buffer appears to crowd out bank lending and lead to a migration of liquidity risks to banks that are not subject to … volatility in the liquidity premium. A central bank committed liquidity facility can improve the current quantity …This paper investigates, theoretically and empirically, the effects of liquidity regulation on the banking system. We …

regulatory requirements. Our analytic characterization of the bank policy choices shows that imposing solely liquidity … requirements leads to lower bank losses in default at the cost of an increased likelihood of default. Combining liquidity …We develop a dynamic model of banking to assess the effects of liquidity and leverage requirements on banks' insolvency …

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 …

distorted the choices of financial intermediaries ex-ante (inducing them to rely too much and too quickly on liquidity for …

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 …

2001 to 2010. Results of panel data regression analysis show that bank liquidity is positively related to capital adequacy … bank liquidity is ambiguous. …This paper aims to identify determinants of liquidity among Hungarian commercial banks. The data cover the period from …

bank performance matrices. The newly developed liquidity measures are based on portfolio management theory and they account …The relationship between liquidity and bank performance in finance literature remains an unresolved empirical issue … measures – the bank liquidity mismatch index (BLMI) and the aggregate liquidity mismatch index (ALMI) were regressed against …

We provide evidence that credit lines offer liquidity insurance to borrowers. Borrowers are able toextensively use … credit rating downgrades and credit line cuts, suggestingsubstantial liquidity access before credit line cuts. Credit line … drawdown. Building on this evidence, we develop a model where syndicates faced with liquidity shockscontinue to support credit …