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regression models to assess the impact of both liquidity and credit risk on the efficiency of the IBs. Efficiency scores confirm … also confirm that both liquidity risk (LR) and credit risk (CR) have a significant impact on the efficiency of the IBs in … Bangladesh. A higher score for efficiency is shown by a higher liquidity risk, whereas mixed results are confirmed by credit risk …
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regulatory liquidity requirements on bank behavior. A multi-stage decision situation allows for considering the interaction … between credit risk and liquidity risk of banks. This interaction is found to make a risk neutral bank behave as if it were … risk averse in an environment where there is no interbank market and liquidity regulation. Introducing a buoyant interbank …
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I study how liquidity information influences banks' liquidity holdings, using the disclosure of bank liquidity coverage … information on banks' strategic interactions in holding liquidity. I use bank network relationships to measure how much a bank … ratio (LCR) mandated for a group of large US banks. While the disclosure rule aims to increase liquidity in the banking …
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liquidity. Interstate banking deregulation prompted lending by large, sophisticated, out-of-state banks, potentially altering … find that stock market liquidity increases following banking deregulation, especially for borrowers characterized by poorer …
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