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Banks' Great Bailout of 2008-2009

Fratianni, Michele U. - 2014

This paper examines government policies aimed at rescuing banks from the effects of the financial crisis of 2007-2009. To delimit the scope of the analysis, we concentrate on the fiscal side of interventions and ignore, by design, the monetary policy reaction to the crisis. The policy response...

Persistent link: https://www.econbiz.de/10013070257

The Impact of Liquidity Regulation on Banks

Banerjee, Ryan - 2015

We present the first study to estimate the causal effect of liquidity regulation on bank balance sheets. It takes …

Persistent link: https://www.econbiz.de/10013018805

The Impact of Liquidity Regulation on Banks

Banerjee, Ryan - 2014

To the best of our knowledge, this is the first study to estimate the effect of liquidity regulation on bank balance … the overall size of bank balance sheets or a detrimental impact on lending to the non-financial sector either through … claims on other financial institutions with cash, central bank reserves and government bonds - and so reduced the …

Persistent link: https://www.econbiz.de/10013045234

Liquidity in Resolution : Estimating Possible Liquidity Gaps for Specific Banks in Resolution and in a Systemic Crisis

Parisi, Laura; Chalamandaris, Dimitrios E.; Amamou, Raschid - 2021

This paper contributes to the debate on liquidity in resolution by providing a quantitative assessment of liquidity gaps of banks in resolution in the euro area. It estimates possible ranges of liquidity gaps for significant banks under different assumptions and scenarios. The findings suggest...

Persistent link: https://www.econbiz.de/10013315006

Catch, restrict, and release: the real story of bank bailouts

Berger, Allen N.; Nistor, Simona; Ongena, Steven; … - 2020

Bank bailouts are not the "one-shot" events commonly described in the literature. These bailouts are instead dynamic …

Persistent link: https://www.econbiz.de/10012224131

Calibrating the magnitude of the countercyclical capital buffer using market-based stress tests

Oordt, Maarten R. C. van - 2018

This paper proposes a novel methodology to calibrate the magnitude of the cap on the countercyclical capital buffer (CCyB) using market-based stress tests. The macroprudential authority in our paper aims to contain the possibility of a breach of a minimum capital ratio in the event of a severe...

Persistent link: https://www.econbiz.de/10011923244

How excessive is banks' maturity transformation?

Segura, Anatoli; Suárez, Javier - 2016

We quantify the gains from regulating maturity transformation in a model of banks which finance long-term assets with non-tradable debt. Banks choose the amount and maturity of their debt trading off investors' preference for short maturities with the risk of systemic crises. Pecuniary...

Persistent link: https://www.econbiz.de/10011974655

Preferential treatment of government bonds in liquidity regulation : implications for bank behaviour and financial stability

Neyer, Ulrike; Sterzel, André - 2018

This paper analyses the impact of different treatments of government bonds in bank liquidity regulation on financial … a more resilient banking sector in the case of sovereign distress. However, the central bank acting as a lender of last … driving force is a regulation-induced change in bank investment behaviour. …

Persistent link: https://www.econbiz.de/10011901280

Liquidity in resolution : estimating possible liquidity gaps for specific banks in resolution and in a systemic crisis

Amamou, Raschid; Baumann, Andreas; Chalamandaris, Dimitrios - 2020

Persistent link: https://www.econbiz.de/10012313295

A macroprudential framework for the early detection of banking problems in emerging economies

Loser, Claudio M.; Kiguel, Miguel A.; Mermelstein, David - 2010

develops a methodology to detect problems at the individual bank level in an effort to identify those firms with financial … facilitate bank monitoring tasks, as well as some disaggregated subcomponents that are intended to display the relative …

Persistent link: https://www.econbiz.de/10011283443