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Did emergency liquidity assistance (ELA) of the ECB delay the bankruptcy of Greek banks?
Götz, Martin R.; Haselmann, Rainer; Krahnen, Jan Pieter; … - 2015
The European Central Bank (ECB) increased the emergency liquidity assistance (ELA) for Greek banks from €50 billion in …
Persistent link: https://www.econbiz.de/10011333051
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Theory and regulation of liquidity risk management in banking
Scannella, Enzo - In: International journal of risk assessment and management … 19 (2016) 1/2, pp. 4-21
Persistent link: https://www.econbiz.de/10011584779
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On-site inspecting Zombie lending
Bonfim, Diana; Cerqueiro, Geraldo; Degryse, Hans; … - In: Management science : journal of the Institute for … 69 (2023) 5, pp. 2547-2567
Persistent link: https://www.econbiz.de/10014305424
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Evaluation of prediction accuracy models for bankruptcy in Indonesian banks
Gunanto, Adi - In: Financial studies 27 (2023) 2, pp. 53-71
This research aims to find the most accurate model for predicting bankruptcy in the Indonesian banking industry. The data used are secondary data in the form of financial reports from 2018 to 2022. The methodology includes hypothesis testing using normality, homogeneity, and one-way ANOVA tests....
Persistent link: https://www.econbiz.de/10014506642
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A liquidity risk stress-testing framework with Basel liquidity standards
Hejlová, Hana; Komárková, Zlatuše; Rusnák, Marek - In: Prague economic papers : a bimonthly journal of … 29 (2020) 3, pp. 251-273
Persistent link: https://www.econbiz.de/10012593458
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Rollover risk, liquidity and macroprudential regulation
Ahnert, Toni - In: Journal of money, credit and banking : JMCB 48 (2016) 8, pp. 1753-1785
Persistent link: https://www.econbiz.de/10011707954
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Cournot fire sales
Eisenbach, Thomas M.; Phelan, Gregory - 2018
illiquid assets or underprovision of liquidity. We investigate whether imperfect competition (Cournot) improves welfare through … internalizing the externality and find that this is far from guaranteed. In a standard model of liquidity shocks, when liquidity is … sufficiently scarce, Cournot competition leads to even less liquidity than the Walrasian equilibrium. In a standard model of …
Persistent link: https://www.econbiz.de/10011806238
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Credit risk transfer and de facto GSE reform
Finkelstein, David L.; Strzodka, Andreas; Vickery, James - 2018
disrupting the liquidity or stability of mortgage secondary markets. In the process, the programs have created a new financial … market for pricing and trading mortgage credit risk, which has grown in size and liquidity over time. The CRT programs …
Persistent link: https://www.econbiz.de/10011806244
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Post-crisis regulatory reform in banking : address insolvency risk, not illiquidity!
Thakor, Anjan V. - In: Journal of financial stability 37 (2018), pp. 107-111
Persistent link: https://www.econbiz.de/10012156948
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Using reserve requirements as a macroprudential tool
Melville, Yannick; Persad, Nikkita - 2019
Persistent link: https://www.econbiz.de/10012177283