The impact of liquidity regulation on banks

RN Banerjee, H Mio - Journal of Financial intermediation, 2018 - Elsevier
We estimate the causal effect of liquidity regulation on bank balance sheets. We take
advantage of the heterogeneous implementation of tighter liquidity regulation by the UK …

Liquidity hoarding

D Gale, T Yorulmazer - Theoretical Economics, 2013 - Wiley Online Library
Costly bankruptcy and incomplete markets cause inefficient liquidity hoarding. Banks are
unable to trade contingent claims to liquidity, so they raise cash by selling illiquid assets on …

Religiosity versus rationality: Depositor behavior in Islamic and conventional banks

AF Aysan, M Disli, M Duygun, H Ozturk - Journal of Comparative Economics, 2018 - Elsevier
This study investigates the behavioral aspects of Islamic bank depositors in a dual banking
system. By categorizing depositors into groups based on the amount of their deposited …

Bank liquidity, the maturity ladder, and regulation

L De Haan, JW van den End - Journal of Banking & Finance, 2013 - Elsevier
We investigate the liquidity management of 62 Dutch banks between January 2004 and
March 2010, when these banks were subject to a liquidity regulation that is very similar to …

Loan loss provisioning, bank credit and the real economy

S Pool, L De Haan, JPAM Jacobs - Journal of Macroeconomics, 2015 - Elsevier
This paper examines how credit risk affects bank lending and the business cycle. We
estimate a panel Vector Autoregression model for an unbalanced sample of 12 OECD …

Bank market power and lending during the global financial crisis

E Cubillas, N Suárez - Journal of International Money and Finance, 2018 - Elsevier
This research examines how the Global Financial Crisis (GFC) affected banks' supply of
credit, not only in a direct way but also indirectly through changes in bank market power. We …

The effects of liquidity regulation on bank assets and liabilities

P Duijm, P Wierts - International Journal of Central Banking (IJCB), 2016 - papers.ssrn.com
Under Basel III rules, banks became subject to a liquidity coverage ratio (LCR) from 2015
onward, to promote short-term resilience. Investigating the effects of such liquidity regulation …

Bank liquidity hoarding during the COVID-19 pandemic

DV Tran, DG Bui, C Nguyen, HV Hoang - Finance Research Letters, 2023 - Elsevier
This paper examines the association between bank liquidity hoarding (BLH) and the COVID-
19 pandemic. Using a sample of US banks and applying fixed effect estimators, we reveal …

The impact of excess reserves beyond precautionary levels on bank lending channels in China

VHT Nguyen, A Boateng - Journal of International Financial Markets …, 2013 - Elsevier
This study examines the bank lending channel and the impact of bank-specific
characteristics on credit supply in response to monetary policy changes in respect of …

[图书][B] Next generation system-wide liquidity stress testing

MC Puhr, MA Santos, MC Schmieder, SN Neftci… - 2012 - books.google.com
A framework to run system-wide, balance sheet data-based liquidity stress tests is
presented. The liquidity framework includes three elements:(a) a module to simulate the …