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This paper examines how the introduction of deposit insurance influences the relationship between bank capital and …, Russia, provides a natural experiment to investigate this issue. We study three alternative measures of bank liquidity … insurance scheme exerts a limited impact on the relationship between bank capital and liquidity creation and does not change the …
Persistent link: https://www.econbiz.de/10013136346
This paper examines how the introduction of deposit insurance influences the relationship between bank capital and … requirements should not be considered separately by bank regulators …
Persistent link: https://www.econbiz.de/10013105506
This paper examines how the introduction of deposit insurance influences the relationship between bank cap-ital and … market, Russia, provides a natural experiment to investigate this issue. We study three alternative measures of bank … deposit insurance scheme exerts a limited impact on the relationship between bank capital and liquidity creation and does not …
Persistent link: https://www.econbiz.de/10012970061
This study investigates spillover effects of banks' liquidity risk control on the real economy by using the introduction of the Basel III liquidity regulation as shocks to banks. Since the Basel Committee's endorsement of this regulation in 2010, banks exposed to high liquidity risk have...
Persistent link: https://www.econbiz.de/10012854990
bank liquidity creation? We use the 2019 Bank Regulation and Supervision Survey published by the World Bank to update five …
Persistent link: https://www.econbiz.de/10013238988
choices when determining their own. This effect is asymmetric and not present in bank capital choices. Importantly, I find …
Persistent link: https://www.econbiz.de/10013248835
externalities, while pay-risk incentives increase both externalities. Our findings infer a tradeoff for bank regulators …
Persistent link: https://www.econbiz.de/10012996244
The article deals with the liquidity risk in the banks in the context of the financial crisis. At first, the balance sheet and market liquidity are defined and the main principles of the methods for measuring liquidity risk, which banks use, are identified. Then follow review of main challenges...
Persistent link: https://www.econbiz.de/10011460084
We contribute to the empirical literature on the impact of shocks to bank capital in the euro area by estimating a … economy, namely a demand shock and a shock to bank capital. The main findings of the paper are as follows: i) Impulse …-response analysis shows that in response to a shock to bank capital, banks boost capital ratios by reducing their relative exposure to …
Persistent link: https://www.econbiz.de/10011662933
Basel III introduces the first global framework for bank liquidity regulation. As monetary policy typically involves … targeting the interest rate on interbank loans of the most liquid asset – central bank reserves – it is important to understand …
Persistent link: https://www.econbiz.de/10013088005