847219
' liquidity. In this note, we identify some indicators of funds' liquidity profiles, and examine them in a sample of bank loan (BL …Assessing liquidity transformation risks in MFs is difficult, largely due to a lack of detailed data on fund assets … riskier assets and, thus, for which vulnerabilities associated with liquidity transformation are generally most salient. We …
Persistent link: https://www.econbiz.de/10012864629
This paper tests the role of different banks' liquidity funding structures in explaining the bank failures that … recognizes that the new liquidity framework proposed by the Basel Committee on Banking Supervision appears to have the features … needed to strengthen banks' liquidity conditions and improve financial stability. Its correct implementation, together with …
Persistent link: https://www.econbiz.de/10013111259
This paper examines the evolution of intra-financial sector lending in the United States, 1950- 2012, presenting estimates constructed from the Federal Reserve's Flow of Funds Accounts. We establish a number of stylized facts concerning the growth and composition of claims between financial...
Persistent link: https://www.econbiz.de/10013012950
Reinsurance is the primary source of interconnectedness in the insurance industry. As such, reinsurance connectivity provides a transmission mechanism for financial shocks and potentially exposes insurers to contagion and systemic risk. In this paper, connectivity within the U.S....
Persistent link: https://www.econbiz.de/10012856350
This paper tests the role of different banks� liquidity funding structures in explaining the bank failures that … recognizes that the new liquidity framework proposed by the Basel Committee on Banking Supervision appears to have the features … needed to strengthen banks� liquidity conditions and improve financial stability. Its correct implementation, together with …
Persistent link: https://www.econbiz.de/10009350682
In the immediate aftermath of the current financial crisis in the United States the response has been to resolve small and medium size banks, while large banks experiencing financial trouble have been given both direct and indirect government support. This, however, has resulted in a number of...
Persistent link: https://www.econbiz.de/10013114894
This study analyzes the effect that banks' investments in corporate social responsibility (CSR) have on bank …. Separating bank CSR activities into internally focused and externally focused ones provides evidence on how different … constituents value bank CSR activities. I find that CSR-related value creation is primarily a result of banks' external investments …
Persistent link: https://www.econbiz.de/10012321121